ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2010 | 
                    03-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.735 | 
                        79.310 | 
                        -0.425 | 
                        -0.5% | 
                        80.985 | 
                     
                    
                        | High | 
                        79.785 | 
                        79.730 | 
                        -0.055 | 
                        -0.1% | 
                        81.010 | 
                     
                    
                        | Low | 
                        79.025 | 
                        79.230 | 
                        0.205 | 
                        0.3% | 
                        79.025 | 
                     
                    
                        | Close | 
                        79.288 | 
                        79.384 | 
                        0.096 | 
                        0.1% | 
                        79.288 | 
                     
                    
                        | Range | 
                        0.760 | 
                        0.500 | 
                        -0.260 | 
                        -34.2% | 
                        1.985 | 
                     
                    
                        | ATR | 
                        0.713 | 
                        0.698 | 
                        -0.015 | 
                        -2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        11,870 | 
                        18,709 | 
                        6,839 | 
                        57.6% | 
                        49,872 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.948 | 
                80.666 | 
                79.659 | 
                 | 
             
            
                | R3 | 
                80.448 | 
                80.166 | 
                79.522 | 
                 | 
             
            
                | R2 | 
                79.948 | 
                79.948 | 
                79.476 | 
                 | 
             
            
                | R1 | 
                79.666 | 
                79.666 | 
                79.430 | 
                79.807 | 
             
            
                | PP | 
                79.448 | 
                79.448 | 
                79.448 | 
                79.519 | 
             
            
                | S1 | 
                79.166 | 
                79.166 | 
                79.338 | 
                79.307 | 
             
            
                | S2 | 
                78.948 | 
                78.948 | 
                79.292 | 
                 | 
             
            
                | S3 | 
                78.448 | 
                78.666 | 
                79.247 | 
                 | 
             
            
                | S4 | 
                77.948 | 
                78.166 | 
                79.109 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Dec-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                85.729 | 
                84.494 | 
                80.380 | 
                 | 
             
            
                | R3 | 
                83.744 | 
                82.509 | 
                79.834 | 
                 | 
             
            
                | R2 | 
                81.759 | 
                81.759 | 
                79.652 | 
                 | 
             
            
                | R1 | 
                80.524 | 
                80.524 | 
                79.470 | 
                80.149 | 
             
            
                | PP | 
                79.774 | 
                79.774 | 
                79.774 | 
                79.587 | 
             
            
                | S1 | 
                78.539 | 
                78.539 | 
                79.106 | 
                78.164 | 
             
            
                | S2 | 
                77.789 | 
                77.789 | 
                78.924 | 
                 | 
             
            
                | S3 | 
                75.804 | 
                76.554 | 
                78.742 | 
                 | 
             
            
                | S4 | 
                73.819 | 
                74.569 | 
                78.196 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.760 | 
                79.025 | 
                1.735 | 
                2.2% | 
                0.634 | 
                0.8% | 
                21% | 
                False | 
                False | 
                12,704 | 
                 
                
                | 10 | 
                81.185 | 
                79.025 | 
                2.160 | 
                2.7% | 
                0.568 | 
                0.7% | 
                17% | 
                False | 
                False | 
                12,048 | 
                 
                
                | 20 | 
                81.185 | 
                79.025 | 
                2.160 | 
                2.7% | 
                0.690 | 
                0.9% | 
                17% | 
                False | 
                False | 
                14,237 | 
                 
                
                | 40 | 
                81.935 | 
                76.965 | 
                4.970 | 
                6.3% | 
                0.734 | 
                0.9% | 
                49% | 
                False | 
                False | 
                7,255 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.725 | 
                0.9% | 
                56% | 
                False | 
                False | 
                4,862 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.855 | 
         
        
            | 
2.618             | 
            81.039 | 
         
        
            | 
1.618             | 
            80.539 | 
         
        
            | 
1.000             | 
            80.230 | 
         
        
            | 
0.618             | 
            80.039 | 
         
        
            | 
HIGH             | 
            79.730 | 
         
        
            | 
0.618             | 
            79.539 | 
         
        
            | 
0.500             | 
            79.480 | 
         
        
            | 
0.382             | 
            79.421 | 
         
        
            | 
LOW             | 
            79.230 | 
         
        
            | 
0.618             | 
            78.921 | 
         
        
            | 
1.000             | 
            78.730 | 
         
        
            | 
1.618             | 
            78.421 | 
         
        
            | 
2.618             | 
            77.921 | 
         
        
            | 
4.250             | 
            77.105 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.480 | 
                                79.525 | 
                             
                            
                                | PP | 
                                79.448 | 
                                79.478 | 
                             
                            
                                | S1 | 
                                79.416 | 
                                79.431 | 
                             
             
         |