ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Mar-2012 | 
                    21-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.755 | 
                        79.805 | 
                        0.050 | 
                        0.1% | 
                        80.450 | 
                     
                    
                        | High | 
                        80.100 | 
                        80.070 | 
                        -0.030 | 
                        0.0% | 
                        81.160 | 
                     
                    
                        | Low | 
                        79.685 | 
                        79.530 | 
                        -0.155 | 
                        -0.2% | 
                        79.950 | 
                     
                    
                        | Close | 
                        79.825 | 
                        79.896 | 
                        0.071 | 
                        0.1% | 
                        80.082 | 
                     
                    
                        | Range | 
                        0.415 | 
                        0.540 | 
                        0.125 | 
                        30.1% | 
                        1.210 | 
                     
                    
                        | ATR | 
                        0.578 | 
                        0.575 | 
                        -0.003 | 
                        -0.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        13,886 | 
                        15,861 | 
                        1,975 | 
                        14.2% | 
                        147,926 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.452 | 
                81.214 | 
                80.193 | 
                 | 
             
            
                | R3 | 
                80.912 | 
                80.674 | 
                80.045 | 
                 | 
             
            
                | R2 | 
                80.372 | 
                80.372 | 
                79.995 | 
                 | 
             
            
                | R1 | 
                80.134 | 
                80.134 | 
                79.946 | 
                80.253 | 
             
            
                | PP | 
                79.832 | 
                79.832 | 
                79.832 | 
                79.892 | 
             
            
                | S1 | 
                79.594 | 
                79.594 | 
                79.847 | 
                79.713 | 
             
            
                | S2 | 
                79.292 | 
                79.292 | 
                79.797 | 
                 | 
             
            
                | S3 | 
                78.752 | 
                79.054 | 
                79.748 | 
                 | 
             
            
                | S4 | 
                78.212 | 
                78.514 | 
                79.599 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.530 | 
                1.630 | 
                2.0% | 
                0.627 | 
                0.8% | 
                22% | 
                False | 
                True | 
                23,507 | 
                 
                
                | 10 | 
                81.160 | 
                79.530 | 
                1.630 | 
                2.0% | 
                0.634 | 
                0.8% | 
                22% | 
                False | 
                True | 
                20,653 | 
                 
                
                | 20 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.591 | 
                0.7% | 
                54% | 
                False | 
                False | 
                10,546 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.443 | 
                0.6% | 
                54% | 
                False | 
                False | 
                5,296 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.341 | 
                0.4% | 
                38% | 
                False | 
                False | 
                3,533 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.365 | 
         
        
            | 
2.618             | 
            81.484 | 
         
        
            | 
1.618             | 
            80.944 | 
         
        
            | 
1.000             | 
            80.610 | 
         
        
            | 
0.618             | 
            80.404 | 
         
        
            | 
HIGH             | 
            80.070 | 
         
        
            | 
0.618             | 
            79.864 | 
         
        
            | 
0.500             | 
            79.800 | 
         
        
            | 
0.382             | 
            79.736 | 
         
        
            | 
LOW             | 
            79.530 | 
         
        
            | 
0.618             | 
            79.196 | 
         
        
            | 
1.000             | 
            78.990 | 
         
        
            | 
1.618             | 
            78.656 | 
         
        
            | 
2.618             | 
            78.116 | 
         
        
            | 
4.250             | 
            77.235 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.864 | 
                                79.883 | 
                             
                            
                                | PP | 
                                79.832 | 
                                79.870 | 
                             
                            
                                | S1 | 
                                79.800 | 
                                79.858 | 
                             
             
         |