ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2011 | 
                    14-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.290 | 
                        79.415 | 
                        -0.875 | 
                        -1.1% | 
                        81.460 | 
                     
                    
                        | High | 
                        80.445 | 
                        79.605 | 
                        -0.840 | 
                        -1.0% | 
                        81.635 | 
                     
                    
                        | Low | 
                        79.210 | 
                        78.970 | 
                        -0.240 | 
                        -0.3% | 
                        78.970 | 
                     
                    
                        | Close | 
                        79.406 | 
                        79.366 | 
                        -0.040 | 
                        -0.1% | 
                        79.366 | 
                     
                    
                        | Range | 
                        1.235 | 
                        0.635 | 
                        -0.600 | 
                        -48.6% | 
                        2.665 | 
                     
                    
                        | ATR | 
                        0.725 | 
                        0.719 | 
                        -0.006 | 
                        -0.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        33,121 | 
                        22,516 | 
                        -10,605 | 
                        -32.0% | 
                        124,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.219 | 
                80.927 | 
                79.715 | 
                 | 
             
            
                | R3 | 
                80.584 | 
                80.292 | 
                79.541 | 
                 | 
             
            
                | R2 | 
                79.949 | 
                79.949 | 
                79.482 | 
                 | 
             
            
                | R1 | 
                79.657 | 
                79.657 | 
                79.424 | 
                79.486 | 
             
            
                | PP | 
                79.314 | 
                79.314 | 
                79.314 | 
                79.228 | 
             
            
                | S1 | 
                79.022 | 
                79.022 | 
                79.308 | 
                78.851 | 
             
            
                | S2 | 
                78.679 | 
                78.679 | 
                79.250 | 
                 | 
             
            
                | S3 | 
                78.044 | 
                78.387 | 
                79.191 | 
                 | 
             
            
                | S4 | 
                77.409 | 
                77.752 | 
                79.017 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                87.985 | 
                86.341 | 
                80.832 | 
                 | 
             
            
                | R3 | 
                85.320 | 
                83.676 | 
                80.099 | 
                 | 
             
            
                | R2 | 
                82.655 | 
                82.655 | 
                79.855 | 
                 | 
             
            
                | R1 | 
                81.011 | 
                81.011 | 
                79.610 | 
                80.501 | 
             
            
                | PP | 
                79.990 | 
                79.990 | 
                79.990 | 
                79.735 | 
             
            
                | S1 | 
                78.346 | 
                78.346 | 
                79.122 | 
                77.836 | 
             
            
                | S2 | 
                77.325 | 
                77.325 | 
                78.877 | 
                 | 
             
            
                | S3 | 
                74.660 | 
                75.681 | 
                78.633 | 
                 | 
             
            
                | S4 | 
                71.995 | 
                73.016 | 
                77.900 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                81.635 | 
                78.970 | 
                2.665 | 
                3.4% | 
                0.750 | 
                0.9% | 
                15% | 
                False | 
                True | 
                24,856 | 
                 
                
                | 10 | 
                81.635 | 
                78.970 | 
                2.665 | 
                3.4% | 
                0.707 | 
                0.9% | 
                15% | 
                False | 
                True | 
                24,808 | 
                 
                
                | 20 | 
                81.635 | 
                78.970 | 
                2.665 | 
                3.4% | 
                0.668 | 
                0.8% | 
                15% | 
                False | 
                True | 
                18,492 | 
                 
                
                | 40 | 
                81.935 | 
                78.440 | 
                3.495 | 
                4.4% | 
                0.730 | 
                0.9% | 
                26% | 
                False | 
                False | 
                12,955 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.728 | 
                0.9% | 
                55% | 
                False | 
                False | 
                8,675 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.693 | 
                0.9% | 
                55% | 
                False | 
                False | 
                6,517 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.304 | 
         
        
            | 
2.618             | 
            81.267 | 
         
        
            | 
1.618             | 
            80.632 | 
         
        
            | 
1.000             | 
            80.240 | 
         
        
            | 
0.618             | 
            79.997 | 
         
        
            | 
HIGH             | 
            79.605 | 
         
        
            | 
0.618             | 
            79.362 | 
         
        
            | 
0.500             | 
            79.288 | 
         
        
            | 
0.382             | 
            79.213 | 
         
        
            | 
LOW             | 
            78.970 | 
         
        
            | 
0.618             | 
            78.578 | 
         
        
            | 
1.000             | 
            78.335 | 
         
        
            | 
1.618             | 
            77.943 | 
         
        
            | 
2.618             | 
            77.308 | 
         
        
            | 
4.250             | 
            76.271 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.340 | 
                                80.058 | 
                             
                            
                                | PP | 
                                79.314 | 
                                79.827 | 
                             
                            
                                | S1 | 
                                79.288 | 
                                79.597 | 
                             
             
         |