ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Apr-2012 | 
                    01-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        78.835 | 
                        78.875 | 
                        0.040 | 
                        0.1% | 
                        79.375 | 
                     
                    
                        | High | 
                        78.960 | 
                        79.050 | 
                        0.090 | 
                        0.1% | 
                        79.775 | 
                     
                    
                        | Low | 
                        78.685 | 
                        78.665 | 
                        -0.020 | 
                        0.0% | 
                        78.720 | 
                     
                    
                        | Close | 
                        78.855 | 
                        78.905 | 
                        0.050 | 
                        0.1% | 
                        78.757 | 
                     
                    
                        | Range | 
                        0.275 | 
                        0.385 | 
                        0.110 | 
                        40.0% | 
                        1.055 | 
                     
                    
                        | ATR | 
                        0.482 | 
                        0.475 | 
                        -0.007 | 
                        -1.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,460 | 
                        13,049 | 
                        -6,411 | 
                        -32.9% | 
                        94,966 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.028 | 
                79.852 | 
                79.117 | 
                 | 
             
            
                | R3 | 
                79.643 | 
                79.467 | 
                79.011 | 
                 | 
             
            
                | R2 | 
                79.258 | 
                79.258 | 
                78.976 | 
                 | 
             
            
                | R1 | 
                79.082 | 
                79.082 | 
                78.940 | 
                79.170 | 
             
            
                | PP | 
                78.873 | 
                78.873 | 
                78.873 | 
                78.918 | 
             
            
                | S1 | 
                78.697 | 
                78.697 | 
                78.870 | 
                78.785 | 
             
            
                | S2 | 
                78.488 | 
                78.488 | 
                78.834 | 
                 | 
             
            
                | S3 | 
                78.103 | 
                78.312 | 
                78.799 | 
                 | 
             
            
                | S4 | 
                77.718 | 
                77.927 | 
                78.693 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.249 | 
                81.558 | 
                79.337 | 
                 | 
             
            
                | R3 | 
                81.194 | 
                80.503 | 
                79.047 | 
                 | 
             
            
                | R2 | 
                80.139 | 
                80.139 | 
                78.950 | 
                 | 
             
            
                | R1 | 
                79.448 | 
                79.448 | 
                78.854 | 
                79.266 | 
             
            
                | PP | 
                79.084 | 
                79.084 | 
                79.084 | 
                78.993 | 
             
            
                | S1 | 
                78.393 | 
                78.393 | 
                78.660 | 
                78.211 | 
             
            
                | S2 | 
                78.029 | 
                78.029 | 
                78.564 | 
                 | 
             
            
                | S3 | 
                76.974 | 
                77.338 | 
                78.467 | 
                 | 
             
            
                | S4 | 
                75.919 | 
                76.283 | 
                78.177 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                79.415 | 
                78.665 | 
                0.750 | 
                1.0% | 
                0.377 | 
                0.5% | 
                32% | 
                False | 
                True | 
                18,600 | 
                 
                
                | 10 | 
                80.025 | 
                78.665 | 
                1.360 | 
                1.7% | 
                0.407 | 
                0.5% | 
                18% | 
                False | 
                True | 
                18,617 | 
                 
                
                | 20 | 
                80.365 | 
                78.665 | 
                1.700 | 
                2.2% | 
                0.487 | 
                0.6% | 
                14% | 
                False | 
                True | 
                20,205 | 
                 
                
                | 40 | 
                81.160 | 
                78.665 | 
                2.495 | 
                3.2% | 
                0.530 | 
                0.7% | 
                10% | 
                False | 
                True | 
                19,761 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.5% | 
                0.509 | 
                0.6% | 
                18% | 
                False | 
                False | 
                13,216 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.407 | 
                0.5% | 
                13% | 
                False | 
                False | 
                9,914 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.343 | 
                0.4% | 
                13% | 
                False | 
                False | 
                7,939 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.686 | 
         
        
            | 
2.618             | 
            80.058 | 
         
        
            | 
1.618             | 
            79.673 | 
         
        
            | 
1.000             | 
            79.435 | 
         
        
            | 
0.618             | 
            79.288 | 
         
        
            | 
HIGH             | 
            79.050 | 
         
        
            | 
0.618             | 
            78.903 | 
         
        
            | 
0.500             | 
            78.858 | 
         
        
            | 
0.382             | 
            78.812 | 
         
        
            | 
LOW             | 
            78.665 | 
         
        
            | 
0.618             | 
            78.427 | 
         
        
            | 
1.000             | 
            78.280 | 
         
        
            | 
1.618             | 
            78.042 | 
         
        
            | 
2.618             | 
            77.657 | 
         
        
            | 
4.250             | 
            77.029 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                78.889 | 
                                79.000 | 
                             
                            
                                | PP | 
                                78.873 | 
                                78.968 | 
                             
                            
                                | S1 | 
                                78.858 | 
                                78.937 | 
                             
             
         |