ICE US Dollar Index Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Mar-2011 | 
                    14-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        77.175 | 
                        76.550 | 
                        -0.625 | 
                        -0.8% | 
                        76.350 | 
                     
                    
                        | High | 
                        77.550 | 
                        76.725 | 
                        -0.825 | 
                        -1.1% | 
                        77.550 | 
                     
                    
                        | Low | 
                        76.660 | 
                        76.270 | 
                        -0.390 | 
                        -0.5% | 
                        76.145 | 
                     
                    
                        | Close | 
                        76.770 | 
                        76.462 | 
                        -0.308 | 
                        -0.4% | 
                        76.770 | 
                     
                    
                        | Range | 
                        0.890 | 
                        0.455 | 
                        -0.435 | 
                        -48.9% | 
                        1.405 | 
                     
                    
                        | ATR | 
                        0.596 | 
                        0.589 | 
                        -0.007 | 
                        -1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        14,943 | 
                        1,632 | 
                        -13,311 | 
                        -89.1% | 
                        138,124 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                77.851 | 
                77.611 | 
                76.712 | 
                 | 
             
            
                | R3 | 
                77.396 | 
                77.156 | 
                76.587 | 
                 | 
             
            
                | R2 | 
                76.941 | 
                76.941 | 
                76.545 | 
                 | 
             
            
                | R1 | 
                76.701 | 
                76.701 | 
                76.504 | 
                76.594 | 
             
            
                | PP | 
                76.486 | 
                76.486 | 
                76.486 | 
                76.432 | 
             
            
                | S1 | 
                76.246 | 
                76.246 | 
                76.420 | 
                76.139 | 
             
            
                | S2 | 
                76.031 | 
                76.031 | 
                76.379 | 
                 | 
             
            
                | S3 | 
                75.576 | 
                75.791 | 
                76.337 | 
                 | 
             
            
                | S4 | 
                75.121 | 
                75.336 | 
                76.212 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.037 | 
                80.308 | 
                77.543 | 
                 | 
             
            
                | R3 | 
                79.632 | 
                78.903 | 
                77.156 | 
                 | 
             
            
                | R2 | 
                78.227 | 
                78.227 | 
                77.028 | 
                 | 
             
            
                | R1 | 
                77.498 | 
                77.498 | 
                76.899 | 
                77.863 | 
             
            
                | PP | 
                76.822 | 
                76.822 | 
                76.822 | 
                77.004 | 
             
            
                | S1 | 
                76.093 | 
                76.093 | 
                76.641 | 
                76.458 | 
             
            
                | S2 | 
                75.417 | 
                75.417 | 
                76.512 | 
                 | 
             
            
                | S3 | 
                74.012 | 
                74.688 | 
                76.384 | 
                 | 
             
            
                | S4 | 
                72.607 | 
                73.283 | 
                75.997 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                77.550 | 
                76.270 | 
                1.280 | 
                1.7% | 
                0.609 | 
                0.8% | 
                15% | 
                False | 
                True | 
                22,983 | 
                 
                
                | 10 | 
                77.550 | 
                76.145 | 
                1.405 | 
                1.8% | 
                0.536 | 
                0.7% | 
                23% | 
                False | 
                False | 
                25,426 | 
                 
                
                | 20 | 
                78.980 | 
                76.145 | 
                2.835 | 
                3.7% | 
                0.552 | 
                0.7% | 
                11% | 
                False | 
                False | 
                21,786 | 
                 
                
                | 40 | 
                79.665 | 
                76.145 | 
                3.520 | 
                4.6% | 
                0.613 | 
                0.8% | 
                9% | 
                False | 
                False | 
                22,287 | 
                 
                
                | 60 | 
                81.635 | 
                76.145 | 
                5.490 | 
                7.2% | 
                0.630 | 
                0.8% | 
                6% | 
                False | 
                False | 
                20,939 | 
                 
                
                | 80 | 
                81.935 | 
                76.145 | 
                5.790 | 
                7.6% | 
                0.670 | 
                0.9% | 
                5% | 
                False | 
                False | 
                17,343 | 
                 
                
                | 100 | 
                81.935 | 
                76.145 | 
                5.790 | 
                7.6% | 
                0.683 | 
                0.9% | 
                5% | 
                False | 
                False | 
                13,895 | 
                 
                
                | 120 | 
                81.935 | 
                76.145 | 
                5.790 | 
                7.6% | 
                0.662 | 
                0.9% | 
                5% | 
                False | 
                False | 
                11,586 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            78.659 | 
         
        
            | 
2.618             | 
            77.916 | 
         
        
            | 
1.618             | 
            77.461 | 
         
        
            | 
1.000             | 
            77.180 | 
         
        
            | 
0.618             | 
            77.006 | 
         
        
            | 
HIGH             | 
            76.725 | 
         
        
            | 
0.618             | 
            76.551 | 
         
        
            | 
0.500             | 
            76.498 | 
         
        
            | 
0.382             | 
            76.444 | 
         
        
            | 
LOW             | 
            76.270 | 
         
        
            | 
0.618             | 
            75.989 | 
         
        
            | 
1.000             | 
            75.815 | 
         
        
            | 
1.618             | 
            75.534 | 
         
        
            | 
2.618             | 
            75.079 | 
         
        
            | 
4.250             | 
            74.336 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                76.498 | 
                                76.910 | 
                             
                            
                                | PP | 
                                76.486 | 
                                76.761 | 
                             
                            
                                | S1 | 
                                76.474 | 
                                76.611 | 
                             
             
         |