ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2012 | 
                    14-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.350 | 
                        80.560 | 
                        0.210 | 
                        0.3% | 
                        79.790 | 
                     
                    
                        | High | 
                        80.480 | 
                        80.860 | 
                        0.380 | 
                        0.5% | 
                        80.480 | 
                     
                    
                        | Low | 
                        80.210 | 
                        80.490 | 
                        0.280 | 
                        0.3% | 
                        79.630 | 
                     
                    
                        | Close | 
                        80.404 | 
                        80.748 | 
                        0.344 | 
                        0.4% | 
                        80.404 | 
                     
                    
                        | Range | 
                        0.270 | 
                        0.370 | 
                        0.100 | 
                        37.0% | 
                        0.850 | 
                     
                    
                        | ATR | 
                        0.448 | 
                        0.448 | 
                        0.001 | 
                        0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        21,689 | 
                        30,319 | 
                        8,630 | 
                        39.8% | 
                        135,806 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.809 | 
                81.649 | 
                80.952 | 
                 | 
             
            
                | R3 | 
                81.439 | 
                81.279 | 
                80.850 | 
                 | 
             
            
                | R2 | 
                81.069 | 
                81.069 | 
                80.816 | 
                 | 
             
            
                | R1 | 
                80.909 | 
                80.909 | 
                80.782 | 
                80.989 | 
             
            
                | PP | 
                80.699 | 
                80.699 | 
                80.699 | 
                80.740 | 
             
            
                | S1 | 
                80.539 | 
                80.539 | 
                80.714 | 
                80.619 | 
             
            
                | S2 | 
                80.329 | 
                80.329 | 
                80.680 | 
                 | 
             
            
                | S3 | 
                79.959 | 
                80.169 | 
                80.646 | 
                 | 
             
            
                | S4 | 
                79.589 | 
                79.799 | 
                80.545 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.860 | 
                79.670 | 
                1.190 | 
                1.5% | 
                0.348 | 
                0.4% | 
                91% | 
                True | 
                False | 
                28,894 | 
                 
                
                | 10 | 
                80.860 | 
                78.665 | 
                2.195 | 
                2.7% | 
                0.399 | 
                0.5% | 
                95% | 
                True | 
                False | 
                24,368 | 
                 
                
                | 20 | 
                80.860 | 
                78.665 | 
                2.195 | 
                2.7% | 
                0.403 | 
                0.5% | 
                95% | 
                True | 
                False | 
                21,614 | 
                 
                
                | 40 | 
                80.860 | 
                78.665 | 
                2.195 | 
                2.7% | 
                0.474 | 
                0.6% | 
                95% | 
                True | 
                False | 
                21,523 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.504 | 
                0.6% | 
                85% | 
                False | 
                False | 
                17,048 | 
                 
                
                | 80 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.447 | 
                0.6% | 
                85% | 
                False | 
                False | 
                12,796 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.379 | 
                0.5% | 
                60% | 
                False | 
                False | 
                10,238 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.433 | 
         
        
            | 
2.618             | 
            81.829 | 
         
        
            | 
1.618             | 
            81.459 | 
         
        
            | 
1.000             | 
            81.230 | 
         
        
            | 
0.618             | 
            81.089 | 
         
        
            | 
HIGH             | 
            80.860 | 
         
        
            | 
0.618             | 
            80.719 | 
         
        
            | 
0.500             | 
            80.675 | 
         
        
            | 
0.382             | 
            80.631 | 
         
        
            | 
LOW             | 
            80.490 | 
         
        
            | 
0.618             | 
            80.261 | 
         
        
            | 
1.000             | 
            80.120 | 
         
        
            | 
1.618             | 
            79.891 | 
         
        
            | 
2.618             | 
            79.521 | 
         
        
            | 
4.250             | 
            78.918 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.724 | 
                                80.656 | 
                             
                            
                                | PP | 
                                80.699 | 
                                80.564 | 
                             
                            
                                | S1 | 
                                80.675 | 
                                80.473 | 
                             
             
         |