ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-May-2012 | 
                    22-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.280 | 
                        81.115 | 
                        -0.165 | 
                        -0.2% | 
                        80.560 | 
                     
                    
                        | High | 
                        81.560 | 
                        81.940 | 
                        0.380 | 
                        0.5% | 
                        81.930 | 
                     
                    
                        | Low | 
                        81.025 | 
                        81.095 | 
                        0.070 | 
                        0.1% | 
                        80.490 | 
                     
                    
                        | Close | 
                        81.075 | 
                        81.648 | 
                        0.573 | 
                        0.7% | 
                        81.424 | 
                     
                    
                        | Range | 
                        0.535 | 
                        0.845 | 
                        0.310 | 
                        57.9% | 
                        1.440 | 
                     
                    
                        | ATR | 
                        0.492 | 
                        0.519 | 
                        0.027 | 
                        5.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,518 | 
                        33,085 | 
                        4,567 | 
                        16.0% | 
                        195,544 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.096 | 
                83.717 | 
                82.113 | 
                 | 
             
            
                | R3 | 
                83.251 | 
                82.872 | 
                81.880 | 
                 | 
             
            
                | R2 | 
                82.406 | 
                82.406 | 
                81.803 | 
                 | 
             
            
                | R1 | 
                82.027 | 
                82.027 | 
                81.725 | 
                82.217 | 
             
            
                | PP | 
                81.561 | 
                81.561 | 
                81.561 | 
                81.656 | 
             
            
                | S1 | 
                81.182 | 
                81.182 | 
                81.571 | 
                81.372 | 
             
            
                | S2 | 
                80.716 | 
                80.716 | 
                81.493 | 
                 | 
             
            
                | S3 | 
                79.871 | 
                80.337 | 
                81.416 | 
                 | 
             
            
                | S4 | 
                79.026 | 
                79.492 | 
                81.183 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                81.940 | 
                81.025 | 
                0.915 | 
                1.1% | 
                0.597 | 
                0.7% | 
                68% | 
                True | 
                False | 
                35,812 | 
                 
                
                | 10 | 
                81.940 | 
                79.975 | 
                1.965 | 
                2.4% | 
                0.514 | 
                0.6% | 
                85% | 
                True | 
                False | 
                34,580 | 
                 
                
                | 20 | 
                81.940 | 
                78.665 | 
                3.275 | 
                4.0% | 
                0.465 | 
                0.6% | 
                91% | 
                True | 
                False | 
                27,523 | 
                 
                
                | 40 | 
                81.940 | 
                78.665 | 
                3.275 | 
                4.0% | 
                0.478 | 
                0.6% | 
                91% | 
                True | 
                False | 
                24,321 | 
                 
                
                | 60 | 
                81.940 | 
                78.420 | 
                3.520 | 
                4.3% | 
                0.527 | 
                0.6% | 
                92% | 
                True | 
                False | 
                20,820 | 
                 
                
                | 80 | 
                81.940 | 
                78.420 | 
                3.520 | 
                4.3% | 
                0.481 | 
                0.6% | 
                92% | 
                True | 
                False | 
                15,631 | 
                 
                
                | 100 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.7% | 
                0.417 | 
                0.5% | 
                83% | 
                False | 
                False | 
                12,506 | 
                 
                
                | 120 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.7% | 
                0.350 | 
                0.4% | 
                83% | 
                False | 
                False | 
                10,428 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.531 | 
         
        
            | 
2.618             | 
            84.152 | 
         
        
            | 
1.618             | 
            83.307 | 
         
        
            | 
1.000             | 
            82.785 | 
         
        
            | 
0.618             | 
            82.462 | 
         
        
            | 
HIGH             | 
            81.940 | 
         
        
            | 
0.618             | 
            81.617 | 
         
        
            | 
0.500             | 
            81.518 | 
         
        
            | 
0.382             | 
            81.418 | 
         
        
            | 
LOW             | 
            81.095 | 
         
        
            | 
0.618             | 
            80.573 | 
         
        
            | 
1.000             | 
            80.250 | 
         
        
            | 
1.618             | 
            79.728 | 
         
        
            | 
2.618             | 
            78.883 | 
         
        
            | 
4.250             | 
            77.504 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.605 | 
                                81.593 | 
                             
                            
                                | PP | 
                                81.561 | 
                                81.538 | 
                             
                            
                                | S1 | 
                                81.518 | 
                                81.483 | 
                             
             
         |