ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Feb-2011 | 
                    15-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        78.495 | 
                        78.630 | 
                        0.135 | 
                        0.2% | 
                        78.170 | 
                     
                    
                        | High | 
                        78.980 | 
                        78.830 | 
                        -0.150 | 
                        -0.2% | 
                        78.795 | 
                     
                    
                        | Low | 
                        78.375 | 
                        78.395 | 
                        0.020 | 
                        0.0% | 
                        77.580 | 
                     
                    
                        | Close | 
                        78.717 | 
                        78.660 | 
                        -0.057 | 
                        -0.1% | 
                        78.565 | 
                     
                    
                        | Range | 
                        0.605 | 
                        0.435 | 
                        -0.170 | 
                        -28.1% | 
                        1.215 | 
                     
                    
                        | ATR | 
                        0.669 | 
                        0.652 | 
                        -0.017 | 
                        -2.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,978 | 
                        14,250 | 
                        -1,728 | 
                        -10.8% | 
                        103,838 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                79.933 | 
                79.732 | 
                78.899 | 
                 | 
             
            
                | R3 | 
                79.498 | 
                79.297 | 
                78.780 | 
                 | 
             
            
                | R2 | 
                79.063 | 
                79.063 | 
                78.740 | 
                 | 
             
            
                | R1 | 
                78.862 | 
                78.862 | 
                78.700 | 
                78.963 | 
             
            
                | PP | 
                78.628 | 
                78.628 | 
                78.628 | 
                78.679 | 
             
            
                | S1 | 
                78.427 | 
                78.427 | 
                78.620 | 
                78.528 | 
             
            
                | S2 | 
                78.193 | 
                78.193 | 
                78.580 | 
                 | 
             
            
                | S3 | 
                77.758 | 
                77.992 | 
                78.540 | 
                 | 
             
            
                | S4 | 
                77.323 | 
                77.557 | 
                78.421 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.958 | 
                81.477 | 
                79.233 | 
                 | 
             
            
                | R3 | 
                80.743 | 
                80.262 | 
                78.899 | 
                 | 
             
            
                | R2 | 
                79.528 | 
                79.528 | 
                78.788 | 
                 | 
             
            
                | R1 | 
                79.047 | 
                79.047 | 
                78.676 | 
                79.288 | 
             
            
                | PP | 
                78.313 | 
                78.313 | 
                78.313 | 
                78.434 | 
             
            
                | S1 | 
                77.832 | 
                77.832 | 
                78.454 | 
                78.073 | 
             
            
                | S2 | 
                77.098 | 
                77.098 | 
                78.342 | 
                 | 
             
            
                | S3 | 
                75.883 | 
                76.617 | 
                78.231 | 
                 | 
             
            
                | S4 | 
                74.668 | 
                75.402 | 
                77.897 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                78.980 | 
                77.580 | 
                1.400 | 
                1.8% | 
                0.583 | 
                0.7% | 
                77% | 
                False | 
                False | 
                19,614 | 
                 
                
                | 10 | 
                78.980 | 
                77.000 | 
                1.980 | 
                2.5% | 
                0.595 | 
                0.8% | 
                84% | 
                False | 
                False | 
                20,148 | 
                 
                
                | 20 | 
                79.340 | 
                77.000 | 
                2.340 | 
                3.0% | 
                0.649 | 
                0.8% | 
                71% | 
                False | 
                False | 
                21,523 | 
                 
                
                | 40 | 
                81.635 | 
                77.000 | 
                4.635 | 
                5.9% | 
                0.653 | 
                0.8% | 
                36% | 
                False | 
                False | 
                20,334 | 
                 
                
                | 60 | 
                81.935 | 
                77.000 | 
                4.935 | 
                6.3% | 
                0.710 | 
                0.9% | 
                34% | 
                False | 
                False | 
                16,358 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.708 | 
                0.9% | 
                43% | 
                False | 
                False | 
                12,300 | 
                 
                
                | 100 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.3% | 
                0.686 | 
                0.9% | 
                43% | 
                False | 
                False | 
                9,848 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.679 | 
         
        
            | 
2.618             | 
            79.969 | 
         
        
            | 
1.618             | 
            79.534 | 
         
        
            | 
1.000             | 
            79.265 | 
         
        
            | 
0.618             | 
            79.099 | 
         
        
            | 
HIGH             | 
            78.830 | 
         
        
            | 
0.618             | 
            78.664 | 
         
        
            | 
0.500             | 
            78.613 | 
         
        
            | 
0.382             | 
            78.561 | 
         
        
            | 
LOW             | 
            78.395 | 
         
        
            | 
0.618             | 
            78.126 | 
         
        
            | 
1.000             | 
            77.960 | 
         
        
            | 
1.618             | 
            77.691 | 
         
        
            | 
2.618             | 
            77.256 | 
         
        
            | 
4.250             | 
            76.546 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                78.644 | 
                                78.638 | 
                             
                            
                                | PP | 
                                78.628 | 
                                78.617 | 
                             
                            
                                | S1 | 
                                78.613 | 
                                78.595 | 
                             
             
         |