ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2011 | 
                    26-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        78.155 | 
                        78.135 | 
                        -0.020 | 
                        0.0% | 
                        79.635 | 
                     
                    
                        | High | 
                        78.570 | 
                        78.235 | 
                        -0.335 | 
                        -0.4% | 
                        79.665 | 
                     
                    
                        | Low | 
                        77.950 | 
                        77.810 | 
                        -0.140 | 
                        -0.2% | 
                        78.010 | 
                     
                    
                        | Close | 
                        78.145 | 
                        77.880 | 
                        -0.265 | 
                        -0.3% | 
                        78.370 | 
                     
                    
                        | Range | 
                        0.620 | 
                        0.425 | 
                        -0.195 | 
                        -31.5% | 
                        1.655 | 
                     
                    
                        | ATR | 
                        0.741 | 
                        0.719 | 
                        -0.023 | 
                        -3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        21,612 | 
                        20,975 | 
                        -637 | 
                        -2.9% | 
                        99,957 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                79.250 | 
                78.990 | 
                78.114 | 
                 | 
             
            
                | R3 | 
                78.825 | 
                78.565 | 
                77.997 | 
                 | 
             
            
                | R2 | 
                78.400 | 
                78.400 | 
                77.958 | 
                 | 
             
            
                | R1 | 
                78.140 | 
                78.140 | 
                77.919 | 
                78.058 | 
             
            
                | PP | 
                77.975 | 
                77.975 | 
                77.975 | 
                77.934 | 
             
            
                | S1 | 
                77.715 | 
                77.715 | 
                77.841 | 
                77.633 | 
             
            
                | S2 | 
                77.550 | 
                77.550 | 
                77.802 | 
                 | 
             
            
                | S3 | 
                77.125 | 
                77.290 | 
                77.763 | 
                 | 
             
            
                | S4 | 
                76.700 | 
                76.865 | 
                77.646 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                77.810 | 
                1.530 | 
                2.0% | 
                0.712 | 
                0.9% | 
                5% | 
                False | 
                True | 
                22,456 | 
                 
                
                | 10 | 
                81.145 | 
                77.810 | 
                3.335 | 
                4.3% | 
                0.794 | 
                1.0% | 
                2% | 
                False | 
                True | 
                25,720 | 
                 
                
                | 20 | 
                81.635 | 
                77.810 | 
                3.825 | 
                4.9% | 
                0.699 | 
                0.9% | 
                2% | 
                False | 
                True | 
                22,480 | 
                 
                
                | 40 | 
                81.935 | 
                77.810 | 
                4.125 | 
                5.3% | 
                0.733 | 
                0.9% | 
                2% | 
                False | 
                True | 
                17,107 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.739 | 
                0.9% | 
                30% | 
                False | 
                False | 
                11,462 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.720 | 
                0.9% | 
                30% | 
                False | 
                False | 
                8,610 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.041 | 
         
        
            | 
2.618             | 
            79.348 | 
         
        
            | 
1.618             | 
            78.923 | 
         
        
            | 
1.000             | 
            78.660 | 
         
        
            | 
0.618             | 
            78.498 | 
         
        
            | 
HIGH             | 
            78.235 | 
         
        
            | 
0.618             | 
            78.073 | 
         
        
            | 
0.500             | 
            78.023 | 
         
        
            | 
0.382             | 
            77.972 | 
         
        
            | 
LOW             | 
            77.810 | 
         
        
            | 
0.618             | 
            77.547 | 
         
        
            | 
1.000             | 
            77.385 | 
         
        
            | 
1.618             | 
            77.122 | 
         
        
            | 
2.618             | 
            76.697 | 
         
        
            | 
4.250             | 
            76.004 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                78.023 | 
                                78.220 | 
                             
                            
                                | PP | 
                                77.975 | 
                                78.107 | 
                             
                            
                                | S1 | 
                                77.928 | 
                                77.993 | 
                             
             
         |