ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Mar-2012 | 
                    02-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.225 | 
                        79.035 | 
                        -0.190 | 
                        -0.2% | 
                        79.495 | 
                     
                    
                        | High | 
                        79.225 | 
                        79.275 | 
                        0.050 | 
                        0.1% | 
                        79.940 | 
                     
                    
                        | Low | 
                        78.870 | 
                        78.920 | 
                        0.050 | 
                        0.1% | 
                        78.870 | 
                     
                    
                        | Close | 
                        79.138 | 
                        78.963 | 
                        -0.175 | 
                        -0.2% | 
                        79.138 | 
                     
                    
                        | Range | 
                        0.355 | 
                        0.355 | 
                        0.000 | 
                        0.0% | 
                        1.070 | 
                     
                    
                        | ATR | 
                        0.562 | 
                        0.547 | 
                        -0.015 | 
                        -2.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        24,070 | 
                        19,340 | 
                        -4,730 | 
                        -19.7% | 
                        111,054 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.118 | 
                79.895 | 
                79.158 | 
                 | 
             
            
                | R3 | 
                79.763 | 
                79.540 | 
                79.061 | 
                 | 
             
            
                | R2 | 
                79.408 | 
                79.408 | 
                79.028 | 
                 | 
             
            
                | R1 | 
                79.185 | 
                79.185 | 
                78.996 | 
                79.119 | 
             
            
                | PP | 
                79.053 | 
                79.053 | 
                79.053 | 
                79.020 | 
             
            
                | S1 | 
                78.830 | 
                78.830 | 
                78.930 | 
                78.764 | 
             
            
                | S2 | 
                78.698 | 
                78.698 | 
                78.898 | 
                 | 
             
            
                | S3 | 
                78.343 | 
                78.475 | 
                78.865 | 
                 | 
             
            
                | S4 | 
                77.988 | 
                78.120 | 
                78.768 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.530 | 
                78.870 | 
                0.660 | 
                0.8% | 
                0.399 | 
                0.5% | 
                14% | 
                False | 
                False | 
                22,254 | 
                 
                
                | 10 | 
                80.195 | 
                78.870 | 
                1.325 | 
                1.7% | 
                0.506 | 
                0.6% | 
                7% | 
                False | 
                False | 
                20,682 | 
                 
                
                | 20 | 
                81.160 | 
                78.870 | 
                2.290 | 
                2.9% | 
                0.574 | 
                0.7% | 
                4% | 
                False | 
                False | 
                19,316 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.5% | 
                0.520 | 
                0.7% | 
                20% | 
                False | 
                False | 
                9,721 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.380 | 
                0.5% | 
                14% | 
                False | 
                False | 
                6,484 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.307 | 
                0.4% | 
                14% | 
                False | 
                False | 
                4,872 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.784 | 
         
        
            | 
2.618             | 
            80.204 | 
         
        
            | 
1.618             | 
            79.849 | 
         
        
            | 
1.000             | 
            79.630 | 
         
        
            | 
0.618             | 
            79.494 | 
         
        
            | 
HIGH             | 
            79.275 | 
         
        
            | 
0.618             | 
            79.139 | 
         
        
            | 
0.500             | 
            79.098 | 
         
        
            | 
0.382             | 
            79.056 | 
         
        
            | 
LOW             | 
            78.920 | 
         
        
            | 
0.618             | 
            78.701 | 
         
        
            | 
1.000             | 
            78.565 | 
         
        
            | 
1.618             | 
            78.346 | 
         
        
            | 
2.618             | 
            77.991 | 
         
        
            | 
4.250             | 
            77.411 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.098 | 
                                79.200 | 
                             
                            
                                | PP | 
                                79.053 | 
                                79.121 | 
                             
                            
                                | S1 | 
                                79.008 | 
                                79.042 | 
                             
             
         |