ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	78.130	77.500	-0.630	-0.8%	78.785
High	78.150	77.725	-0.425	-0.5%	78.935
Low	77.495	77.375	-0.120	-0.2%	78.165
Close	77.553	77.628	0.075	0.1%	78.630
Range	0.655	0.350	-0.305	-46.6%	0.770
ATR	0.556	0.541	-0.015	-2.6%	0.000
Volume	101	53	-48	-47.5%	212

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.626	78.477	77.821
R3	78.276	78.127	77.724
R2	77.926	77.926	77.692
R1	77.777	77.777	77.660	77.852
PP	77.576	77.576	77.576	77.613
S1	77.427	77.427	77.596	77.502
S2	77.226	77.226	77.564
S3	76.876	77.077	77.532
S4	76.526	76.727	77.436

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.887	80.528	79.054
R3	80.117	79.758	78.842
R2	79.347	79.347	78.771
R1	78.988	78.988	78.701	78.783
PP	78.577	78.577	78.577	78.474
S1	78.218	78.218	78.559	78.013
S2	77.807	77.807	78.489
S3	77.037	77.448	78.418
S4	76.267	76.678	78.207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.755	77.375	1.380	1.8%	0.522	0.7%	18%	False	True	47
10	79.705	77.375	2.330	3.0%	0.535	0.7%	11%	False	True	54
20	81.985	77.375	4.610	5.9%	0.569	0.7%	5%	False	True	163
40	81.985	77.375	4.610	5.9%	0.429	0.6%	5%	False	True	96

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.112
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	79.213
2.618	78.641
1.618	78.291
1.000	78.075
0.618	77.941
HIGH	77.725
0.618	77.591
0.500	77.550
0.382	77.509
LOW	77.375
0.618	77.159
1.000	77.025
1.618	76.809
2.618	76.459
4.250	75.888

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	77.602	78.065
PP	77.576	77.919
S1	77.550	77.774

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These figures are updated between 7pm and 10pm EST after a trading day.

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