ICE US Dollar Index Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jan-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jan-2010 | 12-Jan-2010 | Change | Change % | Previous Week |  
                        | Open | 77.630 | 77.310 | -0.320 | -0.4% | 78.355 |  
                        | High | 77.660 | 77.460 | -0.200 | -0.3% | 78.590 |  
                        | Low | 76.945 | 76.890 | -0.055 | -0.1% | 77.390 |  
                        | Close | 77.160 | 77.120 | -0.040 | -0.1% | 77.655 |  
                        | Range | 0.715 | 0.570 | -0.145 | -20.3% | 1.200 |  
                        | ATR | 0.658 | 0.651 | -0.006 | -1.0% | 0.000 |  
                        | Volume | 23,272 | 20,000 | -3,272 | -14.1% | 76,770 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 78.867 | 78.563 | 77.434 |  |  
                | R3 | 78.297 | 77.993 | 77.277 |  |  
                | R2 | 77.727 | 77.727 | 77.225 |  |  
                | R1 | 77.423 | 77.423 | 77.172 | 77.290 |  
                | PP | 77.157 | 77.157 | 77.157 | 77.090 |  
                | S1 | 76.853 | 76.853 | 77.068 | 76.720 |  
                | S2 | 76.587 | 76.587 | 77.016 |  |  
                | S3 | 76.017 | 76.283 | 76.963 |  |  
                | S4 | 75.447 | 75.713 | 76.807 |  |  | 
        
            | Weekly Pivots for week ending 08-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 81.478 | 80.767 | 78.315 |  |  
                | R3 | 80.278 | 79.567 | 77.985 |  |  
                | R2 | 79.078 | 79.078 | 77.875 |  |  
                | R1 | 78.367 | 78.367 | 77.765 | 78.123 |  
                | PP | 77.878 | 77.878 | 77.878 | 77.756 |  
                | S1 | 77.167 | 77.167 | 77.545 | 76.923 |  
                | S2 | 76.678 | 76.678 | 77.435 |  |  
                | S3 | 75.478 | 75.967 | 77.325 |  |  
                | S4 | 74.278 | 74.767 | 76.995 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 78.435 | 76.890 | 1.545 | 2.0% | 0.696 | 0.9% | 15% | False | True | 18,763 |  
                | 10 | 78.590 | 76.890 | 1.700 | 2.2% | 0.667 | 0.9% | 14% | False | True | 14,903 |  
                | 20 | 78.770 | 76.260 | 2.510 | 3.3% | 0.654 | 0.8% | 34% | False | False | 16,717 |  
                | 40 | 78.770 | 74.545 | 4.225 | 5.5% | 0.636 | 0.8% | 61% | False | False | 9,842 |  
                | 60 | 78.770 | 74.545 | 4.225 | 5.5% | 0.598 | 0.8% | 61% | False | False | 6,596 |  
                | 80 | 78.770 | 74.545 | 4.225 | 5.5% | 0.530 | 0.7% | 61% | False | False | 4,951 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 79.883 |  
            | 2.618 | 78.952 |  
            | 1.618 | 78.382 |  
            | 1.000 | 78.030 |  
            | 0.618 | 77.812 |  
            | HIGH | 77.460 |  
            | 0.618 | 77.242 |  
            | 0.500 | 77.175 |  
            | 0.382 | 77.108 |  
            | LOW | 76.890 |  
            | 0.618 | 76.538 |  
            | 1.000 | 76.320 |  
            | 1.618 | 75.968 |  
            | 2.618 | 75.398 |  
            | 4.250 | 74.468 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Jan-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 77.175 | 77.663 |  
                                | PP | 77.157 | 77.482 |  
                                | S1 | 77.138 | 77.301 |  |