ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Mar-2011 | 
                    10-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        76.900 | 
                        76.680 | 
                        -0.220 | 
                        -0.3% | 
                        77.255 | 
                     
                    
                        | High | 
                        76.975 | 
                        77.355 | 
                        0.380 | 
                        0.5% | 
                        77.435 | 
                     
                    
                        | Low | 
                        76.540 | 
                        76.660 | 
                        0.120 | 
                        0.2% | 
                        76.285 | 
                     
                    
                        | Close | 
                        76.719 | 
                        77.274 | 
                        0.555 | 
                        0.7% | 
                        76.416 | 
                     
                    
                        | Range | 
                        0.435 | 
                        0.695 | 
                        0.260 | 
                        59.8% | 
                        1.150 | 
                     
                    
                        | ATR | 
                        0.564 | 
                        0.573 | 
                        0.009 | 
                        1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        34,972 | 
                        36,034 | 
                        1,062 | 
                        3.0% | 
                        133,821 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                79.181 | 
                78.923 | 
                77.656 | 
                 | 
             
            
                | R3 | 
                78.486 | 
                78.228 | 
                77.465 | 
                 | 
             
            
                | R2 | 
                77.791 | 
                77.791 | 
                77.401 | 
                 | 
             
            
                | R1 | 
                77.533 | 
                77.533 | 
                77.338 | 
                77.662 | 
             
            
                | PP | 
                77.096 | 
                77.096 | 
                77.096 | 
                77.161 | 
             
            
                | S1 | 
                76.838 | 
                76.838 | 
                77.210 | 
                76.967 | 
             
            
                | S2 | 
                76.401 | 
                76.401 | 
                77.147 | 
                 | 
             
            
                | S3 | 
                75.706 | 
                76.143 | 
                77.083 | 
                 | 
             
            
                | S4 | 
                75.011 | 
                75.448 | 
                76.892 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                77.355 | 
                76.145 | 
                1.210 | 
                1.6% | 
                0.496 | 
                0.6% | 
                93% | 
                True | 
                False | 
                31,127 | 
                 
                
                | 10 | 
                77.460 | 
                76.145 | 
                1.315 | 
                1.7% | 
                0.516 | 
                0.7% | 
                86% | 
                False | 
                False | 
                27,427 | 
                 
                
                | 20 | 
                78.980 | 
                76.145 | 
                2.835 | 
                3.7% | 
                0.548 | 
                0.7% | 
                40% | 
                False | 
                False | 
                23,230 | 
                 
                
                | 40 | 
                81.145 | 
                76.145 | 
                5.000 | 
                6.5% | 
                0.634 | 
                0.8% | 
                23% | 
                False | 
                False | 
                23,551 | 
                 
                
                | 60 | 
                81.635 | 
                76.145 | 
                5.490 | 
                7.1% | 
                0.634 | 
                0.8% | 
                21% | 
                False | 
                False | 
                21,375 | 
                 
                
                | 80 | 
                81.935 | 
                76.145 | 
                5.790 | 
                7.5% | 
                0.672 | 
                0.9% | 
                19% | 
                False | 
                False | 
                17,141 | 
                 
                
                | 100 | 
                81.935 | 
                76.145 | 
                5.790 | 
                7.5% | 
                0.691 | 
                0.9% | 
                19% | 
                False | 
                False | 
                13,731 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.309 | 
         
        
            | 
2.618             | 
            79.175 | 
         
        
            | 
1.618             | 
            78.480 | 
         
        
            | 
1.000             | 
            78.050 | 
         
        
            | 
0.618             | 
            77.785 | 
         
        
            | 
HIGH             | 
            77.355 | 
         
        
            | 
0.618             | 
            77.090 | 
         
        
            | 
0.500             | 
            77.008 | 
         
        
            | 
0.382             | 
            76.925 | 
         
        
            | 
LOW             | 
            76.660 | 
         
        
            | 
0.618             | 
            76.230 | 
         
        
            | 
1.000             | 
            75.965 | 
         
        
            | 
1.618             | 
            75.535 | 
         
        
            | 
2.618             | 
            74.840 | 
         
        
            | 
4.250             | 
            73.706 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                77.185 | 
                                77.146 | 
                             
                            
                                | PP | 
                                77.096 | 
                                77.018 | 
                             
                            
                                | S1 | 
                                77.008 | 
                                76.890 | 
                             
             
         |