ICE US Dollar Index Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jun-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Jun-2011 | 09-Jun-2011 | Change | Change % | Previous Week |  
                        | Open | 73.585 | 73.875 | 0.290 | 0.4% | 74.830 |  
                        | High | 73.995 | 74.320 | 0.325 | 0.4% | 74.955 |  
                        | Low | 73.560 | 73.695 | 0.135 | 0.2% | 73.725 |  
                        | Close | 73.939 | 74.201 | 0.262 | 0.4% | 73.807 |  
                        | Range | 0.435 | 0.625 | 0.190 | 43.7% | 1.230 |  
                        | ATR | 0.641 | 0.639 | -0.001 | -0.2% | 0.000 |  
                        | Volume | 40,925 | 38,502 | -2,423 | -5.9% | 122,698 |  | 
    
| 
        
            | Daily Pivots for day following 09-Jun-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 75.947 | 75.699 | 74.545 |  |  
                | R3 | 75.322 | 75.074 | 74.373 |  |  
                | R2 | 74.697 | 74.697 | 74.316 |  |  
                | R1 | 74.449 | 74.449 | 74.258 | 74.573 |  
                | PP | 74.072 | 74.072 | 74.072 | 74.134 |  
                | S1 | 73.824 | 73.824 | 74.144 | 73.948 |  
                | S2 | 73.447 | 73.447 | 74.086 |  |  
                | S3 | 72.822 | 73.199 | 74.029 |  |  
                | S4 | 72.197 | 72.574 | 73.857 |  |  | 
        
            | 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 | 74.505 | 73.515 | 0.990 | 1.3% | 0.562 | 0.8% | 69% | False | False | 36,095 |  
                | 10 | 76.095 | 73.515 | 2.580 | 3.5% | 0.592 | 0.8% | 27% | False | False | 32,667 |  
                | 20 | 76.540 | 73.515 | 3.025 | 4.1% | 0.635 | 0.9% | 23% | False | False | 34,996 |  
                | 40 | 76.540 | 72.860 | 3.680 | 5.0% | 0.654 | 0.9% | 36% | False | False | 33,464 |  
                | 60 | 77.135 | 72.860 | 4.275 | 5.8% | 0.612 | 0.8% | 31% | False | False | 30,370 |  
                | 80 | 79.125 | 72.860 | 6.265 | 8.4% | 0.591 | 0.8% | 21% | False | False | 24,736 |  
                | 100 | 79.705 | 72.860 | 6.845 | 9.2% | 0.578 | 0.8% | 20% | False | False | 19,805 |  
                | 120 | 81.985 | 72.860 | 9.125 | 12.3% | 0.557 | 0.8% | 15% | False | False | 16,530 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 76.976 |  
            | 2.618 | 75.956 |  
            | 1.618 | 75.331 |  
            | 1.000 | 74.945 |  
            | 0.618 | 74.706 |  
            | HIGH | 74.320 |  
            | 0.618 | 74.081 |  
            | 0.500 | 74.008 |  
            | 0.382 | 73.934 |  
            | LOW | 73.695 |  
            | 0.618 | 73.309 |  
            | 1.000 | 73.070 |  
            | 1.618 | 72.684 |  
            | 2.618 | 72.059 |  
            | 4.250 | 71.039 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Jun-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 74.137 | 74.107 |  
                                | PP | 74.072 | 74.012 |  
                                | S1 | 74.008 | 73.918 |  |