ICE US Dollar Index Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Oct-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Oct-2009 | 
                    13-Oct-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        76.970 | 
                        76.385 | 
                        -0.585 | 
                        -0.8% | 
                        77.290 | 
                     
                    
                        | High | 
                        76.970 | 
                        76.460 | 
                        -0.510 | 
                        -0.7% | 
                        77.340 | 
                     
                    
                        | Low | 
                        76.500 | 
                        76.290 | 
                        -0.210 | 
                        -0.3% | 
                        76.185 | 
                     
                    
                        | Close | 
                        76.555 | 
                        76.430 | 
                        -0.125 | 
                        -0.2% | 
                        76.885 | 
                     
                    
                        | Range | 
                        0.470 | 
                        0.170 | 
                        -0.300 | 
                        -63.8% | 
                        1.155 | 
                     
                    
                        | ATR | 
                        0.463 | 
                        0.449 | 
                        -0.014 | 
                        -3.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        13 | 
                        8 | 
                        -5 | 
                        -38.5% | 
                        67 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                76.903 | 
                76.837 | 
                76.524 | 
                 | 
             
            
                | R3 | 
                76.733 | 
                76.667 | 
                76.477 | 
                 | 
             
            
                | R2 | 
                76.563 | 
                76.563 | 
                76.461 | 
                 | 
             
            
                | R1 | 
                76.497 | 
                76.497 | 
                76.446 | 
                76.530 | 
             
            
                | PP | 
                76.393 | 
                76.393 | 
                76.393 | 
                76.410 | 
             
            
                | S1 | 
                76.327 | 
                76.327 | 
                76.414 | 
                76.360 | 
             
            
                | S2 | 
                76.223 | 
                76.223 | 
                76.399 | 
                 | 
             
            
                | S3 | 
                76.053 | 
                76.157 | 
                76.383 | 
                 | 
             
            
                | S4 | 
                75.883 | 
                75.987 | 
                76.337 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Oct-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.268 | 
                79.732 | 
                77.520 | 
                 | 
             
            
                | R3 | 
                79.113 | 
                78.577 | 
                77.203 | 
                 | 
             
            
                | R2 | 
                77.958 | 
                77.958 | 
                77.097 | 
                 | 
             
            
                | R1 | 
                77.422 | 
                77.422 | 
                76.991 | 
                77.113 | 
             
            
                | PP | 
                76.803 | 
                76.803 | 
                76.803 | 
                76.649 | 
             
            
                | S1 | 
                76.267 | 
                76.267 | 
                76.779 | 
                75.958 | 
             
            
                | S2 | 
                75.648 | 
                75.648 | 
                76.673 | 
                 | 
             
            
                | S3 | 
                74.493 | 
                75.112 | 
                76.567 | 
                 | 
             
            
                | S4 | 
                73.338 | 
                73.957 | 
                76.250 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            77.183 | 
         
        
            | 
2.618             | 
            76.905 | 
         
        
            | 
1.618             | 
            76.735 | 
         
        
            | 
1.000             | 
            76.630 | 
         
        
            | 
0.618             | 
            76.565 | 
         
        
            | 
HIGH             | 
            76.460 | 
         
        
            | 
0.618             | 
            76.395 | 
         
        
            | 
0.500             | 
            76.375 | 
         
        
            | 
0.382             | 
            76.355 | 
         
        
            | 
LOW             | 
            76.290 | 
         
        
            | 
0.618             | 
            76.185 | 
         
        
            | 
1.000             | 
            76.120 | 
         
        
            | 
1.618             | 
            76.015 | 
         
        
            | 
2.618             | 
            75.845 | 
         
        
            | 
4.250             | 
            75.568 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Oct-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                76.412 | 
                                76.630 | 
                             
                            
                                | PP | 
                                76.393 | 
                                76.563 | 
                             
                            
                                | S1 | 
                                76.375 | 
                                76.497 | 
                             
             
         |