ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Mar-2012 | 
                    09-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.240 | 
                        79.625 | 
                        -0.615 | 
                        -0.8% | 
                        79.800 | 
                     
                    
                        | High | 
                        80.300 | 
                        80.535 | 
                        0.235 | 
                        0.3% | 
                        80.535 | 
                     
                    
                        | Low | 
                        79.530 | 
                        79.595 | 
                        0.065 | 
                        0.1% | 
                        79.530 | 
                     
                    
                        | Close | 
                        79.609 | 
                        80.509 | 
                        0.900 | 
                        1.1% | 
                        80.509 | 
                     
                    
                        | Range | 
                        0.770 | 
                        0.940 | 
                        0.170 | 
                        22.1% | 
                        1.005 | 
                     
                    
                        | ATR | 
                        0.544 | 
                        0.572 | 
                        0.028 | 
                        5.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4,999 | 
                        4,490 | 
                        -509 | 
                        -10.2% | 
                        12,919 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.033 | 
                82.711 | 
                81.026 | 
                 | 
             
            
                | R3 | 
                82.093 | 
                81.771 | 
                80.768 | 
                 | 
             
            
                | R2 | 
                81.153 | 
                81.153 | 
                80.681 | 
                 | 
             
            
                | R1 | 
                80.831 | 
                80.831 | 
                80.595 | 
                80.992 | 
             
            
                | PP | 
                80.213 | 
                80.213 | 
                80.213 | 
                80.294 | 
             
            
                | S1 | 
                79.891 | 
                79.891 | 
                80.423 | 
                80.052 | 
             
            
                | S2 | 
                79.273 | 
                79.273 | 
                80.337 | 
                 | 
             
            
                | S3 | 
                78.333 | 
                78.951 | 
                80.251 | 
                 | 
             
            
                | S4 | 
                77.393 | 
                78.011 | 
                79.992 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.206 | 
                82.863 | 
                81.062 | 
                 | 
             
            
                | R3 | 
                82.201 | 
                81.858 | 
                80.785 | 
                 | 
             
            
                | R2 | 
                81.196 | 
                81.196 | 
                80.693 | 
                 | 
             
            
                | R1 | 
                80.853 | 
                80.853 | 
                80.601 | 
                81.025 | 
             
            
                | PP | 
                80.191 | 
                80.191 | 
                80.191 | 
                80.277 | 
             
            
                | S1 | 
                79.848 | 
                79.848 | 
                80.417 | 
                80.020 | 
             
            
                | S2 | 
                79.186 | 
                79.186 | 
                80.325 | 
                 | 
             
            
                | S3 | 
                78.181 | 
                78.843 | 
                80.233 | 
                 | 
             
            
                | S4 | 
                77.176 | 
                77.838 | 
                79.956 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.535 | 
                79.530 | 
                1.005 | 
                1.2% | 
                0.709 | 
                0.9% | 
                97% | 
                True | 
                False | 
                2,583 | 
                 
                
                | 10 | 
                80.535 | 
                78.420 | 
                2.115 | 
                2.6% | 
                0.610 | 
                0.8% | 
                99% | 
                True | 
                False | 
                1,370 | 
                 
                
                | 20 | 
                80.585 | 
                78.420 | 
                2.165 | 
                2.7% | 
                0.542 | 
                0.7% | 
                96% | 
                False | 
                False | 
                734 | 
                 
                
                | 40 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.352 | 
                0.4% | 
                54% | 
                False | 
                False | 
                372 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.264 | 
                0.3% | 
                54% | 
                False | 
                False | 
                249 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.530 | 
         
        
            | 
2.618             | 
            82.996 | 
         
        
            | 
1.618             | 
            82.056 | 
         
        
            | 
1.000             | 
            81.475 | 
         
        
            | 
0.618             | 
            81.116 | 
         
        
            | 
HIGH             | 
            80.535 | 
         
        
            | 
0.618             | 
            80.176 | 
         
        
            | 
0.500             | 
            80.065 | 
         
        
            | 
0.382             | 
            79.954 | 
         
        
            | 
LOW             | 
            79.595 | 
         
        
            | 
0.618             | 
            79.014 | 
         
        
            | 
1.000             | 
            78.655 | 
         
        
            | 
1.618             | 
            78.074 | 
         
        
            | 
2.618             | 
            77.134 | 
         
        
            | 
4.250             | 
            75.600 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.361 | 
                                80.350 | 
                             
                            
                                | PP | 
                                80.213 | 
                                80.191 | 
                             
                            
                                | S1 | 
                                80.065 | 
                                80.033 | 
                             
             
         |