ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Mar-2012 | 
                    16-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.025 | 
                        80.605 | 
                        -0.420 | 
                        -0.5% | 
                        80.450 | 
                     
                    
                        | High | 
                        81.160 | 
                        80.760 | 
                        -0.400 | 
                        -0.5% | 
                        81.160 | 
                     
                    
                        | Low | 
                        80.370 | 
                        79.950 | 
                        -0.420 | 
                        -0.5% | 
                        79.950 | 
                     
                    
                        | Close | 
                        80.505 | 
                        80.082 | 
                        -0.423 | 
                        -0.5% | 
                        80.082 | 
                     
                    
                        | Range | 
                        0.790 | 
                        0.810 | 
                        0.020 | 
                        2.5% | 
                        1.210 | 
                     
                    
                        | ATR | 
                        0.574 | 
                        0.591 | 
                        0.017 | 
                        2.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        39,472 | 
                        28,949 | 
                        -10,523 | 
                        -26.7% | 
                        147,926 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.694 | 
                82.198 | 
                80.528 | 
                 | 
             
            
                | R3 | 
                81.884 | 
                81.388 | 
                80.305 | 
                 | 
             
            
                | R2 | 
                81.074 | 
                81.074 | 
                80.231 | 
                 | 
             
            
                | R1 | 
                80.578 | 
                80.578 | 
                80.156 | 
                80.421 | 
             
            
                | PP | 
                80.264 | 
                80.264 | 
                80.264 | 
                80.186 | 
             
            
                | S1 | 
                79.768 | 
                79.768 | 
                80.008 | 
                79.611 | 
             
            
                | S2 | 
                79.454 | 
                79.454 | 
                79.934 | 
                 | 
             
            
                | S3 | 
                78.644 | 
                78.958 | 
                79.859 | 
                 | 
             
            
                | S4 | 
                77.834 | 
                78.148 | 
                79.637 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.027 | 
                83.265 | 
                80.748 | 
                 | 
             
            
                | R3 | 
                82.817 | 
                82.055 | 
                80.415 | 
                 | 
             
            
                | R2 | 
                81.607 | 
                81.607 | 
                80.304 | 
                 | 
             
            
                | R1 | 
                80.845 | 
                80.845 | 
                80.193 | 
                80.621 | 
             
            
                | PP | 
                80.397 | 
                80.397 | 
                80.397 | 
                80.286 | 
             
            
                | S1 | 
                79.635 | 
                79.635 | 
                79.971 | 
                79.411 | 
             
            
                | S2 | 
                79.187 | 
                79.187 | 
                79.860 | 
                 | 
             
            
                | S3 | 
                77.977 | 
                78.425 | 
                79.749 | 
                 | 
             
            
                | S4 | 
                76.767 | 
                77.215 | 
                79.417 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                81.160 | 
                79.950 | 
                1.210 | 
                1.5% | 
                0.618 | 
                0.8% | 
                11% | 
                False | 
                True | 
                29,585 | 
                 
                
                | 10 | 
                81.160 | 
                79.530 | 
                1.630 | 
                2.0% | 
                0.664 | 
                0.8% | 
                34% | 
                False | 
                False | 
                16,084 | 
                 
                
                | 20 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.564 | 
                0.7% | 
                61% | 
                False | 
                False | 
                8,098 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.419 | 
                0.5% | 
                61% | 
                False | 
                False | 
                4,069 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.316 | 
                0.4% | 
                43% | 
                False | 
                False | 
                2,715 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.203 | 
         
        
            | 
2.618             | 
            82.881 | 
         
        
            | 
1.618             | 
            82.071 | 
         
        
            | 
1.000             | 
            81.570 | 
         
        
            | 
0.618             | 
            81.261 | 
         
        
            | 
HIGH             | 
            80.760 | 
         
        
            | 
0.618             | 
            80.451 | 
         
        
            | 
0.500             | 
            80.355 | 
         
        
            | 
0.382             | 
            80.259 | 
         
        
            | 
LOW             | 
            79.950 | 
         
        
            | 
0.618             | 
            79.449 | 
         
        
            | 
1.000             | 
            79.140 | 
         
        
            | 
1.618             | 
            78.639 | 
         
        
            | 
2.618             | 
            77.829 | 
         
        
            | 
4.250             | 
            76.508 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.355 | 
                                80.555 | 
                             
                            
                                | PP | 
                                80.264 | 
                                80.397 | 
                             
                            
                                | S1 | 
                                80.173 | 
                                80.240 | 
                             
             
         |