ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jan-2011 | 
                    12-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.265 | 
                        81.075 | 
                        -0.190 | 
                        -0.2% | 
                        79.310 | 
                     
                    
                        | High | 
                        81.450 | 
                        81.145 | 
                        -0.305 | 
                        -0.4% | 
                        81.455 | 
                     
                    
                        | Low | 
                        81.035 | 
                        80.200 | 
                        -0.835 | 
                        -1.0% | 
                        79.115 | 
                     
                    
                        | Close | 
                        81.085 | 
                        80.250 | 
                        -0.835 | 
                        -1.0% | 
                        81.321 | 
                     
                    
                        | Range | 
                        0.415 | 
                        0.945 | 
                        0.530 | 
                        127.7% | 
                        2.340 | 
                     
                    
                        | ATR | 
                        0.666 | 
                        0.686 | 
                        0.020 | 
                        3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,631 | 
                        33,978 | 
                        18,347 | 
                        117.4% | 
                        123,805 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.367 | 
                82.753 | 
                80.770 | 
                 | 
             
            
                | R3 | 
                82.422 | 
                81.808 | 
                80.510 | 
                 | 
             
            
                | R2 | 
                81.477 | 
                81.477 | 
                80.423 | 
                 | 
             
            
                | R1 | 
                80.863 | 
                80.863 | 
                80.337 | 
                80.698 | 
             
            
                | PP | 
                80.532 | 
                80.532 | 
                80.532 | 
                80.449 | 
             
            
                | S1 | 
                79.918 | 
                79.918 | 
                80.163 | 
                79.753 | 
             
            
                | S2 | 
                79.587 | 
                79.587 | 
                80.077 | 
                 | 
             
            
                | S3 | 
                78.642 | 
                78.973 | 
                79.990 | 
                 | 
             
            
                | S4 | 
                77.697 | 
                78.028 | 
                79.730 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.200 | 
                1.435 | 
                1.8% | 
                0.622 | 
                0.8% | 
                3% | 
                False | 
                True | 
                25,812 | 
                 
                
                | 10 | 
                81.635 | 
                79.025 | 
                2.610 | 
                3.3% | 
                0.628 | 
                0.8% | 
                47% | 
                False | 
                False | 
                21,710 | 
                 
                
                | 20 | 
                81.635 | 
                79.025 | 
                2.610 | 
                3.3% | 
                0.645 | 
                0.8% | 
                47% | 
                False | 
                False | 
                17,665 | 
                 
                
                | 40 | 
                81.935 | 
                78.440 | 
                3.495 | 
                4.4% | 
                0.709 | 
                0.9% | 
                52% | 
                False | 
                False | 
                11,578 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.2% | 
                0.724 | 
                0.9% | 
                71% | 
                False | 
                False | 
                7,749 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.2% | 
                0.679 | 
                0.8% | 
                71% | 
                False | 
                False | 
                5,822 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.161 | 
         
        
            | 
2.618             | 
            83.619 | 
         
        
            | 
1.618             | 
            82.674 | 
         
        
            | 
1.000             | 
            82.090 | 
         
        
            | 
0.618             | 
            81.729 | 
         
        
            | 
HIGH             | 
            81.145 | 
         
        
            | 
0.618             | 
            80.784 | 
         
        
            | 
0.500             | 
            80.673 | 
         
        
            | 
0.382             | 
            80.561 | 
         
        
            | 
LOW             | 
            80.200 | 
         
        
            | 
0.618             | 
            79.616 | 
         
        
            | 
1.000             | 
            79.255 | 
         
        
            | 
1.618             | 
            78.671 | 
         
        
            | 
2.618             | 
            77.726 | 
         
        
            | 
4.250             | 
            76.184 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.673 | 
                                80.918 | 
                             
                            
                                | PP | 
                                80.532 | 
                                80.695 | 
                             
                            
                                | S1 | 
                                80.391 | 
                                80.473 | 
                             
             
         |