ICE US Dollar Index Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Mar-2011 | 23-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 75.705 | 75.830 | 0.125 | 0.2% | 76.810 |  
                        | High | 75.805 | 76.190 | 0.385 | 0.5% | 77.390 |  
                        | Low | 75.505 | 75.670 | 0.165 | 0.2% | 75.790 |  
                        | Close | 75.673 | 76.046 | 0.373 | 0.5% | 75.971 |  
                        | Range | 0.300 | 0.520 | 0.220 | 73.3% | 1.600 |  
                        | ATR | 0.566 | 0.562 | -0.003 | -0.6% | 0.000 |  
                        | Volume | 21,642 | 25,032 | 3,390 | 15.7% | 144,799 |  | 
    
| 
        
            | Daily Pivots for day following 23-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 77.529 | 77.307 | 76.332 |  |  
                | R3 | 77.009 | 76.787 | 76.189 |  |  
                | R2 | 76.489 | 76.489 | 76.141 |  |  
                | R1 | 76.267 | 76.267 | 76.094 | 76.378 |  
                | PP | 75.969 | 75.969 | 75.969 | 76.024 |  
                | S1 | 75.747 | 75.747 | 75.998 | 75.858 |  
                | S2 | 75.449 | 75.449 | 75.951 |  |  
                | S3 | 74.929 | 75.227 | 75.903 |  |  
                | S4 | 74.409 | 74.707 | 75.760 |  |  | 
        
            | Weekly Pivots for week ending 18-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 81.184 | 80.177 | 76.851 |  |  
                | R3 | 79.584 | 78.577 | 76.411 |  |  
                | R2 | 77.984 | 77.984 | 76.264 |  |  
                | R1 | 76.977 | 76.977 | 76.118 | 76.681 |  
                | PP | 76.384 | 76.384 | 76.384 | 76.235 |  
                | S1 | 75.377 | 75.377 | 75.824 | 75.081 |  
                | S2 | 74.784 | 74.784 | 75.678 |  |  
                | S3 | 73.184 | 73.777 | 75.531 |  |  
                | S4 | 71.584 | 72.177 | 75.091 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 76.980 | 75.505 | 1.475 | 1.9% | 0.608 | 0.8% | 37% | False | False | 24,365 |  
                | 10 | 77.675 | 75.505 | 2.170 | 2.9% | 0.640 | 0.8% | 25% | False | False | 26,976 |  
                | 20 | 77.790 | 75.505 | 2.285 | 3.0% | 0.560 | 0.7% | 24% | False | False | 15,746 |  
                | 40 | 79.295 | 75.505 | 3.790 | 5.0% | 0.532 | 0.7% | 14% | False | False | 7,951 |  
                | 60 | 81.985 | 75.505 | 6.480 | 8.5% | 0.543 | 0.7% | 8% | False | False | 5,357 |  
                | 80 | 82.000 | 75.505 | 6.495 | 8.5% | 0.466 | 0.6% | 8% | False | False | 4,029 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 78.400 |  
            | 2.618 | 77.551 |  
            | 1.618 | 77.031 |  
            | 1.000 | 76.710 |  
            | 0.618 | 76.511 |  
            | HIGH | 76.190 |  
            | 0.618 | 75.991 |  
            | 0.500 | 75.930 |  
            | 0.382 | 75.869 |  
            | LOW | 75.670 |  
            | 0.618 | 75.349 |  
            | 1.000 | 75.150 |  
            | 1.618 | 74.829 |  
            | 2.618 | 74.309 |  
            | 4.250 | 73.460 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 76.007 | 75.980 |  
                                | PP | 75.969 | 75.914 |  
                                | S1 | 75.930 | 75.848 |  |