ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-May-2012 | 
                    10-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.005 | 
                        80.295 | 
                        0.290 | 
                        0.4% | 
                        78.835 | 
                     
                    
                        | High | 
                        80.415 | 
                        80.340 | 
                        -0.075 | 
                        -0.1% | 
                        79.615 | 
                     
                    
                        | Low | 
                        79.975 | 
                        80.085 | 
                        0.110 | 
                        0.1% | 
                        78.665 | 
                     
                    
                        | Close | 
                        80.290 | 
                        80.320 | 
                        0.030 | 
                        0.0% | 
                        79.587 | 
                     
                    
                        | Range | 
                        0.440 | 
                        0.255 | 
                        -0.185 | 
                        -42.0% | 
                        0.950 | 
                     
                    
                        | ATR | 
                        0.477 | 
                        0.461 | 
                        -0.016 | 
                        -3.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        38,813 | 
                        28,158 | 
                        -10,655 | 
                        -27.5% | 
                        97,022 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.013 | 
                80.922 | 
                80.460 | 
                 | 
             
            
                | R3 | 
                80.758 | 
                80.667 | 
                80.390 | 
                 | 
             
            
                | R2 | 
                80.503 | 
                80.503 | 
                80.367 | 
                 | 
             
            
                | R1 | 
                80.412 | 
                80.412 | 
                80.343 | 
                80.458 | 
             
            
                | PP | 
                80.248 | 
                80.248 | 
                80.248 | 
                80.271 | 
             
            
                | S1 | 
                80.157 | 
                80.157 | 
                80.297 | 
                80.203 | 
             
            
                | S2 | 
                79.993 | 
                79.993 | 
                80.273 | 
                 | 
             
            
                | S3 | 
                79.738 | 
                79.902 | 
                80.250 | 
                 | 
             
            
                | S4 | 
                79.483 | 
                79.647 | 
                80.180 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.415 | 
                79.145 | 
                1.270 | 
                1.6% | 
                0.415 | 
                0.5% | 
                93% | 
                False | 
                False | 
                27,774 | 
                 
                
                | 10 | 
                80.415 | 
                78.665 | 
                1.750 | 
                2.2% | 
                0.424 | 
                0.5% | 
                95% | 
                False | 
                False | 
                23,395 | 
                 
                
                | 20 | 
                80.415 | 
                78.665 | 
                1.750 | 
                2.2% | 
                0.436 | 
                0.5% | 
                95% | 
                False | 
                False | 
                21,258 | 
                 
                
                | 40 | 
                81.160 | 
                78.665 | 
                2.495 | 
                3.1% | 
                0.498 | 
                0.6% | 
                66% | 
                False | 
                False | 
                21,934 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.513 | 
                0.6% | 
                69% | 
                False | 
                False | 
                16,186 | 
                 
                
                | 80 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.443 | 
                0.6% | 
                69% | 
                False | 
                False | 
                12,146 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.373 | 
                0.5% | 
                49% | 
                False | 
                False | 
                9,718 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.424 | 
         
        
            | 
2.618             | 
            81.008 | 
         
        
            | 
1.618             | 
            80.753 | 
         
        
            | 
1.000             | 
            80.595 | 
         
        
            | 
0.618             | 
            80.498 | 
         
        
            | 
HIGH             | 
            80.340 | 
         
        
            | 
0.618             | 
            80.243 | 
         
        
            | 
0.500             | 
            80.213 | 
         
        
            | 
0.382             | 
            80.182 | 
         
        
            | 
LOW             | 
            80.085 | 
         
        
            | 
0.618             | 
            79.927 | 
         
        
            | 
1.000             | 
            79.830 | 
         
        
            | 
1.618             | 
            79.672 | 
         
        
            | 
2.618             | 
            79.417 | 
         
        
            | 
4.250             | 
            79.001 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.284 | 
                                80.228 | 
                             
                            
                                | PP | 
                                80.248 | 
                                80.135 | 
                             
                            
                                | S1 | 
                                80.213 | 
                                80.043 | 
                             
             
         |