ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Feb-2011 | 
                    03-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        77.140 | 
                        77.225 | 
                        0.085 | 
                        0.1% | 
                        78.310 | 
                     
                    
                        | High | 
                        77.430 | 
                        77.995 | 
                        0.565 | 
                        0.7% | 
                        78.630 | 
                     
                    
                        | Low | 
                        77.000 | 
                        77.135 | 
                        0.135 | 
                        0.2% | 
                        77.705 | 
                     
                    
                        | Close | 
                        77.278 | 
                        77.867 | 
                        0.589 | 
                        0.8% | 
                        78.280 | 
                     
                    
                        | Range | 
                        0.430 | 
                        0.860 | 
                        0.430 | 
                        100.0% | 
                        0.925 | 
                     
                    
                        | ATR | 
                        0.700 | 
                        0.711 | 
                        0.011 | 
                        1.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        16,004 | 
                        25,190 | 
                        9,186 | 
                        57.4% | 
                        115,262 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.246 | 
                79.916 | 
                78.340 | 
                 | 
             
            
                | R3 | 
                79.386 | 
                79.056 | 
                78.104 | 
                 | 
             
            
                | R2 | 
                78.526 | 
                78.526 | 
                78.025 | 
                 | 
             
            
                | R1 | 
                78.196 | 
                78.196 | 
                77.946 | 
                78.361 | 
             
            
                | PP | 
                77.666 | 
                77.666 | 
                77.666 | 
                77.748 | 
             
            
                | S1 | 
                77.336 | 
                77.336 | 
                77.788 | 
                77.501 | 
             
            
                | S2 | 
                76.806 | 
                76.806 | 
                77.709 | 
                 | 
             
            
                | S3 | 
                75.946 | 
                76.476 | 
                77.631 | 
                 | 
             
            
                | S4 | 
                75.086 | 
                75.616 | 
                77.394 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                78.470 | 
                77.000 | 
                1.470 | 
                1.9% | 
                0.708 | 
                0.9% | 
                59% | 
                False | 
                False | 
                22,695 | 
                 
                
                | 10 | 
                79.095 | 
                77.000 | 
                2.095 | 
                2.7% | 
                0.693 | 
                0.9% | 
                41% | 
                False | 
                False | 
                22,336 | 
                 
                
                | 20 | 
                81.635 | 
                77.000 | 
                4.635 | 
                6.0% | 
                0.711 | 
                0.9% | 
                19% | 
                False | 
                False | 
                24,395 | 
                 
                
                | 40 | 
                81.635 | 
                77.000 | 
                4.635 | 
                6.0% | 
                0.694 | 
                0.9% | 
                19% | 
                False | 
                False | 
                20,223 | 
                 
                
                | 60 | 
                81.935 | 
                77.000 | 
                4.935 | 
                6.3% | 
                0.722 | 
                0.9% | 
                18% | 
                False | 
                False | 
                13,710 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.728 | 
                0.9% | 
                29% | 
                False | 
                False | 
                10,301 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.650 | 
         
        
            | 
2.618             | 
            80.246 | 
         
        
            | 
1.618             | 
            79.386 | 
         
        
            | 
1.000             | 
            78.855 | 
         
        
            | 
0.618             | 
            78.526 | 
         
        
            | 
HIGH             | 
            77.995 | 
         
        
            | 
0.618             | 
            77.666 | 
         
        
            | 
0.500             | 
            77.565 | 
         
        
            | 
0.382             | 
            77.464 | 
         
        
            | 
LOW             | 
            77.135 | 
         
        
            | 
0.618             | 
            76.604 | 
         
        
            | 
1.000             | 
            76.275 | 
         
        
            | 
1.618             | 
            75.744 | 
         
        
            | 
2.618             | 
            74.884 | 
         
        
            | 
4.250             | 
            73.480 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                77.766 | 
                                77.744 | 
                             
                            
                                | PP | 
                                77.666 | 
                                77.621 | 
                             
                            
                                | S1 | 
                                77.565 | 
                                77.498 | 
                             
             
         |