ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-May-2012 | 
                    21-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.650 | 
                        81.280 | 
                        -0.370 | 
                        -0.5% | 
                        80.560 | 
                     
                    
                        | High | 
                        81.930 | 
                        81.560 | 
                        -0.370 | 
                        -0.5% | 
                        81.930 | 
                     
                    
                        | Low | 
                        81.155 | 
                        81.025 | 
                        -0.130 | 
                        -0.2% | 
                        80.490 | 
                     
                    
                        | Close | 
                        81.424 | 
                        81.075 | 
                        -0.349 | 
                        -0.4% | 
                        81.424 | 
                     
                    
                        | Range | 
                        0.775 | 
                        0.535 | 
                        -0.240 | 
                        -31.0% | 
                        1.440 | 
                     
                    
                        | ATR | 
                        0.489 | 
                        0.492 | 
                        0.003 | 
                        0.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        31,550 | 
                        28,518 | 
                        -3,032 | 
                        -9.6% | 
                        195,544 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.825 | 
                82.485 | 
                81.369 | 
                 | 
             
            
                | R3 | 
                82.290 | 
                81.950 | 
                81.222 | 
                 | 
             
            
                | R2 | 
                81.755 | 
                81.755 | 
                81.173 | 
                 | 
             
            
                | R1 | 
                81.415 | 
                81.415 | 
                81.124 | 
                81.318 | 
             
            
                | PP | 
                81.220 | 
                81.220 | 
                81.220 | 
                81.171 | 
             
            
                | S1 | 
                80.880 | 
                80.880 | 
                81.026 | 
                80.783 | 
             
            
                | S2 | 
                80.685 | 
                80.685 | 
                80.977 | 
                 | 
             
            
                | S3 | 
                80.150 | 
                80.345 | 
                80.928 | 
                 | 
             
            
                | S4 | 
                79.615 | 
                79.810 | 
                80.781 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                85.601 | 
                84.953 | 
                82.216 | 
                 | 
             
            
                | R3 | 
                84.161 | 
                83.513 | 
                81.820 | 
                 | 
             
            
                | R2 | 
                82.721 | 
                82.721 | 
                81.688 | 
                 | 
             
            
                | R1 | 
                82.073 | 
                82.073 | 
                81.556 | 
                82.397 | 
             
            
                | PP | 
                81.281 | 
                81.281 | 
                81.281 | 
                81.444 | 
             
            
                | S1 | 
                80.633 | 
                80.633 | 
                81.292 | 
                80.957 | 
             
            
                | S2 | 
                79.841 | 
                79.841 | 
                81.160 | 
                 | 
             
            
                | S3 | 
                78.401 | 
                79.193 | 
                81.028 | 
                 | 
             
            
                | S4 | 
                76.961 | 
                77.753 | 
                80.632 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                81.930 | 
                80.630 | 
                1.300 | 
                1.6% | 
                0.592 | 
                0.7% | 
                34% | 
                False | 
                False | 
                38,748 | 
                 
                
                | 10 | 
                81.930 | 
                79.670 | 
                2.260 | 
                2.8% | 
                0.470 | 
                0.6% | 
                62% | 
                False | 
                False | 
                33,821 | 
                 
                
                | 20 | 
                81.930 | 
                78.665 | 
                3.265 | 
                4.0% | 
                0.440 | 
                0.5% | 
                74% | 
                False | 
                False | 
                26,670 | 
                 
                
                | 40 | 
                81.930 | 
                78.665 | 
                3.265 | 
                4.0% | 
                0.479 | 
                0.6% | 
                74% | 
                False | 
                False | 
                23,972 | 
                 
                
                | 60 | 
                81.930 | 
                78.420 | 
                3.510 | 
                4.3% | 
                0.519 | 
                0.6% | 
                76% | 
                False | 
                False | 
                20,272 | 
                 
                
                | 80 | 
                81.930 | 
                78.420 | 
                3.510 | 
                4.3% | 
                0.472 | 
                0.6% | 
                76% | 
                False | 
                False | 
                15,217 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.409 | 
                0.5% | 
                69% | 
                False | 
                False | 
                12,175 | 
                 
                
                | 120 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.8% | 
                0.343 | 
                0.4% | 
                69% | 
                False | 
                False | 
                10,152 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.834 | 
         
        
            | 
2.618             | 
            82.961 | 
         
        
            | 
1.618             | 
            82.426 | 
         
        
            | 
1.000             | 
            82.095 | 
         
        
            | 
0.618             | 
            81.891 | 
         
        
            | 
HIGH             | 
            81.560 | 
         
        
            | 
0.618             | 
            81.356 | 
         
        
            | 
0.500             | 
            81.293 | 
         
        
            | 
0.382             | 
            81.229 | 
         
        
            | 
LOW             | 
            81.025 | 
         
        
            | 
0.618             | 
            80.694 | 
         
        
            | 
1.000             | 
            80.490 | 
         
        
            | 
1.618             | 
            80.159 | 
         
        
            | 
2.618             | 
            79.624 | 
         
        
            | 
4.250             | 
            78.751 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.293 | 
                                81.478 | 
                             
                            
                                | PP | 
                                81.220 | 
                                81.343 | 
                             
                            
                                | S1 | 
                                81.148 | 
                                81.209 | 
                             
             
         |