ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Mar-2012 | 
                    19-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.605 | 
                        80.065 | 
                        -0.540 | 
                        -0.7% | 
                        80.450 | 
                     
                    
                        | High | 
                        80.760 | 
                        80.185 | 
                        -0.575 | 
                        -0.7% | 
                        81.160 | 
                     
                    
                        | Low | 
                        79.950 | 
                        79.605 | 
                        -0.345 | 
                        -0.4% | 
                        79.950 | 
                     
                    
                        | Close | 
                        80.082 | 
                        79.712 | 
                        -0.370 | 
                        -0.5% | 
                        80.082 | 
                     
                    
                        | Range | 
                        0.810 | 
                        0.580 | 
                        -0.230 | 
                        -28.4% | 
                        1.210 | 
                     
                    
                        | ATR | 
                        0.591 | 
                        0.590 | 
                        -0.001 | 
                        -0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,949 | 
                        19,369 | 
                        -9,580 | 
                        -33.1% | 
                        147,926 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.574 | 
                81.223 | 
                80.031 | 
                 | 
             
            
                | R3 | 
                80.994 | 
                80.643 | 
                79.872 | 
                 | 
             
            
                | R2 | 
                80.414 | 
                80.414 | 
                79.818 | 
                 | 
             
            
                | R1 | 
                80.063 | 
                80.063 | 
                79.765 | 
                79.949 | 
             
            
                | PP | 
                79.834 | 
                79.834 | 
                79.834 | 
                79.777 | 
             
            
                | S1 | 
                79.483 | 
                79.483 | 
                79.659 | 
                79.369 | 
             
            
                | S2 | 
                79.254 | 
                79.254 | 
                79.606 | 
                 | 
             
            
                | S3 | 
                78.674 | 
                78.903 | 
                79.553 | 
                 | 
             
            
                | S4 | 
                78.094 | 
                78.323 | 
                79.393 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.605 | 
                1.555 | 
                2.0% | 
                0.672 | 
                0.8% | 
                7% | 
                False | 
                True | 
                31,399 | 
                 
                
                | 10 | 
                81.160 | 
                79.530 | 
                1.630 | 
                2.0% | 
                0.642 | 
                0.8% | 
                11% | 
                False | 
                False | 
                17,951 | 
                 
                
                | 20 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.583 | 
                0.7% | 
                47% | 
                False | 
                False | 
                9,065 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.421 | 
                0.5% | 
                47% | 
                False | 
                False | 
                4,553 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.326 | 
                0.4% | 
                33% | 
                False | 
                False | 
                3,037 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.650 | 
         
        
            | 
2.618             | 
            81.703 | 
         
        
            | 
1.618             | 
            81.123 | 
         
        
            | 
1.000             | 
            80.765 | 
         
        
            | 
0.618             | 
            80.543 | 
         
        
            | 
HIGH             | 
            80.185 | 
         
        
            | 
0.618             | 
            79.963 | 
         
        
            | 
0.500             | 
            79.895 | 
         
        
            | 
0.382             | 
            79.827 | 
         
        
            | 
LOW             | 
            79.605 | 
         
        
            | 
0.618             | 
            79.247 | 
         
        
            | 
1.000             | 
            79.025 | 
         
        
            | 
1.618             | 
            78.667 | 
         
        
            | 
2.618             | 
            78.087 | 
         
        
            | 
4.250             | 
            77.140 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.895 | 
                                80.383 | 
                             
                            
                                | PP | 
                                79.834 | 
                                80.159 | 
                             
                            
                                | S1 | 
                                79.773 | 
                                79.936 | 
                             
             
         |