ICE US Dollar Index Future September 2010

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Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary Previous Current 04-Jun-2010 07-Jun-2010 Change Change % Previous Week Open 87.550 88.900 1.350 1.5% 87.120 High 88.920 89.220 0.300 0.3% 88.920 Low 87.365 88.730 1.365 1.6% 86.595 Close 88.905 88.928 0.023 0.0% 88.905 Range 1.555 0.490 -1.065 -68.5% 2.325 ATR 0.888 0.860 -0.028 -3.2% 0.000 Volume 3,341 3,341 0 0.0% 4,494
Daily Pivots for day following 07-Jun-2010 Classic Woodie Camarilla DeMark R4 90.429 90.169 89.198 R3 89.939 89.679 89.063 R2 89.449 89.449 89.018 R1 89.189 89.189 88.973 89.319 PP 88.959 88.959 88.959 89.025 S1 88.699 88.699 88.883 88.829 S2 88.469 88.469 88.838 S3 87.979 88.209 88.793 S4 87.489 87.719 88.659	Weekly Pivots for week ending 04-Jun-2010 Classic Woodie Camarilla DeMark R4 95.115 94.335 90.184 R3 92.790 92.010 89.544 R2 90.465 90.465 89.331 R1 89.685 89.685 89.118 90.075 PP 88.140 88.140 88.140 88.335 S1 87.360 87.360 88.692 87.750 S2 85.815 85.815 88.479 S3 83.490 85.035 88.266 S4 81.165 82.710 87.626
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 89.220 86.595 2.625 3.0% 0.949 1.1% 89% True False 1,509 10 89.220 86.290 2.930 3.3% 0.880 1.0% 90% True False 827 20 89.220 84.755 4.465 5.0% 0.858 1.0% 93% True False 455 40 89.220 80.510 8.710 9.8% 0.712 0.8% 97% True False 293
Crabel Price Patterns NR True NR4 False 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 0.186 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 91.303 2.618 90.503 1.618 90.013 1.000 89.710 0.618 89.523 HIGH 89.220 0.618 89.033 0.500 88.975 0.382 88.917 LOW 88.730 0.618 88.427 1.000 88.240 1.618 87.937 2.618 87.447 4.250 86.648
Fisher Pivots for day following 07-Jun-2010 Pivot 1 day 3 day R1 88.975 88.615 PP 88.959 88.301 S1 88.944 87.988

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