ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-May-2012 | 
                    07-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.240 | 
                        79.790 | 
                        0.550 | 
                        0.7% | 
                        78.835 | 
                     
                    
                        | High | 
                        79.615 | 
                        80.135 | 
                        0.520 | 
                        0.7% | 
                        79.615 | 
                     
                    
                        | Low | 
                        79.145 | 
                        79.630 | 
                        0.485 | 
                        0.6% | 
                        78.665 | 
                     
                    
                        | Close | 
                        79.587 | 
                        79.715 | 
                        0.128 | 
                        0.2% | 
                        79.587 | 
                     
                    
                        | Range | 
                        0.470 | 
                        0.505 | 
                        0.035 | 
                        7.4% | 
                        0.950 | 
                     
                    
                        | ATR | 
                        0.470 | 
                        0.476 | 
                        0.006 | 
                        1.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        24,757 | 
                        21,655 | 
                        -3,102 | 
                        -12.5% | 
                        97,022 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.342 | 
                81.033 | 
                79.993 | 
                 | 
             
            
                | R3 | 
                80.837 | 
                80.528 | 
                79.854 | 
                 | 
             
            
                | R2 | 
                80.332 | 
                80.332 | 
                79.808 | 
                 | 
             
            
                | R1 | 
                80.023 | 
                80.023 | 
                79.761 | 
                79.925 | 
             
            
                | PP | 
                79.827 | 
                79.827 | 
                79.827 | 
                79.778 | 
             
            
                | S1 | 
                79.518 | 
                79.518 | 
                79.669 | 
                79.420 | 
             
            
                | S2 | 
                79.322 | 
                79.322 | 
                79.622 | 
                 | 
             
            
                | S3 | 
                78.817 | 
                79.013 | 
                79.576 | 
                 | 
             
            
                | S4 | 
                78.312 | 
                78.508 | 
                79.437 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.135 | 
                78.665 | 
                1.470 | 
                1.8% | 
                0.449 | 
                0.6% | 
                71% | 
                True | 
                False | 
                19,843 | 
                 
                
                | 10 | 
                80.135 | 
                78.665 | 
                1.470 | 
                1.8% | 
                0.410 | 
                0.5% | 
                71% | 
                True | 
                False | 
                19,519 | 
                 
                
                | 20 | 
                80.345 | 
                78.665 | 
                1.680 | 
                2.1% | 
                0.456 | 
                0.6% | 
                63% | 
                False | 
                False | 
                20,139 | 
                 
                
                | 40 | 
                81.160 | 
                78.665 | 
                2.495 | 
                3.1% | 
                0.508 | 
                0.6% | 
                42% | 
                False | 
                False | 
                21,610 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.519 | 
                0.7% | 
                47% | 
                False | 
                False | 
                14,651 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.430 | 
                0.5% | 
                33% | 
                False | 
                False | 
                10,991 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.362 | 
                0.5% | 
                33% | 
                False | 
                False | 
                8,793 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.281 | 
         
        
            | 
2.618             | 
            81.457 | 
         
        
            | 
1.618             | 
            80.952 | 
         
        
            | 
1.000             | 
            80.640 | 
         
        
            | 
0.618             | 
            80.447 | 
         
        
            | 
HIGH             | 
            80.135 | 
         
        
            | 
0.618             | 
            79.942 | 
         
        
            | 
0.500             | 
            79.883 | 
         
        
            | 
0.382             | 
            79.823 | 
         
        
            | 
LOW             | 
            79.630 | 
         
        
            | 
0.618             | 
            79.318 | 
         
        
            | 
1.000             | 
            79.125 | 
         
        
            | 
1.618             | 
            78.813 | 
         
        
            | 
2.618             | 
            78.308 | 
         
        
            | 
4.250             | 
            77.484 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.883 | 
                                79.690 | 
                             
                            
                                | PP | 
                                79.827 | 
                                79.665 | 
                             
                            
                                | S1 | 
                                79.771 | 
                                79.640 | 
                             
             
         |