ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2012 | 
                    05-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.235 | 
                        79.800 | 
                        0.565 | 
                        0.7% | 
                        78.790 | 
                     
                    
                        | High | 
                        79.860 | 
                        80.400 | 
                        0.540 | 
                        0.7% | 
                        79.860 | 
                     
                    
                        | Low | 
                        79.235 | 
                        79.605 | 
                        0.370 | 
                        0.5% | 
                        78.420 | 
                     
                    
                        | Close | 
                        79.797 | 
                        79.725 | 
                        -0.072 | 
                        -0.1% | 
                        79.797 | 
                     
                    
                        | Range | 
                        0.625 | 
                        0.795 | 
                        0.170 | 
                        27.2% | 
                        1.440 | 
                     
                    
                        | ATR | 
                        0.508 | 
                        0.529 | 
                        0.020 | 
                        4.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        150 | 
                        703 | 
                        553 | 
                        368.7% | 
                        790 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.295 | 
                81.805 | 
                80.162 | 
                 | 
             
            
                | R3 | 
                81.500 | 
                81.010 | 
                79.944 | 
                 | 
             
            
                | R2 | 
                80.705 | 
                80.705 | 
                79.871 | 
                 | 
             
            
                | R1 | 
                80.215 | 
                80.215 | 
                79.798 | 
                80.063 | 
             
            
                | PP | 
                79.910 | 
                79.910 | 
                79.910 | 
                79.834 | 
             
            
                | S1 | 
                79.420 | 
                79.420 | 
                79.652 | 
                79.268 | 
             
            
                | S2 | 
                79.115 | 
                79.115 | 
                79.579 | 
                 | 
             
            
                | S3 | 
                78.320 | 
                78.625 | 
                79.506 | 
                 | 
             
            
                | S4 | 
                77.525 | 
                77.830 | 
                79.288 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.679 | 
                83.178 | 
                80.589 | 
                 | 
             
            
                | R3 | 
                82.239 | 
                81.738 | 
                80.193 | 
                 | 
             
            
                | R2 | 
                80.799 | 
                80.799 | 
                80.061 | 
                 | 
             
            
                | R1 | 
                80.298 | 
                80.298 | 
                79.929 | 
                80.549 | 
             
            
                | PP | 
                79.359 | 
                79.359 | 
                79.359 | 
                79.484 | 
             
            
                | S1 | 
                78.858 | 
                78.858 | 
                79.665 | 
                79.109 | 
             
            
                | S2 | 
                77.919 | 
                77.919 | 
                79.533 | 
                 | 
             
            
                | S3 | 
                76.479 | 
                77.418 | 
                79.401 | 
                 | 
             
            
                | S4 | 
                75.039 | 
                75.978 | 
                79.005 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.400 | 
                78.420 | 
                1.980 | 
                2.5% | 
                0.601 | 
                0.8% | 
                66% | 
                True | 
                False | 
                265 | 
                 
                
                | 10 | 
                80.400 | 
                78.420 | 
                1.980 | 
                2.5% | 
                0.524 | 
                0.7% | 
                66% | 
                True | 
                False | 
                180 | 
                 
                
                | 20 | 
                80.585 | 
                78.420 | 
                2.165 | 
                2.7% | 
                0.467 | 
                0.6% | 
                60% | 
                False | 
                False | 
                126 | 
                 
                
                | 40 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.284 | 
                0.4% | 
                34% | 
                False | 
                False | 
                67 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.219 | 
                0.3% | 
                34% | 
                False | 
                False | 
                58 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.779 | 
         
        
            | 
2.618             | 
            82.481 | 
         
        
            | 
1.618             | 
            81.686 | 
         
        
            | 
1.000             | 
            81.195 | 
         
        
            | 
0.618             | 
            80.891 | 
         
        
            | 
HIGH             | 
            80.400 | 
         
        
            | 
0.618             | 
            80.096 | 
         
        
            | 
0.500             | 
            80.003 | 
         
        
            | 
0.382             | 
            79.909 | 
         
        
            | 
LOW             | 
            79.605 | 
         
        
            | 
0.618             | 
            79.114 | 
         
        
            | 
1.000             | 
            78.810 | 
         
        
            | 
1.618             | 
            78.319 | 
         
        
            | 
2.618             | 
            77.524 | 
         
        
            | 
4.250             | 
            76.226 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.003 | 
                                79.717 | 
                             
                            
                                | PP | 
                                79.910 | 
                                79.708 | 
                             
                            
                                | S1 | 
                                79.818 | 
                                79.700 | 
                             
             
         |