ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	74.865	74.365	-0.500	-0.7%	74.830
High	74.955	74.505	-0.450	-0.6%	74.955
Low	74.260	73.725	-0.535	-0.7%	73.725
Close	74.375	73.807	-0.568	-0.8%	73.807
Range	0.695	0.780	0.085	12.2%	1.230
ATR	0.673	0.681	0.008	1.1%	0.000
Volume	29,806	35,286	5,480	18.4%	122,698

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.352	75.860	74.236
R3	75.572	75.080	74.022
R2	74.792	74.792	73.950
R1	74.300	74.300	73.879	74.156
PP	74.012	74.012	74.012	73.941
S1	73.520	73.520	73.736	73.376
S2	73.232	73.232	73.664
S3	72.452	72.740	73.593
S4	71.672	71.960	73.378

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.852	77.060	74.484
R3	76.622	75.830	74.145
R2	75.392	75.392	74.033
R1	74.600	74.600	73.920	74.381
PP	74.162	74.162	74.162	74.053
S1	73.370	73.370	73.694	73.151
S2	72.932	72.932	73.582
S3	71.702	72.140	73.469
S4	70.472	70.910	73.131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.670	73.725	1.945	2.6%	0.641	0.9%	4%	False	True	29,936
10	76.540	73.725	2.815	3.8%	0.649	0.9%	3%	False	True	32,073
20	76.540	73.725	2.815	3.8%	0.703	1.0%	3%	False	True	38,026
40	76.540	72.860	3.680	5.0%	0.649	0.9%	26%	False	False	32,020
60	77.675	72.860	4.815	6.5%	0.626	0.8%	20%	False	False	29,777
80	79.295	72.860	6.435	8.7%	0.590	0.8%	15%	False	False	22,926
100	80.670	72.860	7.810	10.6%	0.585	0.8%	12%	False	False	18,358
120	81.985	72.860	9.125	12.4%	0.550	0.7%	10%	False	False	15,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.089
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	77.820
2.618	76.547
1.618	75.767
1.000	75.285
0.618	74.987
HIGH	74.505
0.618	74.207
0.500	74.115
0.382	74.023
LOW	73.725
0.618	73.243
1.000	72.945
1.618	72.463
2.618	71.683
4.250	70.410

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	74.115	74.340
PP	74.012	74.162
S1	73.910	73.985

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

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