ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2012 | 
                    11-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.295 | 
                        80.350 | 
                        0.055 | 
                        0.1% | 
                        79.790 | 
                     
                    
                        | High | 
                        80.340 | 
                        80.480 | 
                        0.140 | 
                        0.2% | 
                        80.480 | 
                     
                    
                        | Low | 
                        80.085 | 
                        80.210 | 
                        0.125 | 
                        0.2% | 
                        79.630 | 
                     
                    
                        | Close | 
                        80.320 | 
                        80.404 | 
                        0.084 | 
                        0.1% | 
                        80.404 | 
                     
                    
                        | Range | 
                        0.255 | 
                        0.270 | 
                        0.015 | 
                        5.9% | 
                        0.850 | 
                     
                    
                        | ATR | 
                        0.461 | 
                        0.448 | 
                        -0.014 | 
                        -3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,158 | 
                        21,689 | 
                        -6,469 | 
                        -23.0% | 
                        135,806 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.175 | 
                81.059 | 
                80.553 | 
                 | 
             
            
                | R3 | 
                80.905 | 
                80.789 | 
                80.478 | 
                 | 
             
            
                | R2 | 
                80.635 | 
                80.635 | 
                80.454 | 
                 | 
             
            
                | R1 | 
                80.519 | 
                80.519 | 
                80.429 | 
                80.577 | 
             
            
                | PP | 
                80.365 | 
                80.365 | 
                80.365 | 
                80.394 | 
             
            
                | S1 | 
                80.249 | 
                80.249 | 
                80.379 | 
                80.307 | 
             
            
                | S2 | 
                80.095 | 
                80.095 | 
                80.355 | 
                 | 
             
            
                | S3 | 
                79.825 | 
                79.979 | 
                80.330 | 
                 | 
             
            
                | S4 | 
                79.555 | 
                79.709 | 
                80.256 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.721 | 
                82.413 | 
                80.872 | 
                 | 
             
            
                | R3 | 
                81.871 | 
                81.563 | 
                80.638 | 
                 | 
             
            
                | R2 | 
                81.021 | 
                81.021 | 
                80.560 | 
                 | 
             
            
                | R1 | 
                80.713 | 
                80.713 | 
                80.482 | 
                80.867 | 
             
            
                | PP | 
                80.171 | 
                80.171 | 
                80.171 | 
                80.249 | 
             
            
                | S1 | 
                79.863 | 
                79.863 | 
                80.326 | 
                80.017 | 
             
            
                | S2 | 
                79.321 | 
                79.321 | 
                80.248 | 
                 | 
             
            
                | S3 | 
                78.471 | 
                79.013 | 
                80.170 | 
                 | 
             
            
                | S4 | 
                77.621 | 
                78.163 | 
                79.937 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.480 | 
                79.630 | 
                0.850 | 
                1.1% | 
                0.375 | 
                0.5% | 
                91% | 
                True | 
                False | 
                27,161 | 
                 
                
                | 10 | 
                80.480 | 
                78.665 | 
                1.815 | 
                2.3% | 
                0.389 | 
                0.5% | 
                96% | 
                True | 
                False | 
                23,282 | 
                 
                
                | 20 | 
                80.480 | 
                78.665 | 
                1.815 | 
                2.3% | 
                0.418 | 
                0.5% | 
                96% | 
                True | 
                False | 
                21,364 | 
                 
                
                | 40 | 
                80.760 | 
                78.665 | 
                2.095 | 
                2.6% | 
                0.485 | 
                0.6% | 
                83% | 
                False | 
                False | 
                21,489 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.504 | 
                0.6% | 
                72% | 
                False | 
                False | 
                16,545 | 
                 
                
                | 80 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.443 | 
                0.6% | 
                72% | 
                False | 
                False | 
                12,417 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.376 | 
                0.5% | 
                51% | 
                False | 
                False | 
                9,935 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.628 | 
         
        
            | 
2.618             | 
            81.187 | 
         
        
            | 
1.618             | 
            80.917 | 
         
        
            | 
1.000             | 
            80.750 | 
         
        
            | 
0.618             | 
            80.647 | 
         
        
            | 
HIGH             | 
            80.480 | 
         
        
            | 
0.618             | 
            80.377 | 
         
        
            | 
0.500             | 
            80.345 | 
         
        
            | 
0.382             | 
            80.313 | 
         
        
            | 
LOW             | 
            80.210 | 
         
        
            | 
0.618             | 
            80.043 | 
         
        
            | 
1.000             | 
            79.940 | 
         
        
            | 
1.618             | 
            79.773 | 
         
        
            | 
2.618             | 
            79.503 | 
         
        
            | 
4.250             | 
            79.063 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.384 | 
                                80.345 | 
                             
                            
                                | PP | 
                                80.365 | 
                                80.286 | 
                             
                            
                                | S1 | 
                                80.345 | 
                                80.228 | 
                             
             
         |