ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Mar-2012 | 
                    23-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.770 | 
                        79.895 | 
                        0.125 | 
                        0.2% | 
                        80.065 | 
                     
                    
                        | High | 
                        80.195 | 
                        80.010 | 
                        -0.185 | 
                        -0.2% | 
                        80.195 | 
                     
                    
                        | Low | 
                        79.650 | 
                        79.325 | 
                        -0.325 | 
                        -0.4% | 
                        79.325 | 
                     
                    
                        | Close | 
                        79.998 | 
                        79.576 | 
                        -0.422 | 
                        -0.5% | 
                        79.576 | 
                     
                    
                        | Range | 
                        0.545 | 
                        0.685 | 
                        0.140 | 
                        25.7% | 
                        0.870 | 
                     
                    
                        | ATR | 
                        0.573 | 
                        0.581 | 
                        0.008 | 
                        1.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        21,985 | 
                        24,696 | 
                        2,711 | 
                        12.3% | 
                        95,797 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.692 | 
                81.319 | 
                79.953 | 
                 | 
             
            
                | R3 | 
                81.007 | 
                80.634 | 
                79.764 | 
                 | 
             
            
                | R2 | 
                80.322 | 
                80.322 | 
                79.702 | 
                 | 
             
            
                | R1 | 
                79.949 | 
                79.949 | 
                79.639 | 
                79.793 | 
             
            
                | PP | 
                79.637 | 
                79.637 | 
                79.637 | 
                79.559 | 
             
            
                | S1 | 
                79.264 | 
                79.264 | 
                79.513 | 
                79.108 | 
             
            
                | S2 | 
                78.952 | 
                78.952 | 
                79.450 | 
                 | 
             
            
                | S3 | 
                78.267 | 
                78.579 | 
                79.388 | 
                 | 
             
            
                | S4 | 
                77.582 | 
                77.894 | 
                79.199 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.309 | 
                81.812 | 
                80.055 | 
                 | 
             
            
                | R3 | 
                81.439 | 
                80.942 | 
                79.815 | 
                 | 
             
            
                | R2 | 
                80.569 | 
                80.569 | 
                79.736 | 
                 | 
             
            
                | R1 | 
                80.072 | 
                80.072 | 
                79.656 | 
                79.886 | 
             
            
                | PP | 
                79.699 | 
                79.699 | 
                79.699 | 
                79.605 | 
             
            
                | S1 | 
                79.202 | 
                79.202 | 
                79.496 | 
                79.016 | 
             
            
                | S2 | 
                78.829 | 
                78.829 | 
                79.417 | 
                 | 
             
            
                | S3 | 
                77.959 | 
                78.332 | 
                79.337 | 
                 | 
             
            
                | S4 | 
                77.089 | 
                77.462 | 
                79.098 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.195 | 
                79.325 | 
                0.870 | 
                1.1% | 
                0.553 | 
                0.7% | 
                29% | 
                False | 
                True | 
                19,159 | 
                 
                
                | 10 | 
                81.160 | 
                79.325 | 
                1.835 | 
                2.3% | 
                0.586 | 
                0.7% | 
                14% | 
                False | 
                True | 
                24,372 | 
                 
                
                | 20 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.598 | 
                0.8% | 
                42% | 
                False | 
                False | 
                12,871 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.464 | 
                0.6% | 
                42% | 
                False | 
                False | 
                6,463 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.362 | 
                0.5% | 
                30% | 
                False | 
                False | 
                4,311 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.276 | 
                0.3% | 
                30% | 
                False | 
                False | 
                3,243 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.921 | 
         
        
            | 
2.618             | 
            81.803 | 
         
        
            | 
1.618             | 
            81.118 | 
         
        
            | 
1.000             | 
            80.695 | 
         
        
            | 
0.618             | 
            80.433 | 
         
        
            | 
HIGH             | 
            80.010 | 
         
        
            | 
0.618             | 
            79.748 | 
         
        
            | 
0.500             | 
            79.668 | 
         
        
            | 
0.382             | 
            79.587 | 
         
        
            | 
LOW             | 
            79.325 | 
         
        
            | 
0.618             | 
            78.902 | 
         
        
            | 
1.000             | 
            78.640 | 
         
        
            | 
1.618             | 
            78.217 | 
         
        
            | 
2.618             | 
            77.532 | 
         
        
            | 
4.250             | 
            76.414 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.668 | 
                                79.760 | 
                             
                            
                                | PP | 
                                79.637 | 
                                79.699 | 
                             
                            
                                | S1 | 
                                79.607 | 
                                79.637 | 
                             
             
         |