ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Mar-2012 | 
                    07-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.725 | 
                        80.180 | 
                        0.455 | 
                        0.6% | 
                        78.790 | 
                     
                    
                        | High | 
                        80.475 | 
                        80.405 | 
                        -0.070 | 
                        -0.1% | 
                        79.860 | 
                     
                    
                        | Low | 
                        79.710 | 
                        80.130 | 
                        0.420 | 
                        0.5% | 
                        78.420 | 
                     
                    
                        | Close | 
                        80.371 | 
                        80.233 | 
                        -0.138 | 
                        -0.2% | 
                        79.797 | 
                     
                    
                        | Range | 
                        0.765 | 
                        0.275 | 
                        -0.490 | 
                        -64.1% | 
                        1.440 | 
                     
                    
                        | ATR | 
                        0.546 | 
                        0.526 | 
                        -0.019 | 
                        -3.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,920 | 
                        807 | 
                        -1,113 | 
                        -58.0% | 
                        790 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.081 | 
                80.932 | 
                80.384 | 
                 | 
             
            
                | R3 | 
                80.806 | 
                80.657 | 
                80.309 | 
                 | 
             
            
                | R2 | 
                80.531 | 
                80.531 | 
                80.283 | 
                 | 
             
            
                | R1 | 
                80.382 | 
                80.382 | 
                80.258 | 
                80.457 | 
             
            
                | PP | 
                80.256 | 
                80.256 | 
                80.256 | 
                80.293 | 
             
            
                | S1 | 
                80.107 | 
                80.107 | 
                80.208 | 
                80.182 | 
             
            
                | S2 | 
                79.981 | 
                79.981 | 
                80.183 | 
                 | 
             
            
                | S3 | 
                79.706 | 
                79.832 | 
                80.157 | 
                 | 
             
            
                | S4 | 
                79.431 | 
                79.557 | 
                80.082 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.475 | 
                79.000 | 
                1.475 | 
                1.8% | 
                0.562 | 
                0.7% | 
                84% | 
                False | 
                False | 
                746 | 
                 
                
                | 10 | 
                80.475 | 
                78.420 | 
                2.055 | 
                2.6% | 
                0.549 | 
                0.7% | 
                88% | 
                False | 
                False | 
                439 | 
                 
                
                | 20 | 
                80.585 | 
                78.420 | 
                2.165 | 
                2.7% | 
                0.462 | 
                0.6% | 
                84% | 
                False | 
                False | 
                260 | 
                 
                
                | 40 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.310 | 
                0.4% | 
                47% | 
                False | 
                False | 
                134 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.236 | 
                0.3% | 
                47% | 
                False | 
                False | 
                103 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.574 | 
         
        
            | 
2.618             | 
            81.125 | 
         
        
            | 
1.618             | 
            80.850 | 
         
        
            | 
1.000             | 
            80.680 | 
         
        
            | 
0.618             | 
            80.575 | 
         
        
            | 
HIGH             | 
            80.405 | 
         
        
            | 
0.618             | 
            80.300 | 
         
        
            | 
0.500             | 
            80.268 | 
         
        
            | 
0.382             | 
            80.235 | 
         
        
            | 
LOW             | 
            80.130 | 
         
        
            | 
0.618             | 
            79.960 | 
         
        
            | 
1.000             | 
            79.855 | 
         
        
            | 
1.618             | 
            79.685 | 
         
        
            | 
2.618             | 
            79.410 | 
         
        
            | 
4.250             | 
            78.961 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.268 | 
                                80.169 | 
                             
                            
                                | PP | 
                                80.256 | 
                                80.104 | 
                             
                            
                                | S1 | 
                                80.245 | 
                                80.040 | 
                             
             
         |