ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jan-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jan-2011 | 
                    28-Jan-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        77.855 | 
                        77.845 | 
                        -0.010 | 
                        0.0% | 
                        78.310 | 
                     
                    
                        | High | 
                        78.280 | 
                        78.425 | 
                        0.145 | 
                        0.2% | 
                        78.630 | 
                     
                    
                        | Low | 
                        77.710 | 
                        77.705 | 
                        -0.005 | 
                        0.0% | 
                        77.705 | 
                     
                    
                        | Close | 
                        77.854 | 
                        78.280 | 
                        0.426 | 
                        0.5% | 
                        78.280 | 
                     
                    
                        | Range | 
                        0.570 | 
                        0.720 | 
                        0.150 | 
                        26.3% | 
                        0.925 | 
                     
                    
                        | ATR | 
                        0.708 | 
                        0.709 | 
                        0.001 | 
                        0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        22,142 | 
                        25,486 | 
                        3,344 | 
                        15.1% | 
                        115,262 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.297 | 
                80.008 | 
                78.676 | 
                 | 
             
            
                | R3 | 
                79.577 | 
                79.288 | 
                78.478 | 
                 | 
             
            
                | R2 | 
                78.857 | 
                78.857 | 
                78.412 | 
                 | 
             
            
                | R1 | 
                78.568 | 
                78.568 | 
                78.346 | 
                78.713 | 
             
            
                | PP | 
                78.137 | 
                78.137 | 
                78.137 | 
                78.209 | 
             
            
                | S1 | 
                77.848 | 
                77.848 | 
                78.214 | 
                77.993 | 
             
            
                | S2 | 
                77.417 | 
                77.417 | 
                78.148 | 
                 | 
             
            
                | S3 | 
                76.697 | 
                77.128 | 
                78.082 | 
                 | 
             
            
                | S4 | 
                75.977 | 
                76.408 | 
                77.884 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Jan-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.980 | 
                80.555 | 
                78.789 | 
                 | 
             
            
                | R3 | 
                80.055 | 
                79.630 | 
                78.534 | 
                 | 
             
            
                | R2 | 
                79.130 | 
                79.130 | 
                78.450 | 
                 | 
             
            
                | R1 | 
                78.705 | 
                78.705 | 
                78.365 | 
                78.455 | 
             
            
                | PP | 
                78.205 | 
                78.205 | 
                78.205 | 
                78.080 | 
             
            
                | S1 | 
                77.780 | 
                77.780 | 
                78.195 | 
                77.530 | 
             
            
                | S2 | 
                77.280 | 
                77.280 | 
                78.110 | 
                 | 
             
            
                | S3 | 
                76.355 | 
                76.855 | 
                78.026 | 
                 | 
             
            
                | S4 | 
                75.430 | 
                75.930 | 
                77.771 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                78.630 | 
                77.705 | 
                0.925 | 
                1.2% | 
                0.605 | 
                0.8% | 
                62% | 
                False | 
                True | 
                23,052 | 
                 
                
                | 10 | 
                79.665 | 
                77.705 | 
                1.960 | 
                2.5% | 
                0.705 | 
                0.9% | 
                29% | 
                False | 
                True | 
                23,773 | 
                 
                
                | 20 | 
                81.635 | 
                77.705 | 
                3.930 | 
                5.0% | 
                0.712 | 
                0.9% | 
                15% | 
                False | 
                True | 
                23,758 | 
                 
                
                | 40 | 
                81.635 | 
                77.705 | 
                3.930 | 
                5.0% | 
                0.725 | 
                0.9% | 
                15% | 
                False | 
                True | 
                18,272 | 
                 
                
                | 60 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.733 | 
                0.9% | 
                37% | 
                False | 
                False | 
                12,251 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.719 | 
                0.9% | 
                37% | 
                False | 
                False | 
                9,205 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.485 | 
         
        
            | 
2.618             | 
            80.310 | 
         
        
            | 
1.618             | 
            79.590 | 
         
        
            | 
1.000             | 
            79.145 | 
         
        
            | 
0.618             | 
            78.870 | 
         
        
            | 
HIGH             | 
            78.425 | 
         
        
            | 
0.618             | 
            78.150 | 
         
        
            | 
0.500             | 
            78.065 | 
         
        
            | 
0.382             | 
            77.980 | 
         
        
            | 
LOW             | 
            77.705 | 
         
        
            | 
0.618             | 
            77.260 | 
         
        
            | 
1.000             | 
            76.985 | 
         
        
            | 
1.618             | 
            76.540 | 
         
        
            | 
2.618             | 
            75.820 | 
         
        
            | 
4.250             | 
            74.645 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Jan-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                78.208 | 
                                78.208 | 
                             
                            
                                | PP | 
                                78.137 | 
                                78.137 | 
                             
                            
                                | S1 | 
                                78.065 | 
                                78.065 | 
                             
             
         |