ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 21-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	21-Feb-2011	Change	Change %	Previous Week
Open	78.410	77.985	-0.425	-0.5%	78.930
High	78.575	78.200	-0.375	-0.5%	79.295
Low	77.900	77.950	0.050	0.1%	77.900
Close	78.040	78.085	0.045	0.1%	78.040
Range	0.675	0.250	-0.425	-63.0%	1.395
ATR	0.530	0.510	-0.020	-3.8%	0.000
Volume	251	179	-72	-28.7%	784

Daily Pivots for day following 21-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.828	78.707	78.223
R3	78.578	78.457	78.154
R2	78.328	78.328	78.131
R1	78.207	78.207	78.108	78.268
PP	78.078	78.078	78.078	78.109
S1	77.957	77.957	78.062	78.018
S2	77.828	77.828	78.039
S3	77.578	77.707	78.016
S4	77.328	77.457	77.948

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.597	81.713	78.807
R3	81.202	80.318	78.424
R2	79.807	79.807	78.296
R1	78.923	78.923	78.168	78.668
PP	78.412	78.412	78.412	78.284
S1	77.528	77.528	77.912	77.273
S2	77.017	77.017	77.784
S3	75.622	76.133	77.656
S4	74.227	74.738	77.273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.125	77.900	1.225	1.6%	0.448	0.6%	15%	False	False	166
10	79.295	77.900	1.395	1.8%	0.472	0.6%	13%	False	False	133
20	79.295	77.375	1.920	2.5%	0.495	0.6%	37%	False	False	102
40	81.985	77.375	4.610	5.9%	0.517	0.7%	15%	False	False	136

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	0.113
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	79.263
2.618	78.855
1.618	78.605
1.000	78.450
0.618	78.355
HIGH	78.200
0.618	78.105
0.500	78.075
0.382	78.046
LOW	77.950
0.618	77.796
1.000	77.700
1.618	77.546
2.618	77.296
4.250	76.888

Fisher Pivots for day following 21-Feb-2011
Pivot	1 day	3 day
R1	78.082	78.323
PP	78.078	78.243
S1	78.075	78.164

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

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