ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Feb-2011 | 
                    24-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        77.710 | 
                        77.280 | 
                        -0.430 | 
                        -0.6% | 
                        78.495 | 
                     
                    
                        | High | 
                        77.745 | 
                        77.520 | 
                        -0.225 | 
                        -0.3% | 
                        78.980 | 
                     
                    
                        | Low | 
                        77.295 | 
                        77.030 | 
                        -0.265 | 
                        -0.3% | 
                        77.570 | 
                     
                    
                        | Close | 
                        77.444 | 
                        77.096 | 
                        -0.348 | 
                        -0.4% | 
                        77.720 | 
                     
                    
                        | Range | 
                        0.450 | 
                        0.490 | 
                        0.040 | 
                        8.9% | 
                        1.410 | 
                     
                    
                        | ATR | 
                        0.645 | 
                        0.634 | 
                        -0.011 | 
                        -1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        24,250 | 
                        18,508 | 
                        -5,742 | 
                        -23.7% | 
                        102,119 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                78.685 | 
                78.381 | 
                77.366 | 
                 | 
             
            
                | R3 | 
                78.195 | 
                77.891 | 
                77.231 | 
                 | 
             
            
                | R2 | 
                77.705 | 
                77.705 | 
                77.186 | 
                 | 
             
            
                | R1 | 
                77.401 | 
                77.401 | 
                77.141 | 
                77.308 | 
             
            
                | PP | 
                77.215 | 
                77.215 | 
                77.215 | 
                77.169 | 
             
            
                | S1 | 
                76.911 | 
                76.911 | 
                77.051 | 
                76.818 | 
             
            
                | S2 | 
                76.725 | 
                76.725 | 
                77.006 | 
                 | 
             
            
                | S3 | 
                76.235 | 
                76.421 | 
                76.961 | 
                 | 
             
            
                | S4 | 
                75.745 | 
                75.931 | 
                76.827 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.320 | 
                81.430 | 
                78.496 | 
                 | 
             
            
                | R3 | 
                80.910 | 
                80.020 | 
                78.108 | 
                 | 
             
            
                | R2 | 
                79.500 | 
                79.500 | 
                77.979 | 
                 | 
             
            
                | R1 | 
                78.610 | 
                78.610 | 
                77.849 | 
                78.350 | 
             
            
                | PP | 
                78.090 | 
                78.090 | 
                78.090 | 
                77.960 | 
             
            
                | S1 | 
                77.200 | 
                77.200 | 
                77.591 | 
                76.940 | 
             
            
                | S2 | 
                76.680 | 
                76.680 | 
                77.462 | 
                 | 
             
            
                | S3 | 
                75.270 | 
                75.790 | 
                77.332 | 
                 | 
             
            
                | S4 | 
                73.860 | 
                74.380 | 
                76.945 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                78.410 | 
                77.030 | 
                1.380 | 
                1.8% | 
                0.568 | 
                0.7% | 
                5% | 
                False | 
                True | 
                17,826 | 
                 
                
                | 10 | 
                78.980 | 
                77.030 | 
                1.950 | 
                2.5% | 
                0.580 | 
                0.8% | 
                3% | 
                False | 
                True | 
                19,034 | 
                 
                
                | 20 | 
                78.980 | 
                77.000 | 
                1.980 | 
                2.6% | 
                0.613 | 
                0.8% | 
                5% | 
                False | 
                False | 
                20,528 | 
                 
                
                | 40 | 
                81.635 | 
                77.000 | 
                4.635 | 
                6.0% | 
                0.656 | 
                0.9% | 
                2% | 
                False | 
                False | 
                21,504 | 
                 
                
                | 60 | 
                81.935 | 
                77.000 | 
                4.935 | 
                6.4% | 
                0.693 | 
                0.9% | 
                2% | 
                False | 
                False | 
                18,247 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.5% | 
                0.707 | 
                0.9% | 
                16% | 
                False | 
                False | 
                13,729 | 
                 
                
                | 100 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.5% | 
                0.699 | 
                0.9% | 
                16% | 
                False | 
                False | 
                10,994 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            79.603 | 
         
        
            | 
2.618             | 
            78.803 | 
         
        
            | 
1.618             | 
            78.313 | 
         
        
            | 
1.000             | 
            78.010 | 
         
        
            | 
0.618             | 
            77.823 | 
         
        
            | 
HIGH             | 
            77.520 | 
         
        
            | 
0.618             | 
            77.333 | 
         
        
            | 
0.500             | 
            77.275 | 
         
        
            | 
0.382             | 
            77.217 | 
         
        
            | 
LOW             | 
            77.030 | 
         
        
            | 
0.618             | 
            76.727 | 
         
        
            | 
1.000             | 
            76.540 | 
         
        
            | 
1.618             | 
            76.237 | 
         
        
            | 
2.618             | 
            75.747 | 
         
        
            | 
4.250             | 
            74.948 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                77.275 | 
                                77.710 | 
                             
                            
                                | PP | 
                                77.215 | 
                                77.505 | 
                             
                            
                                | S1 | 
                                77.156 | 
                                77.301 | 
                             
             
         |