ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Apr-2012 | 
                    04-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        78.900 | 
                        79.565 | 
                        0.665 | 
                        0.8% | 
                        79.495 | 
                     
                    
                        | High | 
                        79.655 | 
                        80.095 | 
                        0.440 | 
                        0.6% | 
                        79.940 | 
                     
                    
                        | Low | 
                        78.795 | 
                        79.540 | 
                        0.745 | 
                        0.9% | 
                        78.870 | 
                     
                    
                        | Close | 
                        79.641 | 
                        79.949 | 
                        0.308 | 
                        0.4% | 
                        79.138 | 
                     
                    
                        | Range | 
                        0.860 | 
                        0.555 | 
                        -0.305 | 
                        -35.5% | 
                        1.070 | 
                     
                    
                        | ATR | 
                        0.569 | 
                        0.568 | 
                        -0.001 | 
                        -0.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,232 | 
                        22,839 | 
                        -5,393 | 
                        -19.1% | 
                        111,054 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.526 | 
                81.293 | 
                80.254 | 
                 | 
             
            
                | R3 | 
                80.971 | 
                80.738 | 
                80.102 | 
                 | 
             
            
                | R2 | 
                80.416 | 
                80.416 | 
                80.051 | 
                 | 
             
            
                | R1 | 
                80.183 | 
                80.183 | 
                80.000 | 
                80.300 | 
             
            
                | PP | 
                79.861 | 
                79.861 | 
                79.861 | 
                79.920 | 
             
            
                | S1 | 
                79.628 | 
                79.628 | 
                79.898 | 
                79.745 | 
             
            
                | S2 | 
                79.306 | 
                79.306 | 
                79.847 | 
                 | 
             
            
                | S3 | 
                78.751 | 
                79.073 | 
                79.796 | 
                 | 
             
            
                | S4 | 
                78.196 | 
                78.518 | 
                79.644 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.095 | 
                78.795 | 
                1.300 | 
                1.6% | 
                0.506 | 
                0.6% | 
                89% | 
                True | 
                False | 
                22,786 | 
                 
                
                | 10 | 
                80.195 | 
                78.795 | 
                1.400 | 
                1.8% | 
                0.552 | 
                0.7% | 
                82% | 
                False | 
                False | 
                22,814 | 
                 
                
                | 20 | 
                81.160 | 
                78.795 | 
                2.365 | 
                3.0% | 
                0.593 | 
                0.7% | 
                49% | 
                False | 
                False | 
                21,733 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.527 | 
                0.7% | 
                56% | 
                False | 
                False | 
                10,997 | 
                 
                
                | 60 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.404 | 
                0.5% | 
                40% | 
                False | 
                False | 
                7,334 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.325 | 
                0.4% | 
                40% | 
                False | 
                False | 
                5,511 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.454 | 
         
        
            | 
2.618             | 
            81.548 | 
         
        
            | 
1.618             | 
            80.993 | 
         
        
            | 
1.000             | 
            80.650 | 
         
        
            | 
0.618             | 
            80.438 | 
         
        
            | 
HIGH             | 
            80.095 | 
         
        
            | 
0.618             | 
            79.883 | 
         
        
            | 
0.500             | 
            79.818 | 
         
        
            | 
0.382             | 
            79.752 | 
         
        
            | 
LOW             | 
            79.540 | 
         
        
            | 
0.618             | 
            79.197 | 
         
        
            | 
1.000             | 
            78.985 | 
         
        
            | 
1.618             | 
            78.642 | 
         
        
            | 
2.618             | 
            78.087 | 
         
        
            | 
4.250             | 
            77.181 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.905 | 
                                79.781 | 
                             
                            
                                | PP | 
                                79.861 | 
                                79.613 | 
                             
                            
                                | S1 | 
                                79.818 | 
                                79.445 | 
                             
             
         |