ICE US Dollar Index Future June 2011

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Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary Previous Current 26-Jan-2011 27-Jan-2011 Change Change % Previous Week Open 78.495 78.275 -0.220 -0.3% 79.655 High 78.535 78.505 -0.030 0.0% 80.085 Low 78.200 78.165 -0.035 0.0% 78.620 Close 78.385 78.204 -0.181 -0.2% 78.735 Range 0.335 0.340 0.005 1.5% 1.465 ATR 0.543 0.528 -0.014 -2.7% 0.000 Volume 34 33 -1 -2.9% 442
Daily Pivots for day following 27-Jan-2011 Classic Woodie Camarilla DeMark R4 79.311 79.098 78.391 R3 78.971 78.758 78.298 R2 78.631 78.631 78.266 R1 78.418 78.418 78.235 78.355 PP 78.291 78.291 78.291 78.260 S1 78.078 78.078 78.173 78.015 S2 77.951 77.951 78.142 S3 77.611 77.738 78.111 S4 77.271 77.398 78.017	Weekly Pivots for week ending 21-Jan-2011 Classic Woodie Camarilla DeMark R4 83.542 82.603 79.541 R3 82.077 81.138 79.138 R2 80.612 80.612 79.004 R1 79.673 79.673 78.869 79.410 PP 79.147 79.147 79.147 79.015 S1 78.208 78.208 78.601 77.945 S2 77.682 77.682 78.466 S3 76.217 76.743 78.332 S4 74.752 75.278 77.929
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 79.235 78.165 1.070 1.4% 0.478 0.6% 4% False True 44 10 80.085 78.165 1.920 2.5% 0.543 0.7% 2% False True 74 20 81.985 78.165 3.820 4.9% 0.563 0.7% 1% False True 170 40 81.985 78.165 3.820 4.9% 0.408 0.5% 1% False True 109
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.085 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 79.950 2.618 79.395 1.618 79.055 1.000 78.845 0.618 78.715 HIGH 78.505 0.618 78.375 0.500 78.335 0.382 78.295 LOW 78.165 0.618 77.955 1.000 77.825 1.618 77.615 2.618 77.275 4.250 76.720
Fisher Pivots for day following 27-Jan-2011 Pivot 1 day 3 day R1 78.335 78.520 PP 78.291 78.415 S1 78.248 78.309

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