ICE US Dollar Index Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-May-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-May-2011 | 06-May-2011 | Change | Change % | Previous Week |  
                        | Open | 73.280 | 74.260 | 0.980 | 1.3% | 73.185 |  
                        | High | 74.420 | 75.180 | 0.760 | 1.0% | 75.180 |  
                        | Low | 72.985 | 74.110 | 1.125 | 1.5% | 72.860 |  
                        | Close | 74.375 | 75.080 | 0.705 | 0.9% | 75.080 |  
                        | Range | 1.435 | 1.070 | -0.365 | -25.4% | 2.320 |  
                        | ATR | 0.627 | 0.659 | 0.032 | 5.0% | 0.000 |  
                        | Volume | 60,862 | 66,993 | 6,131 | 10.1% | 212,144 |  | 
    
| 
        
            | Daily Pivots for day following 06-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 78.000 | 77.610 | 75.669 |  |  
                | R3 | 76.930 | 76.540 | 75.374 |  |  
                | R2 | 75.860 | 75.860 | 75.276 |  |  
                | R1 | 75.470 | 75.470 | 75.178 | 75.665 |  
                | PP | 74.790 | 74.790 | 74.790 | 74.888 |  
                | S1 | 74.400 | 74.400 | 74.982 | 74.595 |  
                | S2 | 73.720 | 73.720 | 74.884 |  |  
                | S3 | 72.650 | 73.330 | 74.786 |  |  
                | S4 | 71.580 | 72.260 | 74.492 |  |  | 
        
            | Weekly Pivots for week ending 06-May-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 81.333 | 80.527 | 76.356 |  |  
                | R3 | 79.013 | 78.207 | 75.718 |  |  
                | R2 | 76.693 | 76.693 | 75.505 |  |  
                | R1 | 75.887 | 75.887 | 75.293 | 76.290 |  
                | PP | 74.373 | 74.373 | 74.373 | 74.575 |  
                | S1 | 73.567 | 73.567 | 74.867 | 73.970 |  
                | S2 | 72.053 | 72.053 | 74.655 |  |  
                | S3 | 69.733 | 71.247 | 74.442 |  |  
                | S4 | 67.413 | 68.927 | 73.804 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 75.180 | 72.860 | 2.320 | 3.1% | 0.838 | 1.1% | 96% | True | False | 42,428 |  
                | 10 | 75.180 | 72.860 | 2.320 | 3.1% | 0.682 | 0.9% | 96% | True | False | 32,109 |  
                | 20 | 76.055 | 72.860 | 3.195 | 4.3% | 0.632 | 0.8% | 69% | False | False | 28,250 |  
                | 40 | 77.675 | 72.860 | 4.815 | 6.4% | 0.595 | 0.8% | 46% | False | False | 26,618 |  
                | 60 | 79.295 | 72.860 | 6.435 | 8.6% | 0.560 | 0.7% | 34% | False | False | 19,009 |  
                | 80 | 80.085 | 72.860 | 7.225 | 9.6% | 0.557 | 0.7% | 31% | False | False | 14,276 |  
                | 100 | 81.985 | 72.860 | 9.125 | 12.2% | 0.529 | 0.7% | 24% | False | False | 11,449 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 79.728 |  
            | 2.618 | 77.981 |  
            | 1.618 | 76.911 |  
            | 1.000 | 76.250 |  
            | 0.618 | 75.841 |  
            | HIGH | 75.180 |  
            | 0.618 | 74.771 |  
            | 0.500 | 74.645 |  
            | 0.382 | 74.519 |  
            | LOW | 74.110 |  
            | 0.618 | 73.449 |  
            | 1.000 | 73.040 |  
            | 1.618 | 72.379 |  
            | 2.618 | 71.309 |  
            | 4.250 | 69.563 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-May-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 74.935 | 74.727 |  
                                | PP | 74.790 | 74.373 |  
                                | S1 | 74.645 | 74.020 |  |