ICE US Dollar Index Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Feb-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jan-2010 | 01-Feb-2010 | Change | Change % | Previous Week |  
                        | Open | 79.240 | 79.610 | 0.370 | 0.5% | 78.430 |  
                        | High | 79.680 | 79.760 | 0.080 | 0.1% | 79.680 |  
                        | Low | 79.070 | 79.350 | 0.280 | 0.4% | 78.200 |  
                        | Close | 79.650 | 79.420 | -0.230 | -0.3% | 79.650 |  
                        | Range | 0.610 | 0.410 | -0.200 | -32.8% | 1.480 |  
                        | ATR | 0.614 | 0.599 | -0.015 | -2.4% | 0.000 |  
                        | Volume | 25,010 | 23,437 | -1,573 | -6.3% | 96,851 |  | 
    
| 
        
            | Daily Pivots for day following 01-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 80.740 | 80.490 | 79.646 |  |  
                | R3 | 80.330 | 80.080 | 79.533 |  |  
                | R2 | 79.920 | 79.920 | 79.495 |  |  
                | R1 | 79.670 | 79.670 | 79.458 | 79.590 |  
                | PP | 79.510 | 79.510 | 79.510 | 79.470 |  
                | S1 | 79.260 | 79.260 | 79.382 | 79.180 |  
                | S2 | 79.100 | 79.100 | 79.345 |  |  
                | S3 | 78.690 | 78.850 | 79.307 |  |  
                | S4 | 78.280 | 78.440 | 79.195 |  |  | 
        
            | Weekly Pivots for week ending 29-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 83.617 | 83.113 | 80.464 |  |  
                | R3 | 82.137 | 81.633 | 80.057 |  |  
                | R2 | 80.657 | 80.657 | 79.921 |  |  
                | R1 | 80.153 | 80.153 | 79.786 | 80.405 |  
                | PP | 79.177 | 79.177 | 79.177 | 79.303 |  
                | S1 | 78.673 | 78.673 | 79.514 | 78.925 |  
                | S2 | 77.697 | 77.697 | 79.379 |  |  
                | S3 | 76.217 | 77.193 | 79.243 |  |  
                | S4 | 74.737 | 75.713 | 78.836 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 79.760 | 78.235 | 1.525 | 1.9% | 0.531 | 0.7% | 78% | True | False | 19,920 |  
                | 10 | 79.760 | 77.090 | 2.670 | 3.4% | 0.591 | 0.7% | 87% | True | False | 18,731 |  
                | 20 | 79.760 | 76.740 | 3.020 | 3.8% | 0.625 | 0.8% | 89% | True | False | 18,024 |  
                | 40 | 79.760 | 74.750 | 5.010 | 6.3% | 0.625 | 0.8% | 93% | True | False | 15,792 |  
                | 60 | 79.760 | 74.545 | 5.215 | 6.6% | 0.617 | 0.8% | 93% | True | False | 10,597 |  
                | 80 | 79.760 | 74.545 | 5.215 | 6.6% | 0.575 | 0.7% | 93% | True | False | 7,954 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 81.503 |  
            | 2.618 | 80.833 |  
            | 1.618 | 80.423 |  
            | 1.000 | 80.170 |  
            | 0.618 | 80.013 |  
            | HIGH | 79.760 |  
            | 0.618 | 79.603 |  
            | 0.500 | 79.555 |  
            | 0.382 | 79.507 |  
            | LOW | 79.350 |  
            | 0.618 | 79.097 |  
            | 1.000 | 78.940 |  
            | 1.618 | 78.687 |  
            | 2.618 | 78.277 |  
            | 4.250 | 77.608 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Feb-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 79.555 | 79.365 |  
                                | PP | 79.510 | 79.310 |  
                                | S1 | 79.465 | 79.255 |  |