ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Feb-2011 | 
                    25-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        77.280 | 
                        77.115 | 
                        -0.165 | 
                        -0.2% | 
                        77.880 | 
                     
                    
                        | High | 
                        77.520 | 
                        77.460 | 
                        -0.060 | 
                        -0.1% | 
                        78.390 | 
                     
                    
                        | Low | 
                        77.030 | 
                        76.975 | 
                        -0.055 | 
                        -0.1% | 
                        76.975 | 
                     
                    
                        | Close | 
                        77.096 | 
                        77.300 | 
                        0.204 | 
                        0.3% | 
                        77.300 | 
                     
                    
                        | Range | 
                        0.490 | 
                        0.485 | 
                        -0.005 | 
                        -1.0% | 
                        1.415 | 
                     
                    
                        | ATR | 
                        0.634 | 
                        0.623 | 
                        -0.011 | 
                        -1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        18,508 | 
                        17,269 | 
                        -1,239 | 
                        -6.7% | 
                        60,027 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                78.700 | 
                78.485 | 
                77.567 | 
                 | 
             
            
                | R3 | 
                78.215 | 
                78.000 | 
                77.433 | 
                 | 
             
            
                | R2 | 
                77.730 | 
                77.730 | 
                77.389 | 
                 | 
             
            
                | R1 | 
                77.515 | 
                77.515 | 
                77.344 | 
                77.623 | 
             
            
                | PP | 
                77.245 | 
                77.245 | 
                77.245 | 
                77.299 | 
             
            
                | S1 | 
                77.030 | 
                77.030 | 
                77.256 | 
                77.138 | 
             
            
                | S2 | 
                76.760 | 
                76.760 | 
                77.211 | 
                 | 
             
            
                | S3 | 
                76.275 | 
                76.545 | 
                77.167 | 
                 | 
             
            
                | S4 | 
                75.790 | 
                76.060 | 
                77.033 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.800 | 
                80.965 | 
                78.078 | 
                 | 
             
            
                | R3 | 
                80.385 | 
                79.550 | 
                77.689 | 
                 | 
             
            
                | R2 | 
                78.970 | 
                78.970 | 
                77.559 | 
                 | 
             
            
                | R1 | 
                78.135 | 
                78.135 | 
                77.430 | 
                77.845 | 
             
            
                | PP | 
                77.555 | 
                77.555 | 
                77.555 | 
                77.410 | 
             
            
                | S1 | 
                76.720 | 
                76.720 | 
                77.170 | 
                76.430 | 
             
            
                | S2 | 
                76.140 | 
                76.140 | 
                77.041 | 
                 | 
             
            
                | S3 | 
                74.725 | 
                75.305 | 
                76.911 | 
                 | 
             
            
                | S4 | 
                73.310 | 
                73.890 | 
                76.522 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                78.390 | 
                76.975 | 
                1.415 | 
                1.8% | 
                0.581 | 
                0.8% | 
                23% | 
                False | 
                True | 
                16,598 | 
                 
                
                | 10 | 
                78.980 | 
                76.975 | 
                2.005 | 
                2.6% | 
                0.560 | 
                0.7% | 
                16% | 
                False | 
                True | 
                18,528 | 
                 
                
                | 20 | 
                78.980 | 
                76.975 | 
                2.005 | 
                2.6% | 
                0.609 | 
                0.8% | 
                16% | 
                False | 
                True | 
                20,284 | 
                 
                
                | 40 | 
                81.635 | 
                76.975 | 
                4.660 | 
                6.0% | 
                0.650 | 
                0.8% | 
                7% | 
                False | 
                True | 
                21,704 | 
                 
                
                | 60 | 
                81.820 | 
                76.975 | 
                4.845 | 
                6.3% | 
                0.689 | 
                0.9% | 
                7% | 
                False | 
                True | 
                18,528 | 
                 
                
                | 80 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.5% | 
                0.706 | 
                0.9% | 
                20% | 
                False | 
                False | 
                13,944 | 
                 
                
                | 100 | 
                81.935 | 
                76.175 | 
                5.760 | 
                7.5% | 
                0.695 | 
                0.9% | 
                20% | 
                False | 
                False | 
                11,166 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            79.521 | 
         
        
            | 
2.618             | 
            78.730 | 
         
        
            | 
1.618             | 
            78.245 | 
         
        
            | 
1.000             | 
            77.945 | 
         
        
            | 
0.618             | 
            77.760 | 
         
        
            | 
HIGH             | 
            77.460 | 
         
        
            | 
0.618             | 
            77.275 | 
         
        
            | 
0.500             | 
            77.218 | 
         
        
            | 
0.382             | 
            77.160 | 
         
        
            | 
LOW             | 
            76.975 | 
         
        
            | 
0.618             | 
            76.675 | 
         
        
            | 
1.000             | 
            76.490 | 
         
        
            | 
1.618             | 
            76.190 | 
         
        
            | 
2.618             | 
            75.705 | 
         
        
            | 
4.250             | 
            74.914 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                77.273 | 
                                77.360 | 
                             
                            
                                | PP | 
                                77.245 | 
                                77.340 | 
                             
                            
                                | S1 | 
                                77.218 | 
                                77.320 | 
                             
             
         |