ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-May-2012 | 
                    08-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.790 | 
                        79.680 | 
                        -0.110 | 
                        -0.1% | 
                        78.835 | 
                     
                    
                        | High | 
                        80.135 | 
                        80.075 | 
                        -0.060 | 
                        -0.1% | 
                        79.615 | 
                     
                    
                        | Low | 
                        79.630 | 
                        79.670 | 
                        0.040 | 
                        0.1% | 
                        78.665 | 
                     
                    
                        | Close | 
                        79.715 | 
                        79.849 | 
                        0.134 | 
                        0.2% | 
                        79.587 | 
                     
                    
                        | Range | 
                        0.505 | 
                        0.405 | 
                        -0.100 | 
                        -19.8% | 
                        0.950 | 
                     
                    
                        | ATR | 
                        0.476 | 
                        0.471 | 
                        -0.005 | 
                        -1.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        21,655 | 
                        25,491 | 
                        3,836 | 
                        17.7% | 
                        97,022 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.080 | 
                80.869 | 
                80.072 | 
                 | 
             
            
                | R3 | 
                80.675 | 
                80.464 | 
                79.960 | 
                 | 
             
            
                | R2 | 
                80.270 | 
                80.270 | 
                79.923 | 
                 | 
             
            
                | R1 | 
                80.059 | 
                80.059 | 
                79.886 | 
                80.165 | 
             
            
                | PP | 
                79.865 | 
                79.865 | 
                79.865 | 
                79.917 | 
             
            
                | S1 | 
                79.654 | 
                79.654 | 
                79.812 | 
                79.760 | 
             
            
                | S2 | 
                79.460 | 
                79.460 | 
                79.775 | 
                 | 
             
            
                | S3 | 
                79.055 | 
                79.249 | 
                79.738 | 
                 | 
             
            
                | S4 | 
                78.650 | 
                78.844 | 
                79.626 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                78.900 | 
                1.235 | 
                1.5% | 
                0.453 | 
                0.6% | 
                77% | 
                False | 
                False | 
                22,331 | 
                 
                
                | 10 | 
                80.135 | 
                78.665 | 
                1.470 | 
                1.8% | 
                0.415 | 
                0.5% | 
                81% | 
                False | 
                False | 
                20,466 | 
                 
                
                | 20 | 
                80.345 | 
                78.665 | 
                1.680 | 
                2.1% | 
                0.453 | 
                0.6% | 
                70% | 
                False | 
                False | 
                20,109 | 
                 
                
                | 40 | 
                81.160 | 
                78.665 | 
                2.495 | 
                3.1% | 
                0.510 | 
                0.6% | 
                47% | 
                False | 
                False | 
                21,989 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.520 | 
                0.7% | 
                52% | 
                False | 
                False | 
                15,075 | 
                 
                
                | 80 | 
                81.785 | 
                78.420 | 
                3.365 | 
                4.2% | 
                0.435 | 
                0.5% | 
                42% | 
                False | 
                False | 
                11,309 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.366 | 
                0.5% | 
                37% | 
                False | 
                False | 
                9,048 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.796 | 
         
        
            | 
2.618             | 
            81.135 | 
         
        
            | 
1.618             | 
            80.730 | 
         
        
            | 
1.000             | 
            80.480 | 
         
        
            | 
0.618             | 
            80.325 | 
         
        
            | 
HIGH             | 
            80.075 | 
         
        
            | 
0.618             | 
            79.920 | 
         
        
            | 
0.500             | 
            79.873 | 
         
        
            | 
0.382             | 
            79.825 | 
         
        
            | 
LOW             | 
            79.670 | 
         
        
            | 
0.618             | 
            79.420 | 
         
        
            | 
1.000             | 
            79.265 | 
         
        
            | 
1.618             | 
            79.015 | 
         
        
            | 
2.618             | 
            78.610 | 
         
        
            | 
4.250             | 
            77.949 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.873 | 
                                79.779 | 
                             
                            
                                | PP | 
                                79.865 | 
                                79.710 | 
                             
                            
                                | S1 | 
                                79.857 | 
                                79.640 | 
                             
             
         |