ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	73.955	73.585	-0.370	-0.5%	74.830
High	74.065	73.995	-0.070	-0.1%	74.955
Low	73.515	73.560	0.045	0.1%	73.725
Close	73.528	73.939	0.411	0.6%	73.807
Range	0.550	0.435	-0.115	-20.9%	1.230
ATR	0.654	0.641	-0.013	-2.0%	0.000
Volume	32,443	40,925	8,482	26.1%	122,698

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.136	74.973	74.178
R3	74.701	74.538	74.059
R2	74.266	74.266	74.019
R1	74.103	74.103	73.979	74.185
PP	73.831	73.831	73.831	73.872
S1	73.668	73.668	73.899	73.750
S2	73.396	73.396	73.859
S3	72.961	73.233	73.819
S4	72.526	72.798	73.700

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	73.515	1.440	1.9%	0.576	0.8%	29%	False	False	34,356
10	76.395	73.515	2.880	3.9%	0.585	0.8%	15%	False	False	31,972
20	76.540	73.515	3.025	4.1%	0.658	0.9%	14%	False	False	35,827
40	76.540	72.860	3.680	5.0%	0.652	0.9%	29%	False	False	33,181
60	77.390	72.860	4.530	6.1%	0.615	0.8%	24%	False	False	30,224
80	79.125	72.860	6.265	8.5%	0.588	0.8%	17%	False	False	24,256
100	80.085	72.860	7.225	9.8%	0.580	0.8%	15%	False	False	19,421
120	81.985	72.860	9.125	12.3%	0.554	0.7%	12%	False	False	16,209

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.099
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.844
2.618	75.134
1.618	74.699
1.000	74.430
0.618	74.264
HIGH	73.995
0.618	73.829
0.500	73.778
0.382	73.726
LOW	73.560
0.618	73.291
1.000	73.125
1.618	72.856
2.618	72.421
4.250	71.711

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	73.885	73.893
PP	73.831	73.846
S1	73.778	73.800

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

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