ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Mar-2011 | 
                    07-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        76.510 | 
                        76.350 | 
                        -0.160 | 
                        -0.2% | 
                        77.255 | 
                     
                    
                        | High | 
                        76.640 | 
                        76.570 | 
                        -0.070 | 
                        -0.1% | 
                        77.435 | 
                     
                    
                        | Low | 
                        76.285 | 
                        76.145 | 
                        -0.140 | 
                        -0.2% | 
                        76.285 | 
                     
                    
                        | Close | 
                        76.416 | 
                        76.514 | 
                        0.098 | 
                        0.1% | 
                        76.416 | 
                     
                    
                        | Range | 
                        0.355 | 
                        0.425 | 
                        0.070 | 
                        19.7% | 
                        1.150 | 
                     
                    
                        | ATR | 
                        0.586 | 
                        0.574 | 
                        -0.011 | 
                        -2.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        32,455 | 
                        24,840 | 
                        -7,615 | 
                        -23.5% | 
                        133,821 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                77.685 | 
                77.524 | 
                76.748 | 
                 | 
             
            
                | R3 | 
                77.260 | 
                77.099 | 
                76.631 | 
                 | 
             
            
                | R2 | 
                76.835 | 
                76.835 | 
                76.592 | 
                 | 
             
            
                | R1 | 
                76.674 | 
                76.674 | 
                76.553 | 
                76.755 | 
             
            
                | PP | 
                76.410 | 
                76.410 | 
                76.410 | 
                76.450 | 
             
            
                | S1 | 
                76.249 | 
                76.249 | 
                76.475 | 
                76.330 | 
             
            
                | S2 | 
                75.985 | 
                75.985 | 
                76.436 | 
                 | 
             
            
                | S3 | 
                75.560 | 
                75.824 | 
                76.397 | 
                 | 
             
            
                | S4 | 
                75.135 | 
                75.399 | 
                76.280 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.162 | 
                79.439 | 
                77.049 | 
                 | 
             
            
                | R3 | 
                79.012 | 
                78.289 | 
                76.732 | 
                 | 
             
            
                | R2 | 
                77.862 | 
                77.862 | 
                76.627 | 
                 | 
             
            
                | R1 | 
                77.139 | 
                77.139 | 
                76.521 | 
                76.926 | 
             
            
                | PP | 
                76.712 | 
                76.712 | 
                76.712 | 
                76.605 | 
             
            
                | S1 | 
                75.989 | 
                75.989 | 
                76.311 | 
                75.776 | 
             
            
                | S2 | 
                75.562 | 
                75.562 | 
                76.205 | 
                 | 
             
            
                | S3 | 
                74.412 | 
                74.839 | 
                76.100 | 
                 | 
             
            
                | S4 | 
                73.262 | 
                73.689 | 
                75.784 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                77.210 | 
                76.145 | 
                1.065 | 
                1.4% | 
                0.463 | 
                0.6% | 
                35% | 
                False | 
                True | 
                27,869 | 
                 
                
                | 10 | 
                78.390 | 
                76.145 | 
                2.245 | 
                2.9% | 
                0.515 | 
                0.7% | 
                16% | 
                False | 
                True | 
                21,868 | 
                 
                
                | 20 | 
                78.980 | 
                76.145 | 
                2.835 | 
                3.7% | 
                0.542 | 
                0.7% | 
                13% | 
                False | 
                True | 
                21,232 | 
                 
                
                | 40 | 
                81.635 | 
                76.145 | 
                5.490 | 
                7.2% | 
                0.626 | 
                0.8% | 
                7% | 
                False | 
                True | 
                22,685 | 
                 
                
                | 60 | 
                81.635 | 
                76.145 | 
                5.490 | 
                7.2% | 
                0.647 | 
                0.8% | 
                7% | 
                False | 
                True | 
                20,747 | 
                 
                
                | 80 | 
                81.935 | 
                76.145 | 
                5.790 | 
                7.6% | 
                0.679 | 
                0.9% | 
                6% | 
                False | 
                True | 
                15,917 | 
                 
                
                | 100 | 
                81.935 | 
                76.145 | 
                5.790 | 
                7.6% | 
                0.697 | 
                0.9% | 
                6% | 
                False | 
                True | 
                12,749 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            78.376 | 
         
        
            | 
2.618             | 
            77.683 | 
         
        
            | 
1.618             | 
            77.258 | 
         
        
            | 
1.000             | 
            76.995 | 
         
        
            | 
0.618             | 
            76.833 | 
         
        
            | 
HIGH             | 
            76.570 | 
         
        
            | 
0.618             | 
            76.408 | 
         
        
            | 
0.500             | 
            76.358 | 
         
        
            | 
0.382             | 
            76.307 | 
         
        
            | 
LOW             | 
            76.145 | 
         
        
            | 
0.618             | 
            75.882 | 
         
        
            | 
1.000             | 
            75.720 | 
         
        
            | 
1.618             | 
            75.457 | 
         
        
            | 
2.618             | 
            75.032 | 
         
        
            | 
4.250             | 
            74.339 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                76.462 | 
                                76.513 | 
                             
                            
                                | PP | 
                                76.410 | 
                                76.511 | 
                             
                            
                                | S1 | 
                                76.358 | 
                                76.510 | 
                             
             
         |