ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-May-2012 | 
                    17-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.415 | 
                        81.520 | 
                        0.105 | 
                        0.1% | 
                        79.790 | 
                     
                    
                        | High | 
                        81.745 | 
                        81.830 | 
                        0.085 | 
                        0.1% | 
                        80.480 | 
                     
                    
                        | Low | 
                        81.345 | 
                        81.400 | 
                        0.055 | 
                        0.1% | 
                        79.630 | 
                     
                    
                        | Close | 
                        81.524 | 
                        81.540 | 
                        0.016 | 
                        0.0% | 
                        80.404 | 
                     
                    
                        | Range | 
                        0.400 | 
                        0.430 | 
                        0.030 | 
                        7.5% | 
                        0.850 | 
                     
                    
                        | ATR | 
                        0.470 | 
                        0.467 | 
                        -0.003 | 
                        -0.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        37,930 | 
                        47,980 | 
                        10,050 | 
                        26.5% | 
                        135,806 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.880 | 
                82.640 | 
                81.777 | 
                 | 
             
            
                | R3 | 
                82.450 | 
                82.210 | 
                81.658 | 
                 | 
             
            
                | R2 | 
                82.020 | 
                82.020 | 
                81.619 | 
                 | 
             
            
                | R1 | 
                81.780 | 
                81.780 | 
                81.579 | 
                81.900 | 
             
            
                | PP | 
                81.590 | 
                81.590 | 
                81.590 | 
                81.650 | 
             
            
                | S1 | 
                81.350 | 
                81.350 | 
                81.501 | 
                81.470 | 
             
            
                | S2 | 
                81.160 | 
                81.160 | 
                81.461 | 
                 | 
             
            
                | S3 | 
                80.730 | 
                80.920 | 
                81.422 | 
                 | 
             
            
                | S4 | 
                80.300 | 
                80.490 | 
                81.304 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                81.830 | 
                80.210 | 
                1.620 | 
                2.0% | 
                0.458 | 
                0.6% | 
                82% | 
                True | 
                False | 
                37,136 | 
                 
                
                | 10 | 
                81.830 | 
                79.145 | 
                2.685 | 
                3.3% | 
                0.437 | 
                0.5% | 
                89% | 
                True | 
                False | 
                32,455 | 
                 
                
                | 20 | 
                81.830 | 
                78.665 | 
                3.165 | 
                3.9% | 
                0.423 | 
                0.5% | 
                91% | 
                True | 
                False | 
                25,759 | 
                 
                
                | 40 | 
                81.830 | 
                78.665 | 
                3.165 | 
                3.9% | 
                0.477 | 
                0.6% | 
                91% | 
                True | 
                False | 
                23,637 | 
                 
                
                | 60 | 
                81.830 | 
                78.420 | 
                3.410 | 
                4.2% | 
                0.515 | 
                0.6% | 
                91% | 
                True | 
                False | 
                19,273 | 
                 
                
                | 80 | 
                81.830 | 
                78.420 | 
                3.410 | 
                4.2% | 
                0.460 | 
                0.6% | 
                91% | 
                True | 
                False | 
                14,467 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.7% | 
                0.396 | 
                0.5% | 
                81% | 
                False | 
                False | 
                11,575 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.658 | 
         
        
            | 
2.618             | 
            82.956 | 
         
        
            | 
1.618             | 
            82.526 | 
         
        
            | 
1.000             | 
            82.260 | 
         
        
            | 
0.618             | 
            82.096 | 
         
        
            | 
HIGH             | 
            81.830 | 
         
        
            | 
0.618             | 
            81.666 | 
         
        
            | 
0.500             | 
            81.615 | 
         
        
            | 
0.382             | 
            81.564 | 
         
        
            | 
LOW             | 
            81.400 | 
         
        
            | 
0.618             | 
            81.134 | 
         
        
            | 
1.000             | 
            80.970 | 
         
        
            | 
1.618             | 
            80.704 | 
         
        
            | 
2.618             | 
            80.274 | 
         
        
            | 
4.250             | 
            79.573 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.615 | 
                                81.437 | 
                             
                            
                                | PP | 
                                81.590 | 
                                81.333 | 
                             
                            
                                | S1 | 
                                81.565 | 
                                81.230 | 
                             
             
         |