ICE US Dollar Index Future June 2011

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Trading Metrics calculated at close of trading on 21-Feb-2011
Day Change Summary Previous Current 18-Feb-2011 21-Feb-2011 Change Change % Previous Week Open 78.410 77.985 -0.425 -0.5% 78.930 High 78.575 78.200 -0.375 -0.5% 79.295 Low 77.900 77.950 0.050 0.1% 77.900 Close 78.040 78.085 0.045 0.1% 78.040 Range 0.675 0.250 -0.425 -63.0% 1.395 ATR 0.530 0.510 -0.020 -3.8% 0.000 Volume 251 179 -72 -28.7% 784
Daily Pivots for day following 21-Feb-2011 Classic Woodie Camarilla DeMark R4 78.828 78.707 78.223 R3 78.578 78.457 78.154 R2 78.328 78.328 78.131 R1 78.207 78.207 78.108 78.268 PP 78.078 78.078 78.078 78.109 S1 77.957 77.957 78.062 78.018 S2 77.828 77.828 78.039 S3 77.578 77.707 78.016 S4 77.328 77.457 77.948	Weekly Pivots for week ending 18-Feb-2011 Classic Woodie Camarilla DeMark R4 82.597 81.713 78.807 R3 81.202 80.318 78.424 R2 79.807 79.807 78.296 R1 78.923 78.923 78.168 78.668 PP 78.412 78.412 78.412 78.284 S1 77.528 77.528 77.912 77.273 S2 77.017 77.017 77.784 S3 75.622 76.133 77.656 S4 74.227 74.738 77.273
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 79.125 77.900 1.225 1.6% 0.448 0.6% 15% False False 166 10 79.295 77.900 1.395 1.8% 0.472 0.6% 13% False False 133 20 79.295 77.375 1.920 2.5% 0.495 0.6% 37% False False 102 40 81.985 77.375 4.610 5.9% 0.517 0.7% 15% False False 136
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.113 Narrowest range in 38 trading days	Fibonacci Retracements and Extensions 4.250 79.263 2.618 78.855 1.618 78.605 1.000 78.450 0.618 78.355 HIGH 78.200 0.618 78.105 0.500 78.075 0.382 78.046 LOW 77.950 0.618 77.796 1.000 77.700 1.618 77.546 2.618 77.296 4.250 76.888
Fisher Pivots for day following 21-Feb-2011 Pivot 1 day 3 day R1 78.082 78.323 PP 78.078 78.243 S1 78.075 78.164

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