ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jan-2011 | 
                    13-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.075 | 
                        80.290 | 
                        -0.785 | 
                        -1.0% | 
                        79.310 | 
                     
                    
                        | High | 
                        81.145 | 
                        80.445 | 
                        -0.700 | 
                        -0.9% | 
                        81.455 | 
                     
                    
                        | Low | 
                        80.200 | 
                        79.210 | 
                        -0.990 | 
                        -1.2% | 
                        79.115 | 
                     
                    
                        | Close | 
                        80.250 | 
                        79.406 | 
                        -0.844 | 
                        -1.1% | 
                        81.321 | 
                     
                    
                        | Range | 
                        0.945 | 
                        1.235 | 
                        0.290 | 
                        30.7% | 
                        2.340 | 
                     
                    
                        | ATR | 
                        0.686 | 
                        0.725 | 
                        0.039 | 
                        5.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        33,978 | 
                        33,121 | 
                        -857 | 
                        -2.5% | 
                        123,805 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.392 | 
                82.634 | 
                80.085 | 
                 | 
             
            
                | R3 | 
                82.157 | 
                81.399 | 
                79.746 | 
                 | 
             
            
                | R2 | 
                80.922 | 
                80.922 | 
                79.632 | 
                 | 
             
            
                | R1 | 
                80.164 | 
                80.164 | 
                79.519 | 
                79.926 | 
             
            
                | PP | 
                79.687 | 
                79.687 | 
                79.687 | 
                79.568 | 
             
            
                | S1 | 
                78.929 | 
                78.929 | 
                79.293 | 
                78.691 | 
             
            
                | S2 | 
                78.452 | 
                78.452 | 
                79.180 | 
                 | 
             
            
                | S3 | 
                77.217 | 
                77.694 | 
                79.066 | 
                 | 
             
            
                | S4 | 
                75.982 | 
                76.459 | 
                78.727 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.210 | 
                2.425 | 
                3.1% | 
                0.717 | 
                0.9% | 
                8% | 
                False | 
                True | 
                26,160 | 
                 
                
                | 10 | 
                81.635 | 
                79.025 | 
                2.610 | 
                3.3% | 
                0.719 | 
                0.9% | 
                15% | 
                False | 
                False | 
                23,744 | 
                 
                
                | 20 | 
                81.635 | 
                79.025 | 
                2.610 | 
                3.3% | 
                0.665 | 
                0.8% | 
                15% | 
                False | 
                False | 
                18,243 | 
                 
                
                | 40 | 
                81.935 | 
                78.440 | 
                3.495 | 
                4.4% | 
                0.727 | 
                0.9% | 
                28% | 
                False | 
                False | 
                12,399 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.729 | 
                0.9% | 
                56% | 
                False | 
                False | 
                8,301 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.687 | 
                0.9% | 
                56% | 
                False | 
                False | 
                6,236 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.694 | 
         
        
            | 
2.618             | 
            83.678 | 
         
        
            | 
1.618             | 
            82.443 | 
         
        
            | 
1.000             | 
            81.680 | 
         
        
            | 
0.618             | 
            81.208 | 
         
        
            | 
HIGH             | 
            80.445 | 
         
        
            | 
0.618             | 
            79.973 | 
         
        
            | 
0.500             | 
            79.828 | 
         
        
            | 
0.382             | 
            79.682 | 
         
        
            | 
LOW             | 
            79.210 | 
         
        
            | 
0.618             | 
            78.447 | 
         
        
            | 
1.000             | 
            77.975 | 
         
        
            | 
1.618             | 
            77.212 | 
         
        
            | 
2.618             | 
            75.977 | 
         
        
            | 
4.250             | 
            73.961 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.828 | 
                                80.330 | 
                             
                            
                                | PP | 
                                79.687 | 
                                80.022 | 
                             
                            
                                | S1 | 
                                79.547 | 
                                79.714 | 
                             
             
         |