ICE US Dollar Index Future June 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 | 77.200 | 76.965 | -0.235 | -0.3% | 77.750 |  
                        | High | 77.245 | 77.640 | 0.395 | 0.5% | 77.760 |  
                        | Low | 76.810 | 76.910 | 0.100 | 0.1% | 76.600 |  
                        | Close | 76.994 | 77.557 | 0.563 | 0.7% | 76.706 |  
                        | Range | 0.435 | 0.730 | 0.295 | 67.8% | 1.160 |  
                        | ATR | 0.497 | 0.514 | 0.017 | 3.3% | 0.000 |  
                        | Volume | 20,597 | 28,404 | 7,807 | 37.9% | 4,353 |  | 
    
| 
        
            | Daily Pivots for day following 10-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 79.559 | 79.288 | 77.959 |  |  
                | R3 | 78.829 | 78.558 | 77.758 |  |  
                | R2 | 78.099 | 78.099 | 77.691 |  |  
                | R1 | 77.828 | 77.828 | 77.624 | 77.964 |  
                | PP | 77.369 | 77.369 | 77.369 | 77.437 |  
                | S1 | 77.098 | 77.098 | 77.490 | 77.234 |  
                | S2 | 76.639 | 76.639 | 77.423 |  |  
                | S3 | 75.909 | 76.368 | 77.356 |  |  
                | S4 | 75.179 | 75.638 | 77.156 |  |  | 
        
            | Weekly Pivots for week ending 04-Mar-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 80.502 | 79.764 | 77.344 |  |  
                | R3 | 79.342 | 78.604 | 77.025 |  |  
                | R2 | 78.182 | 78.182 | 76.919 |  |  
                | R1 | 77.444 | 77.444 | 76.812 | 77.233 |  
                | PP | 77.022 | 77.022 | 77.022 | 76.917 |  
                | S1 | 76.284 | 76.284 | 76.600 | 76.073 |  
                | S2 | 75.862 | 75.862 | 76.493 |  |  
                | S3 | 74.702 | 75.124 | 76.387 |  |  
                | S4 | 73.542 | 73.964 | 76.068 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 77.640 | 76.405 | 1.235 | 1.6% | 0.496 | 0.6% | 93% | True | False | 14,140 |  
                | 10 | 77.760 | 76.405 | 1.355 | 1.7% | 0.510 | 0.7% | 85% | False | False | 7,330 |  
                | 20 | 79.295 | 76.405 | 2.890 | 3.7% | 0.491 | 0.6% | 40% | False | False | 3,790 |  
                | 40 | 80.085 | 76.405 | 3.680 | 4.7% | 0.518 | 0.7% | 31% | False | False | 1,935 |  
                | 60 | 81.985 | 76.405 | 5.580 | 7.2% | 0.486 | 0.6% | 21% | False | False | 1,336 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 80.743 |  
            | 2.618 | 79.551 |  
            | 1.618 | 78.821 |  
            | 1.000 | 78.370 |  
            | 0.618 | 78.091 |  
            | HIGH | 77.640 |  
            | 0.618 | 77.361 |  
            | 0.500 | 77.275 |  
            | 0.382 | 77.189 |  
            | LOW | 76.910 |  
            | 0.618 | 76.459 |  
            | 1.000 | 76.180 |  
            | 1.618 | 75.729 |  
            | 2.618 | 74.999 |  
            | 4.250 | 73.808 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Mar-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 77.463 | 77.426 |  
                                | PP | 77.369 | 77.296 |  
                                | S1 | 77.275 | 77.165 |  |