ICE US Dollar Index Future June 2011

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Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary Previous Current 25-Jan-2011 26-Jan-2011 Change Change % Previous Week Open 78.500 78.495 -0.005 0.0% 79.655 High 78.875 78.535 -0.340 -0.4% 80.085 Low 78.355 78.200 -0.155 -0.2% 78.620 Close 78.495 78.385 -0.110 -0.1% 78.735 Range 0.520 0.335 -0.185 -35.6% 1.465 ATR 0.558 0.543 -0.016 -2.9% 0.000 Volume 35 34 -1 -2.9% 442
Daily Pivots for day following 26-Jan-2011 Classic Woodie Camarilla DeMark R4 79.378 79.217 78.569 R3 79.043 78.882 78.477 R2 78.708 78.708 78.446 R1 78.547 78.547 78.416 78.460 PP 78.373 78.373 78.373 78.330 S1 78.212 78.212 78.354 78.125 S2 78.038 78.038 78.324 S3 77.703 77.877 78.293 S4 77.368 77.542 78.201	Weekly Pivots for week ending 21-Jan-2011 Classic Woodie Camarilla DeMark R4 83.542 82.603 79.541 R3 82.077 81.138 79.138 R2 80.612 80.612 79.004 R1 79.673 79.673 78.869 79.410 PP 79.147 79.147 79.147 79.015 S1 78.208 78.208 78.601 77.945 S2 77.682 77.682 78.466 S3 76.217 76.743 78.332 S4 74.752 75.278 77.929
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 79.705 78.200 1.505 1.9% 0.548 0.7% 12% False True 62 10 80.670 78.200 2.470 3.2% 0.610 0.8% 7% False True 86 20 81.985 78.200 3.785 4.8% 0.566 0.7% 5% False True 169 40 82.000 78.200 3.800 4.8% 0.400 0.5% 5% False True 108
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 0.082 Narrowest range in 11 trading days	Fibonacci Retracements and Extensions 4.250 79.959 2.618 79.412 1.618 79.077 1.000 78.870 0.618 78.742 HIGH 78.535 0.618 78.407 0.500 78.368 0.382 78.328 LOW 78.200 0.618 77.993 1.000 77.865 1.618 77.658 2.618 77.323 4.250 76.776
Fisher Pivots for day following 26-Jan-2011 Pivot 1 day 3 day R1 78.379 78.568 PP 78.373 78.507 S1 78.368 78.446

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