ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Mar-2012 | 
                    08-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.180 | 
                        80.240 | 
                        0.060 | 
                        0.1% | 
                        78.790 | 
                     
                    
                        | High | 
                        80.405 | 
                        80.300 | 
                        -0.105 | 
                        -0.1% | 
                        79.860 | 
                     
                    
                        | Low | 
                        80.130 | 
                        79.530 | 
                        -0.600 | 
                        -0.7% | 
                        78.420 | 
                     
                    
                        | Close | 
                        80.233 | 
                        79.609 | 
                        -0.624 | 
                        -0.8% | 
                        79.797 | 
                     
                    
                        | Range | 
                        0.275 | 
                        0.770 | 
                        0.495 | 
                        180.0% | 
                        1.440 | 
                     
                    
                        | ATR | 
                        0.526 | 
                        0.544 | 
                        0.017 | 
                        3.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        807 | 
                        4,999 | 
                        4,192 | 
                        519.5% | 
                        790 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.123 | 
                81.636 | 
                80.033 | 
                 | 
             
            
                | R3 | 
                81.353 | 
                80.866 | 
                79.821 | 
                 | 
             
            
                | R2 | 
                80.583 | 
                80.583 | 
                79.750 | 
                 | 
             
            
                | R1 | 
                80.096 | 
                80.096 | 
                79.680 | 
                79.955 | 
             
            
                | PP | 
                79.813 | 
                79.813 | 
                79.813 | 
                79.742 | 
             
            
                | S1 | 
                79.326 | 
                79.326 | 
                79.538 | 
                79.185 | 
             
            
                | S2 | 
                79.043 | 
                79.043 | 
                79.468 | 
                 | 
             
            
                | S3 | 
                78.273 | 
                78.556 | 
                79.397 | 
                 | 
             
            
                | S4 | 
                77.503 | 
                77.786 | 
                79.186 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.235 | 
                1.240 | 
                1.6% | 
                0.646 | 
                0.8% | 
                30% | 
                False | 
                False | 
                1,715 | 
                 
                
                | 10 | 
                80.475 | 
                78.420 | 
                2.055 | 
                2.6% | 
                0.569 | 
                0.7% | 
                58% | 
                False | 
                False | 
                930 | 
                 
                
                | 20 | 
                80.585 | 
                78.420 | 
                2.165 | 
                2.7% | 
                0.500 | 
                0.6% | 
                55% | 
                False | 
                False | 
                510 | 
                 
                
                | 40 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.329 | 
                0.4% | 
                31% | 
                False | 
                False | 
                259 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.249 | 
                0.3% | 
                31% | 
                False | 
                False | 
                175 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.573 | 
         
        
            | 
2.618             | 
            82.316 | 
         
        
            | 
1.618             | 
            81.546 | 
         
        
            | 
1.000             | 
            81.070 | 
         
        
            | 
0.618             | 
            80.776 | 
         
        
            | 
HIGH             | 
            80.300 | 
         
        
            | 
0.618             | 
            80.006 | 
         
        
            | 
0.500             | 
            79.915 | 
         
        
            | 
0.382             | 
            79.824 | 
         
        
            | 
LOW             | 
            79.530 | 
         
        
            | 
0.618             | 
            79.054 | 
         
        
            | 
1.000             | 
            78.760 | 
         
        
            | 
1.618             | 
            78.284 | 
         
        
            | 
2.618             | 
            77.514 | 
         
        
            | 
4.250             | 
            76.258 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.915 | 
                                80.003 | 
                             
                            
                                | PP | 
                                79.813 | 
                                79.871 | 
                             
                            
                                | S1 | 
                                79.711 | 
                                79.740 | 
                             
             
         |