ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	78.930	78.905	-0.025	0.0%	78.485
High	79.295	79.100	-0.195	-0.2%	79.110
Low	78.720	78.750	0.030	0.0%	78.000
Close	79.047	78.990	-0.057	-0.1%	78.900
Range	0.575	0.350	-0.225	-39.1%	1.110
ATR	0.538	0.525	-0.013	-2.5%	0.000
Volume	131	79	-52	-39.7%	534

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.997	79.843	79.183
R3	79.647	79.493	79.086
R2	79.297	79.297	79.054
R1	79.143	79.143	79.022	79.220
PP	78.947	78.947	78.947	78.985
S1	78.793	78.793	78.958	78.870
S2	78.597	78.597	78.926
S3	78.247	78.443	78.894
S4	77.897	78.093	78.798

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.000	81.560	79.511
R3	80.890	80.450	79.205
R2	79.780	79.780	79.104
R1	79.340	79.340	79.002	79.560
PP	78.670	78.670	78.670	78.780
S1	78.230	78.230	78.798	78.450
S2	77.560	77.560	78.697
S3	76.450	77.120	78.595
S4	75.340	76.010	78.290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.295	78.000	1.295	1.6%	0.489	0.6%	76%	False	False	100
10	79.295	77.375	1.920	2.4%	0.489	0.6%	84%	False	False	105
20	79.705	77.375	2.330	2.9%	0.524	0.7%	69%	False	False	84
40	81.985	77.375	4.610	5.8%	0.487	0.6%	35%	False	False	118

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.109
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	80.588
2.618	80.016
1.618	79.666
1.000	79.450
0.618	79.316
HIGH	79.100
0.618	78.966
0.500	78.925
0.382	78.884
LOW	78.750
0.618	78.534
1.000	78.400
1.618	78.184
2.618	77.834
4.250	77.263

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	78.968	78.998
PP	78.947	78.995
S1	78.925	78.993

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

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