ICE US Dollar Index Future June 2011

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Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary Previous Current 31-Jan-2011 01-Feb-2011 Change Change % Previous Week Open 78.750 78.130 -0.620 -0.8% 78.785 High 78.755 78.150 -0.605 -0.8% 78.935 Low 78.050 77.495 -0.555 -0.7% 78.165 Close 78.225 77.553 -0.672 -0.9% 78.630 Range 0.705 0.655 -0.050 -7.1% 0.770 ATR 0.543 0.556 0.013 2.5% 0.000 Volume 19 101 82 431.6% 212
Daily Pivots for day following 01-Feb-2011 Classic Woodie Camarilla DeMark R4 79.698 79.280 77.913 R3 79.043 78.625 77.733 R2 78.388 78.388 77.673 R1 77.970 77.970 77.613 77.852 PP 77.733 77.733 77.733 77.673 S1 77.315 77.315 77.493 77.197 S2 77.078 77.078 77.433 S3 76.423 76.660 77.373 S4 75.768 76.005 77.193	Weekly Pivots for week ending 28-Jan-2011 Classic Woodie Camarilla DeMark R4 80.887 80.528 79.054 R3 80.117 79.758 78.842 R2 79.347 79.347 78.771 R1 78.988 78.988 78.701 78.783 PP 78.577 78.577 78.577 78.474 S1 78.218 78.218 78.559 78.013 S2 77.807 77.807 78.489 S3 77.037 77.448 78.418 S4 76.267 76.678 78.207
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 78.755 77.495 1.260 1.6% 0.519 0.7% 5% False True 43 10 79.705 77.495 2.210 2.8% 0.560 0.7% 3% False True 63 20 81.985 77.495 4.490 5.8% 0.588 0.8% 1% False True 162 40 81.985 77.495 4.490 5.8% 0.423 0.5% 1% False True 112
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 0.100 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 80.934 2.618 79.865 1.618 79.210 1.000 78.805 0.618 78.555 HIGH 78.150 0.618 77.900 0.500 77.823 0.382 77.745 LOW 77.495 0.618 77.090 1.000 76.840 1.618 76.435 2.618 75.780 4.250 74.711
Fisher Pivots for day following 01-Feb-2011 Pivot 1 day 3 day R1 77.823 78.125 PP 77.733 77.934 S1 77.643 77.744

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