ICE US Dollar Index Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Jan-2011 | 05-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 79.920 | 80.290 | 0.370 | 0.5% | 81.300 |  
                        | High | 80.070 | 81.015 | 0.945 | 1.2% | 81.300 |  
                        | Low | 79.640 | 80.290 | 0.650 | 0.8% | 79.525 |  
                        | Close | 80.114 | 80.923 | 0.809 | 1.0% | 79.703 |  
                        | Range | 0.430 | 0.725 | 0.295 | 68.6% | 1.775 |  
                        | ATR | 0.402 | 0.437 | 0.036 | 8.9% | 0.000 |  
                        | Volume | 244 | 34 | -210 | -86.1% | 109 |  | 
    
| 
        
            | Daily Pivots for day following 05-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 82.918 | 82.645 | 81.322 |  |  
                | R3 | 82.193 | 81.920 | 81.122 |  |  
                | R2 | 81.468 | 81.468 | 81.056 |  |  
                | R1 | 81.195 | 81.195 | 80.989 | 81.332 |  
                | PP | 80.743 | 80.743 | 80.743 | 80.811 |  
                | S1 | 80.470 | 80.470 | 80.857 | 80.607 |  
                | S2 | 80.018 | 80.018 | 80.790 |  |  
                | S3 | 79.293 | 79.745 | 80.724 |  |  
                | S4 | 78.568 | 79.020 | 80.524 |  |  | 
        
            | Weekly Pivots for week ending 31-Dec-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 85.501 | 84.377 | 80.679 |  |  
                | R3 | 83.726 | 82.602 | 80.191 |  |  
                | R2 | 81.951 | 81.951 | 80.028 |  |  
                | R1 | 80.827 | 80.827 | 79.866 | 80.502 |  
                | PP | 80.176 | 80.176 | 80.176 | 80.013 |  
                | S1 | 79.052 | 79.052 | 79.540 | 78.727 |  
                | S2 | 78.401 | 78.401 | 79.378 |  |  
                | S3 | 76.626 | 77.277 | 79.215 |  |  
                | S4 | 74.851 | 75.502 | 78.727 |  |  | 
    
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        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 84.096 |  
            | 2.618 | 82.913 |  
            | 1.618 | 82.188 |  
            | 1.000 | 81.740 |  
            | 0.618 | 81.463 |  
            | HIGH | 81.015 |  
            | 0.618 | 80.738 |  
            | 0.500 | 80.653 |  
            | 0.382 | 80.567 |  
            | LOW | 80.290 |  
            | 0.618 | 79.842 |  
            | 1.000 | 79.565 |  
            | 1.618 | 79.117 |  
            | 2.618 | 78.392 |  
            | 4.250 | 77.209 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 80.833 | 80.725 |  
                                | PP | 80.743 | 80.526 |  
                                | S1 | 80.653 | 80.328 |  |