ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Mar-2012 | 
                    14-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.245 | 
                        80.595 | 
                        0.350 | 
                        0.4% | 
                        79.800 | 
                     
                    
                        | High | 
                        80.800 | 
                        81.060 | 
                        0.260 | 
                        0.3% | 
                        80.535 | 
                     
                    
                        | Low | 
                        80.105 | 
                        80.575 | 
                        0.470 | 
                        0.6% | 
                        79.530 | 
                     
                    
                        | Close | 
                        80.648 | 
                        80.981 | 
                        0.333 | 
                        0.4% | 
                        80.509 | 
                     
                    
                        | Range | 
                        0.695 | 
                        0.485 | 
                        -0.210 | 
                        -30.2% | 
                        1.005 | 
                     
                    
                        | ATR | 
                        0.563 | 
                        0.558 | 
                        -0.006 | 
                        -1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        27,067 | 
                        42,141 | 
                        15,074 | 
                        55.7% | 
                        12,919 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.327 | 
                82.139 | 
                81.248 | 
                 | 
             
            
                | R3 | 
                81.842 | 
                81.654 | 
                81.114 | 
                 | 
             
            
                | R2 | 
                81.357 | 
                81.357 | 
                81.070 | 
                 | 
             
            
                | R1 | 
                81.169 | 
                81.169 | 
                81.025 | 
                81.263 | 
             
            
                | PP | 
                80.872 | 
                80.872 | 
                80.872 | 
                80.919 | 
             
            
                | S1 | 
                80.684 | 
                80.684 | 
                80.937 | 
                80.778 | 
             
            
                | S2 | 
                80.387 | 
                80.387 | 
                80.892 | 
                 | 
             
            
                | S3 | 
                79.902 | 
                80.199 | 
                80.848 | 
                 | 
             
            
                | S4 | 
                79.417 | 
                79.714 | 
                80.714 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                81.060 | 
                79.530 | 
                1.530 | 
                1.9% | 
                0.640 | 
                0.8% | 
                95% | 
                True | 
                False | 
                17,798 | 
                 
                
                | 10 | 
                81.060 | 
                79.000 | 
                2.060 | 
                2.5% | 
                0.601 | 
                0.7% | 
                96% | 
                True | 
                False | 
                9,272 | 
                 
                
                | 20 | 
                81.060 | 
                78.420 | 
                2.640 | 
                3.3% | 
                0.543 | 
                0.7% | 
                97% | 
                True | 
                False | 
                4,691 | 
                 
                
                | 40 | 
                81.110 | 
                78.420 | 
                2.690 | 
                3.3% | 
                0.387 | 
                0.5% | 
                95% | 
                False | 
                False | 
                2,359 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.289 | 
                0.4% | 
                66% | 
                False | 
                False | 
                1,574 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.121 | 
         
        
            | 
2.618             | 
            82.330 | 
         
        
            | 
1.618             | 
            81.845 | 
         
        
            | 
1.000             | 
            81.545 | 
         
        
            | 
0.618             | 
            81.360 | 
         
        
            | 
HIGH             | 
            81.060 | 
         
        
            | 
0.618             | 
            80.875 | 
         
        
            | 
0.500             | 
            80.818 | 
         
        
            | 
0.382             | 
            80.760 | 
         
        
            | 
LOW             | 
            80.575 | 
         
        
            | 
0.618             | 
            80.275 | 
         
        
            | 
1.000             | 
            80.090 | 
         
        
            | 
1.618             | 
            79.790 | 
         
        
            | 
2.618             | 
            79.305 | 
         
        
            | 
4.250             | 
            78.514 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.927 | 
                                80.848 | 
                             
                            
                                | PP | 
                                80.872 | 
                                80.715 | 
                             
                            
                                | S1 | 
                                80.818 | 
                                80.583 | 
                             
             
         |