ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-May-2012 | 
                    02-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        78.875 | 
                        78.900 | 
                        0.025 | 
                        0.0% | 
                        79.375 | 
                     
                    
                        | High | 
                        79.050 | 
                        79.400 | 
                        0.350 | 
                        0.4% | 
                        79.775 | 
                     
                    
                        | Low | 
                        78.665 | 
                        78.900 | 
                        0.235 | 
                        0.3% | 
                        78.720 | 
                     
                    
                        | Close | 
                        78.905 | 
                        79.201 | 
                        0.296 | 
                        0.4% | 
                        78.757 | 
                     
                    
                        | Range | 
                        0.385 | 
                        0.500 | 
                        0.115 | 
                        29.9% | 
                        1.055 | 
                     
                    
                        | ATR | 
                        0.475 | 
                        0.477 | 
                        0.002 | 
                        0.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        13,049 | 
                        19,298 | 
                        6,249 | 
                        47.9% | 
                        94,966 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.667 | 
                80.434 | 
                79.476 | 
                 | 
             
            
                | R3 | 
                80.167 | 
                79.934 | 
                79.339 | 
                 | 
             
            
                | R2 | 
                79.667 | 
                79.667 | 
                79.293 | 
                 | 
             
            
                | R1 | 
                79.434 | 
                79.434 | 
                79.247 | 
                79.551 | 
             
            
                | PP | 
                79.167 | 
                79.167 | 
                79.167 | 
                79.225 | 
             
            
                | S1 | 
                78.934 | 
                78.934 | 
                79.155 | 
                79.051 | 
             
            
                | S2 | 
                78.667 | 
                78.667 | 
                79.109 | 
                 | 
             
            
                | S3 | 
                78.167 | 
                78.434 | 
                79.064 | 
                 | 
             
            
                | S4 | 
                77.667 | 
                77.934 | 
                78.926 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.400 | 
                78.665 | 
                0.735 | 
                0.9% | 
                0.409 | 
                0.5% | 
                73% | 
                True | 
                False | 
                18,376 | 
                 
                
                | 10 | 
                79.980 | 
                78.665 | 
                1.315 | 
                1.7% | 
                0.418 | 
                0.5% | 
                41% | 
                False | 
                False | 
                18,956 | 
                 
                
                | 20 | 
                80.365 | 
                78.665 | 
                1.700 | 
                2.1% | 
                0.469 | 
                0.6% | 
                32% | 
                False | 
                False | 
                19,759 | 
                 
                
                | 40 | 
                81.160 | 
                78.665 | 
                2.495 | 
                3.2% | 
                0.524 | 
                0.7% | 
                21% | 
                False | 
                False | 
                20,195 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.5% | 
                0.502 | 
                0.6% | 
                29% | 
                False | 
                False | 
                13,537 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.413 | 
                0.5% | 
                20% | 
                False | 
                False | 
                10,155 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.348 | 
                0.4% | 
                20% | 
                False | 
                False | 
                8,132 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.525 | 
         
        
            | 
2.618             | 
            80.709 | 
         
        
            | 
1.618             | 
            80.209 | 
         
        
            | 
1.000             | 
            79.900 | 
         
        
            | 
0.618             | 
            79.709 | 
         
        
            | 
HIGH             | 
            79.400 | 
         
        
            | 
0.618             | 
            79.209 | 
         
        
            | 
0.500             | 
            79.150 | 
         
        
            | 
0.382             | 
            79.091 | 
         
        
            | 
LOW             | 
            78.900 | 
         
        
            | 
0.618             | 
            78.591 | 
         
        
            | 
1.000             | 
            78.400 | 
         
        
            | 
1.618             | 
            78.091 | 
         
        
            | 
2.618             | 
            77.591 | 
         
        
            | 
4.250             | 
            76.775 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.184 | 
                                79.145 | 
                             
                            
                                | PP | 
                                79.167 | 
                                79.089 | 
                             
                            
                                | S1 | 
                                79.150 | 
                                79.033 | 
                             
             
         |