ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Feb-2011 | 
                    16-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        78.630 | 
                        78.590 | 
                        -0.040 | 
                        -0.1% | 
                        78.170 | 
                     
                    
                        | High | 
                        78.830 | 
                        78.870 | 
                        0.040 | 
                        0.1% | 
                        78.795 | 
                     
                    
                        | Low | 
                        78.395 | 
                        78.220 | 
                        -0.175 | 
                        -0.2% | 
                        77.580 | 
                     
                    
                        | Close | 
                        78.660 | 
                        78.277 | 
                        -0.383 | 
                        -0.5% | 
                        78.565 | 
                     
                    
                        | Range | 
                        0.435 | 
                        0.650 | 
                        0.215 | 
                        49.4% | 
                        1.215 | 
                     
                    
                        | ATR | 
                        0.652 | 
                        0.652 | 
                        0.000 | 
                        0.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,250 | 
                        25,516 | 
                        11,266 | 
                        79.1% | 
                        103,838 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.406 | 
                79.991 | 
                78.635 | 
                 | 
             
            
                | R3 | 
                79.756 | 
                79.341 | 
                78.456 | 
                 | 
             
            
                | R2 | 
                79.106 | 
                79.106 | 
                78.396 | 
                 | 
             
            
                | R1 | 
                78.691 | 
                78.691 | 
                78.337 | 
                78.574 | 
             
            
                | PP | 
                78.456 | 
                78.456 | 
                78.456 | 
                78.397 | 
             
            
                | S1 | 
                78.041 | 
                78.041 | 
                78.217 | 
                77.924 | 
             
            
                | S2 | 
                77.806 | 
                77.806 | 
                78.158 | 
                 | 
             
            
                | S3 | 
                77.156 | 
                77.391 | 
                78.098 | 
                 | 
             
            
                | S4 | 
                76.506 | 
                76.741 | 
                77.920 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                77.750 | 
                1.230 | 
                1.6% | 
                0.592 | 
                0.8% | 
                43% | 
                False | 
                False | 
                20,242 | 
                 
                
                | 10 | 
                78.980 | 
                77.135 | 
                1.845 | 
                2.4% | 
                0.617 | 
                0.8% | 
                62% | 
                False | 
                False | 
                21,100 | 
                 
                
                | 20 | 
                79.340 | 
                77.000 | 
                2.340 | 
                3.0% | 
                0.649 | 
                0.8% | 
                55% | 
                False | 
                False | 
                21,685 | 
                 
                
                | 40 | 
                81.635 | 
                77.000 | 
                4.635 | 
                5.9% | 
                0.659 | 
                0.8% | 
                28% | 
                False | 
                False | 
                20,581 | 
                 
                
                | 60 | 
                81.935 | 
                77.000 | 
                4.935 | 
                6.3% | 
                0.706 | 
                0.9% | 
                26% | 
                False | 
                False | 
                16,781 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.714 | 
                0.9% | 
                36% | 
                False | 
                False | 
                12,619 | 
                 
                
                | 100 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.4% | 
                0.689 | 
                0.9% | 
                36% | 
                False | 
                False | 
                10,103 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.633 | 
         
        
            | 
2.618             | 
            80.572 | 
         
        
            | 
1.618             | 
            79.922 | 
         
        
            | 
1.000             | 
            79.520 | 
         
        
            | 
0.618             | 
            79.272 | 
         
        
            | 
HIGH             | 
            78.870 | 
         
        
            | 
0.618             | 
            78.622 | 
         
        
            | 
0.500             | 
            78.545 | 
         
        
            | 
0.382             | 
            78.468 | 
         
        
            | 
LOW             | 
            78.220 | 
         
        
            | 
0.618             | 
            77.818 | 
         
        
            | 
1.000             | 
            77.570 | 
         
        
            | 
1.618             | 
            77.168 | 
         
        
            | 
2.618             | 
            76.518 | 
         
        
            | 
4.250             | 
            75.458 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                78.545 | 
                                78.600 | 
                             
                            
                                | PP | 
                                78.456 | 
                                78.492 | 
                             
                            
                                | S1 | 
                                78.366 | 
                                78.385 | 
                             
             
         |