ICE US Dollar Index Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Mar-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Mar-2011 | 
                    11-Mar-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        76.965 | 
                        77.460 | 
                        0.495 | 
                        0.6% | 
                        76.605 | 
                     
                    
                        | High | 
                        77.640 | 
                        77.675 | 
                        0.035 | 
                        0.0% | 
                        77.675 | 
                     
                    
                        | Low | 
                        76.910 | 
                        76.925 | 
                        0.015 | 
                        0.0% | 
                        76.405 | 
                     
                    
                        | Close | 
                        77.557 | 
                        77.055 | 
                        -0.502 | 
                        -0.6% | 
                        77.055 | 
                     
                    
                        | Range | 
                        0.730 | 
                        0.750 | 
                        0.020 | 
                        2.7% | 
                        1.270 | 
                     
                    
                        | ATR | 
                        0.514 | 
                        0.531 | 
                        0.017 | 
                        3.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,404 | 
                        29,038 | 
                        634 | 
                        2.2% | 
                        97,746 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                79.468 | 
                79.012 | 
                77.468 | 
                 | 
             
            
                | R3 | 
                78.718 | 
                78.262 | 
                77.261 | 
                 | 
             
            
                | R2 | 
                77.968 | 
                77.968 | 
                77.193 | 
                 | 
             
            
                | R1 | 
                77.512 | 
                77.512 | 
                77.124 | 
                77.365 | 
             
            
                | PP | 
                77.218 | 
                77.218 | 
                77.218 | 
                77.145 | 
             
            
                | S1 | 
                76.762 | 
                76.762 | 
                76.986 | 
                76.615 | 
             
            
                | S2 | 
                76.468 | 
                76.468 | 
                76.918 | 
                 | 
             
            
                | S3 | 
                75.718 | 
                76.012 | 
                76.849 | 
                 | 
             
            
                | S4 | 
                74.968 | 
                75.262 | 
                76.643 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Mar-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.855 | 
                80.225 | 
                77.754 | 
                 | 
             
            
                | R3 | 
                79.585 | 
                78.955 | 
                77.404 | 
                 | 
             
            
                | R2 | 
                78.315 | 
                78.315 | 
                77.288 | 
                 | 
             
            
                | R1 | 
                77.685 | 
                77.685 | 
                77.171 | 
                78.000 | 
             
            
                | PP | 
                77.045 | 
                77.045 | 
                77.045 | 
                77.203 | 
             
            
                | S1 | 
                76.415 | 
                76.415 | 
                76.939 | 
                76.730 | 
             
            
                | S2 | 
                75.775 | 
                75.775 | 
                76.822 | 
                 | 
             
            
                | S3 | 
                74.505 | 
                75.145 | 
                76.706 | 
                 | 
             
            
                | S4 | 
                73.235 | 
                73.875 | 
                76.357 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                77.675 | 
                76.405 | 
                1.270 | 
                1.6% | 
                0.585 | 
                0.8% | 
                51% | 
                True | 
                False | 
                19,549 | 
                 
                
                | 10 | 
                77.760 | 
                76.405 | 
                1.355 | 
                1.8% | 
                0.539 | 
                0.7% | 
                48% | 
                False | 
                False | 
                10,209 | 
                 
                
                | 20 | 
                79.295 | 
                76.405 | 
                2.890 | 
                3.8% | 
                0.508 | 
                0.7% | 
                22% | 
                False | 
                False | 
                5,235 | 
                 
                
                | 40 | 
                80.085 | 
                76.405 | 
                3.680 | 
                4.8% | 
                0.524 | 
                0.7% | 
                18% | 
                False | 
                False | 
                2,658 | 
                 
                
                | 60 | 
                81.985 | 
                76.405 | 
                5.580 | 
                7.2% | 
                0.498 | 
                0.6% | 
                12% | 
                False | 
                False | 
                1,820 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.863 | 
         
        
            | 
2.618             | 
            79.639 | 
         
        
            | 
1.618             | 
            78.889 | 
         
        
            | 
1.000             | 
            78.425 | 
         
        
            | 
0.618             | 
            78.139 | 
         
        
            | 
HIGH             | 
            77.675 | 
         
        
            | 
0.618             | 
            77.389 | 
         
        
            | 
0.500             | 
            77.300 | 
         
        
            | 
0.382             | 
            77.212 | 
         
        
            | 
LOW             | 
            76.925 | 
         
        
            | 
0.618             | 
            76.462 | 
         
        
            | 
1.000             | 
            76.175 | 
         
        
            | 
1.618             | 
            75.712 | 
         
        
            | 
2.618             | 
            74.962 | 
         
        
            | 
4.250             | 
            73.738 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Mar-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                77.300 | 
                                77.243 | 
                             
                            
                                | PP | 
                                77.218 | 
                                77.180 | 
                             
                            
                                | S1 | 
                                77.137 | 
                                77.118 | 
                             
             
         |