ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Mar-2012 | 
                    30-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.275 | 
                        79.225 | 
                        -0.050 | 
                        -0.1% | 
                        79.495 | 
                     
                    
                        | High | 
                        79.530 | 
                        79.225 | 
                        -0.305 | 
                        -0.4% | 
                        79.940 | 
                     
                    
                        | Low | 
                        79.125 | 
                        78.870 | 
                        -0.255 | 
                        -0.3% | 
                        78.870 | 
                     
                    
                        | Close | 
                        79.357 | 
                        79.138 | 
                        -0.219 | 
                        -0.3% | 
                        79.138 | 
                     
                    
                        | Range | 
                        0.405 | 
                        0.355 | 
                        -0.050 | 
                        -12.3% | 
                        1.070 | 
                     
                    
                        | ATR | 
                        0.568 | 
                        0.562 | 
                        -0.006 | 
                        -1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,453 | 
                        24,070 | 
                        4,617 | 
                        23.7% | 
                        111,054 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.143 | 
                79.995 | 
                79.333 | 
                 | 
             
            
                | R3 | 
                79.788 | 
                79.640 | 
                79.236 | 
                 | 
             
            
                | R2 | 
                79.433 | 
                79.433 | 
                79.203 | 
                 | 
             
            
                | R1 | 
                79.285 | 
                79.285 | 
                79.171 | 
                79.182 | 
             
            
                | PP | 
                79.078 | 
                79.078 | 
                79.078 | 
                79.026 | 
             
            
                | S1 | 
                78.930 | 
                78.930 | 
                79.105 | 
                78.827 | 
             
            
                | S2 | 
                78.723 | 
                78.723 | 
                79.073 | 
                 | 
             
            
                | S3 | 
                78.368 | 
                78.575 | 
                79.040 | 
                 | 
             
            
                | S4 | 
                78.013 | 
                78.220 | 
                78.943 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.526 | 
                81.902 | 
                79.727 | 
                 | 
             
            
                | R3 | 
                81.456 | 
                80.832 | 
                79.432 | 
                 | 
             
            
                | R2 | 
                80.386 | 
                80.386 | 
                79.334 | 
                 | 
             
            
                | R1 | 
                79.762 | 
                79.762 | 
                79.236 | 
                79.539 | 
             
            
                | PP | 
                79.316 | 
                79.316 | 
                79.316 | 
                79.205 | 
             
            
                | S1 | 
                78.692 | 
                78.692 | 
                79.040 | 
                78.469 | 
             
            
                | S2 | 
                78.246 | 
                78.246 | 
                78.942 | 
                 | 
             
            
                | S3 | 
                77.176 | 
                77.622 | 
                78.844 | 
                 | 
             
            
                | S4 | 
                76.106 | 
                76.552 | 
                78.550 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                79.940 | 
                78.870 | 
                1.070 | 
                1.4% | 
                0.504 | 
                0.6% | 
                25% | 
                False | 
                True | 
                22,210 | 
                 
                
                | 10 | 
                80.195 | 
                78.870 | 
                1.325 | 
                1.7% | 
                0.529 | 
                0.7% | 
                20% | 
                False | 
                True | 
                20,685 | 
                 
                
                | 20 | 
                81.160 | 
                78.870 | 
                2.290 | 
                2.9% | 
                0.596 | 
                0.8% | 
                12% | 
                False | 
                True | 
                18,384 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.5% | 
                0.522 | 
                0.7% | 
                26% | 
                False | 
                False | 
                9,238 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.374 | 
                0.5% | 
                19% | 
                False | 
                False | 
                6,161 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.307 | 
                0.4% | 
                19% | 
                False | 
                False | 
                4,631 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.734 | 
         
        
            | 
2.618             | 
            80.154 | 
         
        
            | 
1.618             | 
            79.799 | 
         
        
            | 
1.000             | 
            79.580 | 
         
        
            | 
0.618             | 
            79.444 | 
         
        
            | 
HIGH             | 
            79.225 | 
         
        
            | 
0.618             | 
            79.089 | 
         
        
            | 
0.500             | 
            79.048 | 
         
        
            | 
0.382             | 
            79.006 | 
         
        
            | 
LOW             | 
            78.870 | 
         
        
            | 
0.618             | 
            78.651 | 
         
        
            | 
1.000             | 
            78.515 | 
         
        
            | 
1.618             | 
            78.296 | 
         
        
            | 
2.618             | 
            77.941 | 
         
        
            | 
4.250             | 
            77.361 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.108 | 
                                79.200 | 
                             
                            
                                | PP | 
                                79.078 | 
                                79.179 | 
                             
                            
                                | S1 | 
                                79.048 | 
                                79.159 | 
                             
             
         |