ICE US Dollar Index Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Mar-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Mar-2011 | 29-Mar-2011 | Change | Change % | Previous Week |  
                        | Open | 76.520 | 76.490 | -0.030 | 0.0% | 75.870 |  
                        | High | 76.695 | 76.700 | 0.005 | 0.0% | 76.560 |  
                        | Low | 76.295 | 76.170 | -0.125 | -0.2% | 75.505 |  
                        | Close | 76.376 | 76.502 | 0.126 | 0.2% | 76.485 |  
                        | Range | 0.400 | 0.530 | 0.130 | 32.5% | 1.055 |  
                        | ATR | 0.564 | 0.561 | -0.002 | -0.4% | 0.000 |  
                        | Volume | 17,364 | 20,765 | 3,401 | 19.6% | 128,102 |  | 
    
| 
        
            | Daily Pivots for day following 29-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 78.047 | 77.805 | 76.794 |  |  
                | R3 | 77.517 | 77.275 | 76.648 |  |  
                | R2 | 76.987 | 76.987 | 76.599 |  |  
                | R1 | 76.745 | 76.745 | 76.551 | 76.866 |  
                | PP | 76.457 | 76.457 | 76.457 | 76.518 |  
                | S1 | 76.215 | 76.215 | 76.453 | 76.336 |  
                | S2 | 75.927 | 75.927 | 76.405 |  |  
                | S3 | 75.397 | 75.685 | 76.356 |  |  
                | S4 | 74.867 | 75.155 | 76.211 |  |  | 
        
            | Weekly Pivots for week ending 25-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 79.348 | 78.972 | 77.065 |  |  
                | R3 | 78.293 | 77.917 | 76.775 |  |  
                | R2 | 77.238 | 77.238 | 76.678 |  |  
                | R1 | 76.862 | 76.862 | 76.582 | 77.050 |  
                | PP | 76.183 | 76.183 | 76.183 | 76.278 |  
                | S1 | 75.807 | 75.807 | 76.388 | 75.995 |  
                | S2 | 75.128 | 75.128 | 76.292 |  |  
                | S3 | 74.073 | 74.752 | 76.195 |  |  
                | S4 | 73.018 | 73.697 | 75.905 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 76.700 | 75.670 | 1.030 | 1.3% | 0.555 | 0.7% | 81% | True | False | 24,747 |  
                | 10 | 77.135 | 75.505 | 1.630 | 2.1% | 0.580 | 0.8% | 61% | False | False | 25,885 |  
                | 20 | 77.675 | 75.505 | 2.170 | 2.8% | 0.577 | 0.8% | 46% | False | False | 20,621 |  
                | 40 | 79.295 | 75.505 | 3.790 | 5.0% | 0.532 | 0.7% | 26% | False | False | 10,414 |  
                | 60 | 81.985 | 75.505 | 6.480 | 8.5% | 0.551 | 0.7% | 15% | False | False | 6,997 |  
                | 80 | 81.985 | 75.505 | 6.480 | 8.5% | 0.478 | 0.6% | 15% | False | False | 5,263 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 78.953 |  
            | 2.618 | 78.088 |  
            | 1.618 | 77.558 |  
            | 1.000 | 77.230 |  
            | 0.618 | 77.028 |  
            | HIGH | 76.700 |  
            | 0.618 | 76.498 |  
            | 0.500 | 76.435 |  
            | 0.382 | 76.372 |  
            | LOW | 76.170 |  
            | 0.618 | 75.842 |  
            | 1.000 | 75.640 |  
            | 1.618 | 75.312 |  
            | 2.618 | 74.782 |  
            | 4.250 | 73.918 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 76.480 | 76.425 |  
                                | PP | 76.457 | 76.347 |  
                                | S1 | 76.435 | 76.270 |  |