ICE US Dollar Index Future June 2010

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Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary Previous Current 25-Mar-2010 26-Mar-2010 Change Change % Previous Week Open 82.145 82.320 0.175 0.2% 80.975 High 82.520 82.320 -0.200 -0.2% 82.520 Low 81.895 81.850 -0.045 -0.1% 80.775 Close 82.405 81.978 -0.427 -0.5% 81.978 Range 0.625 0.470 -0.155 -24.8% 1.745 ATR 0.634 0.629 -0.006 -0.9% 0.000 Volume 29,866 24,420 -5,446 -18.2% 120,754
Daily Pivots for day following 26-Mar-2010 Classic Woodie Camarilla DeMark R4 83.459 83.189 82.237 R3 82.989 82.719 82.107 R2 82.519 82.519 82.064 R1 82.249 82.249 82.021 82.149 PP 82.049 82.049 82.049 82.000 S1 81.779 81.779 81.935 81.679 S2 81.579 81.579 81.892 S3 81.109 81.309 81.849 S4 80.639 80.839 81.720	Weekly Pivots for week ending 26-Mar-2010 Classic Woodie Camarilla DeMark R4 86.993 86.230 82.938 R3 85.248 84.485 82.458 R2 83.503 83.503 82.298 R1 82.740 82.740 82.138 83.122 PP 81.758 81.758 81.758 81.948 S1 80.995 80.995 81.818 81.377 S2 80.013 80.013 81.658 S3 78.268 79.250 81.498 S4 76.523 77.505 81.018
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 82.520 80.775 1.745 2.1% 0.664 0.8% 69% False False 24,150 10 82.520 79.730 2.790 3.4% 0.643 0.8% 81% False False 25,950 20 82.520 79.730 2.790 3.4% 0.631 0.8% 81% False False 16,752 40 82.520 79.250 3.270 4.0% 0.600 0.7% 83% False False 8,508
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.085 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 84.318 2.618 83.550 1.618 83.080 1.000 82.790 0.618 82.610 HIGH 82.320 0.618 82.140 0.500 82.085 0.382 82.030 LOW 81.850 0.618 81.560 1.000 81.380 1.618 81.090 2.618 80.620 4.250 79.853
Fisher Pivots for day following 26-Mar-2010 Pivot 1 day 3 day R1 82.085 81.926 PP 82.049 81.874 S1 82.014 81.823

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