ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-May-2012 | 
                    04-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.260 | 
                        79.240 | 
                        -0.020 | 
                        0.0% | 
                        78.835 | 
                     
                    
                        | High | 
                        79.535 | 
                        79.615 | 
                        0.080 | 
                        0.1% | 
                        79.615 | 
                     
                    
                        | Low | 
                        79.150 | 
                        79.145 | 
                        -0.005 | 
                        0.0% | 
                        78.665 | 
                     
                    
                        | Close | 
                        79.293 | 
                        79.587 | 
                        0.294 | 
                        0.4% | 
                        79.587 | 
                     
                    
                        | Range | 
                        0.385 | 
                        0.470 | 
                        0.085 | 
                        22.1% | 
                        0.950 | 
                     
                    
                        | ATR | 
                        0.470 | 
                        0.470 | 
                        0.000 | 
                        0.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        20,458 | 
                        24,757 | 
                        4,299 | 
                        21.0% | 
                        97,022 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.859 | 
                80.693 | 
                79.846 | 
                 | 
             
            
                | R3 | 
                80.389 | 
                80.223 | 
                79.716 | 
                 | 
             
            
                | R2 | 
                79.919 | 
                79.919 | 
                79.673 | 
                 | 
             
            
                | R1 | 
                79.753 | 
                79.753 | 
                79.630 | 
                79.836 | 
             
            
                | PP | 
                79.449 | 
                79.449 | 
                79.449 | 
                79.491 | 
             
            
                | S1 | 
                79.283 | 
                79.283 | 
                79.544 | 
                79.366 | 
             
            
                | S2 | 
                78.979 | 
                78.979 | 
                79.501 | 
                 | 
             
            
                | S3 | 
                78.509 | 
                78.813 | 
                79.458 | 
                 | 
             
            
                | S4 | 
                78.039 | 
                78.343 | 
                79.329 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.139 | 
                81.813 | 
                80.110 | 
                 | 
             
            
                | R3 | 
                81.189 | 
                80.863 | 
                79.848 | 
                 | 
             
            
                | R2 | 
                80.239 | 
                80.239 | 
                79.761 | 
                 | 
             
            
                | R1 | 
                79.913 | 
                79.913 | 
                79.674 | 
                80.076 | 
             
            
                | PP | 
                79.289 | 
                79.289 | 
                79.289 | 
                79.371 | 
             
            
                | S1 | 
                78.963 | 
                78.963 | 
                79.500 | 
                79.126 | 
             
            
                | S2 | 
                78.339 | 
                78.339 | 
                79.413 | 
                 | 
             
            
                | S3 | 
                77.389 | 
                78.013 | 
                79.326 | 
                 | 
             
            
                | S4 | 
                76.439 | 
                77.063 | 
                79.065 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                79.615 | 
                78.665 | 
                0.950 | 
                1.2% | 
                0.403 | 
                0.5% | 
                97% | 
                True | 
                False | 
                19,404 | 
                 
                
                | 10 | 
                79.775 | 
                78.665 | 
                1.110 | 
                1.4% | 
                0.405 | 
                0.5% | 
                83% | 
                False | 
                False | 
                19,198 | 
                 
                
                | 20 | 
                80.345 | 
                78.665 | 
                1.680 | 
                2.1% | 
                0.455 | 
                0.6% | 
                55% | 
                False | 
                False | 
                19,636 | 
                 
                
                | 40 | 
                81.160 | 
                78.665 | 
                2.495 | 
                3.1% | 
                0.519 | 
                0.7% | 
                37% | 
                False | 
                False | 
                21,180 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.512 | 
                0.6% | 
                43% | 
                False | 
                False | 
                14,290 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.424 | 
                0.5% | 
                30% | 
                False | 
                False | 
                10,720 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.357 | 
                0.4% | 
                30% | 
                False | 
                False | 
                8,577 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.613 | 
         
        
            | 
2.618             | 
            80.845 | 
         
        
            | 
1.618             | 
            80.375 | 
         
        
            | 
1.000             | 
            80.085 | 
         
        
            | 
0.618             | 
            79.905 | 
         
        
            | 
HIGH             | 
            79.615 | 
         
        
            | 
0.618             | 
            79.435 | 
         
        
            | 
0.500             | 
            79.380 | 
         
        
            | 
0.382             | 
            79.325 | 
         
        
            | 
LOW             | 
            79.145 | 
         
        
            | 
0.618             | 
            78.855 | 
         
        
            | 
1.000             | 
            78.675 | 
         
        
            | 
1.618             | 
            78.385 | 
         
        
            | 
2.618             | 
            77.915 | 
         
        
            | 
4.250             | 
            77.148 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.518 | 
                                79.477 | 
                             
                            
                                | PP | 
                                79.449 | 
                                79.367 | 
                             
                            
                                | S1 | 
                                79.380 | 
                                79.258 | 
                             
             
         |