ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jan-2011 | 
                    11-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.460 | 
                        81.265 | 
                        -0.195 | 
                        -0.2% | 
                        79.310 | 
                     
                    
                        | High | 
                        81.635 | 
                        81.450 | 
                        -0.185 | 
                        -0.2% | 
                        81.455 | 
                     
                    
                        | Low | 
                        81.115 | 
                        81.035 | 
                        -0.080 | 
                        -0.1% | 
                        79.115 | 
                     
                    
                        | Close | 
                        81.163 | 
                        81.085 | 
                        -0.078 | 
                        -0.1% | 
                        81.321 | 
                     
                    
                        | Range | 
                        0.520 | 
                        0.415 | 
                        -0.105 | 
                        -20.2% | 
                        2.340 | 
                     
                    
                        | ATR | 
                        0.685 | 
                        0.666 | 
                        -0.019 | 
                        -2.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,035 | 
                        15,631 | 
                        -3,404 | 
                        -17.9% | 
                        123,805 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.435 | 
                82.175 | 
                81.313 | 
                 | 
             
            
                | R3 | 
                82.020 | 
                81.760 | 
                81.199 | 
                 | 
             
            
                | R2 | 
                81.605 | 
                81.605 | 
                81.161 | 
                 | 
             
            
                | R1 | 
                81.345 | 
                81.345 | 
                81.123 | 
                81.268 | 
             
            
                | PP | 
                81.190 | 
                81.190 | 
                81.190 | 
                81.151 | 
             
            
                | S1 | 
                80.930 | 
                80.930 | 
                81.047 | 
                80.853 | 
             
            
                | S2 | 
                80.775 | 
                80.775 | 
                81.009 | 
                 | 
             
            
                | S3 | 
                80.360 | 
                80.515 | 
                80.971 | 
                 | 
             
            
                | S4 | 
                79.945 | 
                80.100 | 
                80.857 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                87.650 | 
                86.826 | 
                82.608 | 
                 | 
             
            
                | R3 | 
                85.310 | 
                84.486 | 
                81.965 | 
                 | 
             
            
                | R2 | 
                82.970 | 
                82.970 | 
                81.750 | 
                 | 
             
            
                | R1 | 
                82.146 | 
                82.146 | 
                81.536 | 
                82.558 | 
             
            
                | PP | 
                80.630 | 
                80.630 | 
                80.630 | 
                80.837 | 
             
            
                | S1 | 
                79.806 | 
                79.806 | 
                81.107 | 
                80.218 | 
             
            
                | S2 | 
                78.290 | 
                78.290 | 
                80.892 | 
                 | 
             
            
                | S3 | 
                75.950 | 
                77.466 | 
                80.678 | 
                 | 
             
            
                | S4 | 
                73.610 | 
                75.126 | 
                80.034 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                81.635 | 
                79.710 | 
                1.925 | 
                2.4% | 
                0.618 | 
                0.8% | 
                71% | 
                False | 
                False | 
                24,880 | 
                 
                
                | 10 | 
                81.635 | 
                79.025 | 
                2.610 | 
                3.2% | 
                0.605 | 
                0.7% | 
                79% | 
                False | 
                False | 
                19,239 | 
                 
                
                | 20 | 
                81.635 | 
                79.025 | 
                2.610 | 
                3.2% | 
                0.634 | 
                0.8% | 
                79% | 
                False | 
                False | 
                17,025 | 
                 
                
                | 40 | 
                81.935 | 
                78.440 | 
                3.495 | 
                4.3% | 
                0.711 | 
                0.9% | 
                76% | 
                False | 
                False | 
                10,731 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.1% | 
                0.729 | 
                0.9% | 
                85% | 
                False | 
                False | 
                7,185 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.214 | 
         
        
            | 
2.618             | 
            82.536 | 
         
        
            | 
1.618             | 
            82.121 | 
         
        
            | 
1.000             | 
            81.865 | 
         
        
            | 
0.618             | 
            81.706 | 
         
        
            | 
HIGH             | 
            81.450 | 
         
        
            | 
0.618             | 
            81.291 | 
         
        
            | 
0.500             | 
            81.243 | 
         
        
            | 
0.382             | 
            81.194 | 
         
        
            | 
LOW             | 
            81.035 | 
         
        
            | 
0.618             | 
            80.779 | 
         
        
            | 
1.000             | 
            80.620 | 
         
        
            | 
1.618             | 
            80.364 | 
         
        
            | 
2.618             | 
            79.949 | 
         
        
            | 
4.250             | 
            79.271 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.243 | 
                                81.310 | 
                             
                            
                                | PP | 
                                81.190 | 
                                81.235 | 
                             
                            
                                | S1 | 
                                81.138 | 
                                81.160 | 
                             
             
         |