ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Mar-2012 | 
                    15-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.595 | 
                        81.025 | 
                        0.430 | 
                        0.5% | 
                        79.800 | 
                     
                    
                        | High | 
                        81.060 | 
                        81.160 | 
                        0.100 | 
                        0.1% | 
                        80.535 | 
                     
                    
                        | Low | 
                        80.575 | 
                        80.370 | 
                        -0.205 | 
                        -0.3% | 
                        79.530 | 
                     
                    
                        | Close | 
                        80.981 | 
                        80.505 | 
                        -0.476 | 
                        -0.6% | 
                        80.509 | 
                     
                    
                        | Range | 
                        0.485 | 
                        0.790 | 
                        0.305 | 
                        62.9% | 
                        1.005 | 
                     
                    
                        | ATR | 
                        0.558 | 
                        0.574 | 
                        0.017 | 
                        3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        42,141 | 
                        39,472 | 
                        -2,669 | 
                        -6.3% | 
                        12,919 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.048 | 
                82.567 | 
                80.940 | 
                 | 
             
            
                | R3 | 
                82.258 | 
                81.777 | 
                80.722 | 
                 | 
             
            
                | R2 | 
                81.468 | 
                81.468 | 
                80.650 | 
                 | 
             
            
                | R1 | 
                80.987 | 
                80.987 | 
                80.577 | 
                80.833 | 
             
            
                | PP | 
                80.678 | 
                80.678 | 
                80.678 | 
                80.601 | 
             
            
                | S1 | 
                80.197 | 
                80.197 | 
                80.433 | 
                80.043 | 
             
            
                | S2 | 
                79.888 | 
                79.888 | 
                80.360 | 
                 | 
             
            
                | S3 | 
                79.098 | 
                79.407 | 
                80.288 | 
                 | 
             
            
                | S4 | 
                78.308 | 
                78.617 | 
                80.071 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                81.160 | 
                79.595 | 
                1.565 | 
                1.9% | 
                0.644 | 
                0.8% | 
                58% | 
                True | 
                False | 
                24,693 | 
                 
                
                | 10 | 
                81.160 | 
                79.235 | 
                1.925 | 
                2.4% | 
                0.645 | 
                0.8% | 
                66% | 
                True | 
                False | 
                13,204 | 
                 
                
                | 20 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.542 | 
                0.7% | 
                76% | 
                True | 
                False | 
                6,658 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.401 | 
                0.5% | 
                76% | 
                True | 
                False | 
                3,346 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.302 | 
                0.4% | 
                54% | 
                False | 
                False | 
                2,232 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.518 | 
         
        
            | 
2.618             | 
            83.228 | 
         
        
            | 
1.618             | 
            82.438 | 
         
        
            | 
1.000             | 
            81.950 | 
         
        
            | 
0.618             | 
            81.648 | 
         
        
            | 
HIGH             | 
            81.160 | 
         
        
            | 
0.618             | 
            80.858 | 
         
        
            | 
0.500             | 
            80.765 | 
         
        
            | 
0.382             | 
            80.672 | 
         
        
            | 
LOW             | 
            80.370 | 
         
        
            | 
0.618             | 
            79.882 | 
         
        
            | 
1.000             | 
            79.580 | 
         
        
            | 
1.618             | 
            79.092 | 
         
        
            | 
2.618             | 
            78.302 | 
         
        
            | 
4.250             | 
            77.013 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.765 | 
                                80.633 | 
                             
                            
                                | PP | 
                                80.678 | 
                                80.590 | 
                             
                            
                                | S1 | 
                                80.592 | 
                                80.548 | 
                             
             
         |