ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	74.365	73.770	-0.595	-0.8%	74.830
High	74.505	74.085	-0.420	-0.6%	74.955
Low	73.725	73.665	-0.060	-0.1%	73.725
Close	73.807	73.999	0.192	0.3%	73.807
Range	0.780	0.420	-0.360	-46.2%	1.230
ATR	0.681	0.662	-0.019	-2.7%	0.000
Volume	35,286	33,323	-1,963	-5.6%	122,698

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.176	75.008	74.230
R3	74.756	74.588	74.115
R2	74.336	74.336	74.076
R1	74.168	74.168	74.038	74.252
PP	73.916	73.916	73.916	73.959
S1	73.748	73.748	73.961	73.832
S2	73.496	73.496	73.922
S3	73.076	73.328	73.884
S4	72.656	72.908	73.768

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	74.955	73.665	1.290	1.7%	0.570	0.8%	26%	False	True	31,204
10	76.540	73.665	2.875	3.9%	0.607	0.8%	12%	False	True	31,228
20	76.540	73.665	2.875	3.9%	0.671	0.9%	12%	False	True	36,342
40	76.540	72.860	3.680	5.0%	0.651	0.9%	31%	False	False	32,296
60	77.675	72.860	4.815	6.5%	0.620	0.8%	24%	False	False	29,859
80	79.295	72.860	6.435	8.7%	0.588	0.8%	18%	False	False	23,342
100	80.085	72.860	7.225	9.8%	0.579	0.8%	16%	False	False	18,689
120	81.985	72.860	9.125	12.3%	0.553	0.7%	12%	False	False	15,598

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.088
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	75.870
2.618	75.185
1.618	74.765
1.000	74.505
0.618	74.345
HIGH	74.085
0.618	73.925
0.500	73.875
0.382	73.825
LOW	73.665
0.618	73.405
1.000	73.245
1.618	72.985
2.618	72.565
4.250	71.880

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	73.958	74.310
PP	73.916	74.206
S1	73.875	74.103

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

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