ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jan-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jan-2012 | 
                    17-Jan-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.286 | 
                        81.675 | 
                        -0.611 | 
                        -0.7% | 
                        81.848 | 
                     
                    
                        | High | 
                        82.286 | 
                        81.785 | 
                        -0.501 | 
                        -0.6% | 
                        82.175 | 
                     
                    
                        | Low | 
                        82.286 | 
                        81.675 | 
                        -0.611 | 
                        -0.7% | 
                        81.675 | 
                     
                    
                        | Close | 
                        82.286 | 
                        81.924 | 
                        -0.362 | 
                        -0.4% | 
                        82.286 | 
                     
                    
                        | Range | 
                        0.000 | 
                        0.110 | 
                        0.110 | 
                         | 
                        0.500 | 
                     
                    
                        | ATR | 
                        0.361 | 
                        0.379 | 
                        0.018 | 
                        5.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2 | 
                        4 | 
                        2 | 
                        100.0% | 
                        52 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.125 | 
                82.134 | 
                81.985 | 
                 | 
             
            
                | R3 | 
                82.015 | 
                82.024 | 
                81.954 | 
                 | 
             
            
                | R2 | 
                81.905 | 
                81.905 | 
                81.944 | 
                 | 
             
            
                | R1 | 
                81.914 | 
                81.914 | 
                81.934 | 
                81.910 | 
             
            
                | PP | 
                81.795 | 
                81.795 | 
                81.795 | 
                81.792 | 
             
            
                | S1 | 
                81.804 | 
                81.804 | 
                81.914 | 
                81.800 | 
             
            
                | S2 | 
                81.685 | 
                81.685 | 
                81.904 | 
                 | 
             
            
                | S3 | 
                81.575 | 
                81.694 | 
                81.894 | 
                 | 
             
            
                | S4 | 
                81.465 | 
                81.584 | 
                81.864 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jan-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.545 | 
                83.416 | 
                82.561 | 
                 | 
             
            
                | R3 | 
                83.045 | 
                82.916 | 
                82.424 | 
                 | 
             
            
                | R2 | 
                82.545 | 
                82.545 | 
                82.378 | 
                 | 
             
            
                | R1 | 
                82.416 | 
                82.416 | 
                82.332 | 
                82.481 | 
             
            
                | PP | 
                82.045 | 
                82.045 | 
                82.045 | 
                82.078 | 
             
            
                | S1 | 
                81.916 | 
                81.916 | 
                82.240 | 
                81.981 | 
             
            
                | S2 | 
                81.545 | 
                81.545 | 
                82.194 | 
                 | 
             
            
                | S3 | 
                81.045 | 
                81.416 | 
                82.149 | 
                 | 
             
            
                | S4 | 
                80.545 | 
                80.916 | 
                82.011 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.253 | 
         
        
            | 
2.618             | 
            82.073 | 
         
        
            | 
1.618             | 
            81.963 | 
         
        
            | 
1.000             | 
            81.895 | 
         
        
            | 
0.618             | 
            81.853 | 
         
        
            | 
HIGH             | 
            81.785 | 
         
        
            | 
0.618             | 
            81.743 | 
         
        
            | 
0.500             | 
            81.730 | 
         
        
            | 
0.382             | 
            81.717 | 
         
        
            | 
LOW             | 
            81.675 | 
         
        
            | 
0.618             | 
            81.607 | 
         
        
            | 
1.000             | 
            81.565 | 
         
        
            | 
1.618             | 
            81.497 | 
         
        
            | 
2.618             | 
            81.387 | 
         
        
            | 
4.250             | 
            81.208 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jan-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.859 | 
                                81.981 | 
                             
                            
                                | PP | 
                                81.795 | 
                                81.962 | 
                             
                            
                                | S1 | 
                                81.730 | 
                                81.943 | 
                             
             
         |