ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Feb-2011 | 
                    07-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        77.940 | 
                        78.170 | 
                        0.230 | 
                        0.3% | 
                        78.455 | 
                     
                    
                        | High | 
                        78.325 | 
                        78.440 | 
                        0.115 | 
                        0.1% | 
                        78.470 | 
                     
                    
                        | Low | 
                        77.565 | 
                        77.940 | 
                        0.375 | 
                        0.5% | 
                        77.000 | 
                     
                    
                        | Close | 
                        78.180 | 
                        78.122 | 
                        -0.058 | 
                        -0.1% | 
                        78.180 | 
                     
                    
                        | Range | 
                        0.760 | 
                        0.500 | 
                        -0.260 | 
                        -34.2% | 
                        1.470 | 
                     
                    
                        | ATR | 
                        0.715 | 
                        0.700 | 
                        -0.015 | 
                        -2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        26,228 | 
                        16,389 | 
                        -9,839 | 
                        -37.5% | 
                        114,220 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                79.667 | 
                79.395 | 
                78.397 | 
                 | 
             
            
                | R3 | 
                79.167 | 
                78.895 | 
                78.260 | 
                 | 
             
            
                | R2 | 
                78.667 | 
                78.667 | 
                78.214 | 
                 | 
             
            
                | R1 | 
                78.395 | 
                78.395 | 
                78.168 | 
                78.281 | 
             
            
                | PP | 
                78.167 | 
                78.167 | 
                78.167 | 
                78.111 | 
             
            
                | S1 | 
                77.895 | 
                77.895 | 
                78.076 | 
                77.781 | 
             
            
                | S2 | 
                77.667 | 
                77.667 | 
                78.030 | 
                 | 
             
            
                | S3 | 
                77.167 | 
                77.395 | 
                77.985 | 
                 | 
             
            
                | S4 | 
                76.667 | 
                76.895 | 
                77.847 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.293 | 
                81.707 | 
                78.989 | 
                 | 
             
            
                | R3 | 
                80.823 | 
                80.237 | 
                78.584 | 
                 | 
             
            
                | R2 | 
                79.353 | 
                79.353 | 
                78.450 | 
                 | 
             
            
                | R1 | 
                78.767 | 
                78.767 | 
                78.315 | 
                78.325 | 
             
            
                | PP | 
                77.883 | 
                77.883 | 
                77.883 | 
                77.663 | 
             
            
                | S1 | 
                77.297 | 
                77.297 | 
                78.045 | 
                76.855 | 
             
            
                | S2 | 
                76.413 | 
                76.413 | 
                77.911 | 
                 | 
             
            
                | S3 | 
                74.943 | 
                75.827 | 
                77.776 | 
                 | 
             
            
                | S4 | 
                73.473 | 
                74.357 | 
                77.372 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                78.440 | 
                77.000 | 
                1.440 | 
                1.8% | 
                0.655 | 
                0.8% | 
                78% | 
                True | 
                False | 
                21,478 | 
                 
                
                | 10 | 
                78.570 | 
                77.000 | 
                1.570 | 
                2.0% | 
                0.642 | 
                0.8% | 
                71% | 
                False | 
                False | 
                22,082 | 
                 
                
                | 20 | 
                81.635 | 
                77.000 | 
                4.635 | 
                5.9% | 
                0.712 | 
                0.9% | 
                24% | 
                False | 
                False | 
                23,505 | 
                 
                
                | 40 | 
                81.635 | 
                77.000 | 
                4.635 | 
                5.9% | 
                0.694 | 
                0.9% | 
                24% | 
                False | 
                False | 
                20,387 | 
                 
                
                | 60 | 
                81.935 | 
                77.000 | 
                4.935 | 
                6.3% | 
                0.720 | 
                0.9% | 
                23% | 
                False | 
                False | 
                14,416 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.733 | 
                0.9% | 
                34% | 
                False | 
                False | 
                10,833 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.565 | 
         
        
            | 
2.618             | 
            79.749 | 
         
        
            | 
1.618             | 
            79.249 | 
         
        
            | 
1.000             | 
            78.940 | 
         
        
            | 
0.618             | 
            78.749 | 
         
        
            | 
HIGH             | 
            78.440 | 
         
        
            | 
0.618             | 
            78.249 | 
         
        
            | 
0.500             | 
            78.190 | 
         
        
            | 
0.382             | 
            78.131 | 
         
        
            | 
LOW             | 
            77.940 | 
         
        
            | 
0.618             | 
            77.631 | 
         
        
            | 
1.000             | 
            77.440 | 
         
        
            | 
1.618             | 
            77.131 | 
         
        
            | 
2.618             | 
            76.631 | 
         
        
            | 
4.250             | 
            75.815 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                78.190 | 
                                78.011 | 
                             
                            
                                | PP | 
                                78.167 | 
                                77.899 | 
                             
                            
                                | S1 | 
                                78.145 | 
                                77.788 | 
                             
             
         |