ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jan-2011 | 
                    19-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.635 | 
                        79.120 | 
                        -0.515 | 
                        -0.6% | 
                        81.460 | 
                     
                    
                        | High | 
                        79.665 | 
                        79.120 | 
                        -0.545 | 
                        -0.7% | 
                        81.635 | 
                     
                    
                        | Low | 
                        78.755 | 
                        78.470 | 
                        -0.285 | 
                        -0.4% | 
                        78.970 | 
                     
                    
                        | Close | 
                        79.160 | 
                        78.811 | 
                        -0.349 | 
                        -0.4% | 
                        79.366 | 
                     
                    
                        | Range | 
                        0.910 | 
                        0.650 | 
                        -0.260 | 
                        -28.6% | 
                        2.665 | 
                     
                    
                        | ATR | 
                        0.732 | 
                        0.729 | 
                        -0.003 | 
                        -0.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        33,044 | 
                        22,266 | 
                        -10,778 | 
                        -32.6% | 
                        124,281 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.750 | 
                80.431 | 
                79.169 | 
                 | 
             
            
                | R3 | 
                80.100 | 
                79.781 | 
                78.990 | 
                 | 
             
            
                | R2 | 
                79.450 | 
                79.450 | 
                78.930 | 
                 | 
             
            
                | R1 | 
                79.131 | 
                79.131 | 
                78.871 | 
                78.966 | 
             
            
                | PP | 
                78.800 | 
                78.800 | 
                78.800 | 
                78.718 | 
             
            
                | S1 | 
                78.481 | 
                78.481 | 
                78.751 | 
                78.316 | 
             
            
                | S2 | 
                78.150 | 
                78.150 | 
                78.692 | 
                 | 
             
            
                | S3 | 
                77.500 | 
                77.831 | 
                78.632 | 
                 | 
             
            
                | S4 | 
                76.850 | 
                77.181 | 
                78.454 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                81.145 | 
                78.470 | 
                2.675 | 
                3.4% | 
                0.875 | 
                1.1% | 
                13% | 
                False | 
                True | 
                28,985 | 
                 
                
                | 10 | 
                81.635 | 
                78.470 | 
                3.165 | 
                4.0% | 
                0.747 | 
                0.9% | 
                11% | 
                False | 
                True | 
                26,932 | 
                 
                
                | 20 | 
                81.635 | 
                78.470 | 
                3.165 | 
                4.0% | 
                0.669 | 
                0.8% | 
                11% | 
                False | 
                True | 
                19,476 | 
                 
                
                | 40 | 
                81.935 | 
                78.470 | 
                3.465 | 
                4.4% | 
                0.735 | 
                0.9% | 
                10% | 
                False | 
                True | 
                14,328 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.736 | 
                0.9% | 
                46% | 
                False | 
                False | 
                9,596 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.699 | 
                0.9% | 
                46% | 
                False | 
                False | 
                7,208 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.883 | 
         
        
            | 
2.618             | 
            80.822 | 
         
        
            | 
1.618             | 
            80.172 | 
         
        
            | 
1.000             | 
            79.770 | 
         
        
            | 
0.618             | 
            79.522 | 
         
        
            | 
HIGH             | 
            79.120 | 
         
        
            | 
0.618             | 
            78.872 | 
         
        
            | 
0.500             | 
            78.795 | 
         
        
            | 
0.382             | 
            78.718 | 
         
        
            | 
LOW             | 
            78.470 | 
         
        
            | 
0.618             | 
            78.068 | 
         
        
            | 
1.000             | 
            77.820 | 
         
        
            | 
1.618             | 
            77.418 | 
         
        
            | 
2.618             | 
            76.768 | 
         
        
            | 
4.250             | 
            75.708 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                78.806 | 
                                79.068 | 
                             
                            
                                | PP | 
                                78.800 | 
                                78.982 | 
                             
                            
                                | S1 | 
                                78.795 | 
                                78.897 | 
                             
             
         |