ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Jan-2011 | 
                    25-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        78.310 | 
                        78.155 | 
                        -0.155 | 
                        -0.2% | 
                        79.635 | 
                     
                    
                        | High | 
                        78.630 | 
                        78.570 | 
                        -0.060 | 
                        -0.1% | 
                        79.665 | 
                     
                    
                        | Low | 
                        77.940 | 
                        77.950 | 
                        0.010 | 
                        0.0% | 
                        78.010 | 
                     
                    
                        | Close | 
                        78.193 | 
                        78.145 | 
                        -0.048 | 
                        -0.1% | 
                        78.370 | 
                     
                    
                        | Range | 
                        0.690 | 
                        0.620 | 
                        -0.070 | 
                        -10.1% | 
                        1.655 | 
                     
                    
                        | ATR | 
                        0.751 | 
                        0.741 | 
                        -0.009 | 
                        -1.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        25,047 | 
                        21,612 | 
                        -3,435 | 
                        -13.7% | 
                        99,957 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.082 | 
                79.733 | 
                78.486 | 
                 | 
             
            
                | R3 | 
                79.462 | 
                79.113 | 
                78.316 | 
                 | 
             
            
                | R2 | 
                78.842 | 
                78.842 | 
                78.259 | 
                 | 
             
            
                | R1 | 
                78.493 | 
                78.493 | 
                78.202 | 
                78.358 | 
             
            
                | PP | 
                78.222 | 
                78.222 | 
                78.222 | 
                78.154 | 
             
            
                | S1 | 
                77.873 | 
                77.873 | 
                78.088 | 
                77.738 | 
             
            
                | S2 | 
                77.602 | 
                77.602 | 
                78.031 | 
                 | 
             
            
                | S3 | 
                76.982 | 
                77.253 | 
                77.975 | 
                 | 
             
            
                | S4 | 
                76.362 | 
                76.633 | 
                77.804 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.647 | 
                82.663 | 
                79.280 | 
                 | 
             
            
                | R3 | 
                81.992 | 
                81.008 | 
                78.825 | 
                 | 
             
            
                | R2 | 
                80.337 | 
                80.337 | 
                78.673 | 
                 | 
             
            
                | R1 | 
                79.353 | 
                79.353 | 
                78.522 | 
                79.018 | 
             
            
                | PP | 
                78.682 | 
                78.682 | 
                78.682 | 
                78.514 | 
             
            
                | S1 | 
                77.698 | 
                77.698 | 
                78.218 | 
                77.363 | 
             
            
                | S2 | 
                77.027 | 
                77.027 | 
                78.067 | 
                 | 
             
            
                | S3 | 
                75.372 | 
                76.043 | 
                77.915 | 
                 | 
             
            
                | S4 | 
                73.717 | 
                74.388 | 
                77.460 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                79.340 | 
                77.940 | 
                1.400 | 
                1.8% | 
                0.757 | 
                1.0% | 
                15% | 
                False | 
                False | 
                22,714 | 
                 
                
                | 10 | 
                81.450 | 
                77.940 | 
                3.510 | 
                4.5% | 
                0.793 | 
                1.0% | 
                6% | 
                False | 
                False | 
                25,186 | 
                 
                
                | 20 | 
                81.635 | 
                77.940 | 
                3.695 | 
                4.7% | 
                0.722 | 
                0.9% | 
                6% | 
                False | 
                False | 
                21,975 | 
                 
                
                | 40 | 
                81.935 | 
                77.940 | 
                3.995 | 
                5.1% | 
                0.748 | 
                1.0% | 
                5% | 
                False | 
                False | 
                16,588 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.740 | 
                0.9% | 
                34% | 
                False | 
                False | 
                11,114 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.719 | 
                0.9% | 
                34% | 
                False | 
                False | 
                8,348 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.205 | 
         
        
            | 
2.618             | 
            80.193 | 
         
        
            | 
1.618             | 
            79.573 | 
         
        
            | 
1.000             | 
            79.190 | 
         
        
            | 
0.618             | 
            78.953 | 
         
        
            | 
HIGH             | 
            78.570 | 
         
        
            | 
0.618             | 
            78.333 | 
         
        
            | 
0.500             | 
            78.260 | 
         
        
            | 
0.382             | 
            78.187 | 
         
        
            | 
LOW             | 
            77.950 | 
         
        
            | 
0.618             | 
            77.567 | 
         
        
            | 
1.000             | 
            77.330 | 
         
        
            | 
1.618             | 
            76.947 | 
         
        
            | 
2.618             | 
            76.327 | 
         
        
            | 
4.250             | 
            75.315 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                78.260 | 
                                78.518 | 
                             
                            
                                | PP | 
                                78.222 | 
                                78.393 | 
                             
                            
                                | S1 | 
                                78.183 | 
                                78.269 | 
                             
             
         |