ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Feb-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Feb-2011 | 17-Feb-2011 | Change | Change % | Previous Week |  
                        | Open | 78.590 | 78.280 | -0.310 | -0.4% | 78.170 |  
                        | High | 78.870 | 78.410 | -0.460 | -0.6% | 78.795 |  
                        | Low | 78.220 | 77.990 | -0.230 | -0.3% | 77.580 |  
                        | Close | 78.277 | 78.065 | -0.212 | -0.3% | 78.565 |  
                        | Range | 0.650 | 0.420 | -0.230 | -35.4% | 1.215 |  
                        | ATR | 0.652 | 0.636 | -0.017 | -2.5% | 0.000 |  
                        | Volume | 25,516 | 23,410 | -2,106 | -8.3% | 103,838 |  | 
    
| 
        
            | Daily Pivots for day following 17-Feb-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 79.415 | 79.160 | 78.296 |  |  
                | R3 | 78.995 | 78.740 | 78.181 |  |  
                | R2 | 78.575 | 78.575 | 78.142 |  |  
                | R1 | 78.320 | 78.320 | 78.104 | 78.238 |  
                | PP | 78.155 | 78.155 | 78.155 | 78.114 |  
                | S1 | 77.900 | 77.900 | 78.027 | 77.818 |  
                | S2 | 77.735 | 77.735 | 77.988 |  |  
                | S3 | 77.315 | 77.480 | 77.950 |  |  
                | S4 | 76.895 | 77.060 | 77.834 |  |  | 
        
            | 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 | 77.990 | 0.990 | 1.3% | 0.539 | 0.7% | 8% | False | True | 20,459 |  
                | 10 | 78.980 | 77.565 | 1.415 | 1.8% | 0.573 | 0.7% | 35% | False | False | 20,922 |  
                | 20 | 79.095 | 77.000 | 2.095 | 2.7% | 0.633 | 0.8% | 51% | False | False | 21,629 |  
                | 40 | 81.635 | 77.000 | 4.635 | 5.9% | 0.654 | 0.8% | 23% | False | False | 20,805 |  
                | 60 | 81.935 | 77.000 | 4.935 | 6.3% | 0.697 | 0.9% | 22% | False | False | 17,168 |  
                | 80 | 81.935 | 76.175 | 5.760 | 7.4% | 0.711 | 0.9% | 33% | False | False | 12,911 |  
                | 100 | 81.935 | 76.175 | 5.760 | 7.4% | 0.689 | 0.9% | 33% | False | False | 10,337 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 80.195 |  
            | 2.618 | 79.510 |  
            | 1.618 | 79.090 |  
            | 1.000 | 78.830 |  
            | 0.618 | 78.670 |  
            | HIGH | 78.410 |  
            | 0.618 | 78.250 |  
            | 0.500 | 78.200 |  
            | 0.382 | 78.150 |  
            | LOW | 77.990 |  
            | 0.618 | 77.730 |  
            | 1.000 | 77.570 |  
            | 1.618 | 77.310 |  
            | 2.618 | 76.890 |  
            | 4.250 | 76.205 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Feb-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 78.200 | 78.430 |  
                                | PP | 78.155 | 78.308 |  
                                | S1 | 78.110 | 78.187 |  |