ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-May-2012 | 
                    23-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.115 | 
                        81.905 | 
                        0.790 | 
                        1.0% | 
                        80.560 | 
                     
                    
                        | High | 
                        81.940 | 
                        82.360 | 
                        0.420 | 
                        0.5% | 
                        81.930 | 
                     
                    
                        | Low | 
                        81.095 | 
                        81.710 | 
                        0.615 | 
                        0.8% | 
                        80.490 | 
                     
                    
                        | Close | 
                        81.648 | 
                        82.200 | 
                        0.552 | 
                        0.7% | 
                        81.424 | 
                     
                    
                        | Range | 
                        0.845 | 
                        0.650 | 
                        -0.195 | 
                        -23.1% | 
                        1.440 | 
                     
                    
                        | ATR | 
                        0.519 | 
                        0.533 | 
                        0.014 | 
                        2.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        33,085 | 
                        38,283 | 
                        5,198 | 
                        15.7% | 
                        195,544 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.040 | 
                83.770 | 
                82.558 | 
                 | 
             
            
                | R3 | 
                83.390 | 
                83.120 | 
                82.379 | 
                 | 
             
            
                | R2 | 
                82.740 | 
                82.740 | 
                82.319 | 
                 | 
             
            
                | R1 | 
                82.470 | 
                82.470 | 
                82.260 | 
                82.605 | 
             
            
                | PP | 
                82.090 | 
                82.090 | 
                82.090 | 
                82.158 | 
             
            
                | S1 | 
                81.820 | 
                81.820 | 
                82.140 | 
                81.955 | 
             
            
                | S2 | 
                81.440 | 
                81.440 | 
                82.081 | 
                 | 
             
            
                | S3 | 
                80.790 | 
                81.170 | 
                82.021 | 
                 | 
             
            
                | S4 | 
                80.140 | 
                80.520 | 
                81.843 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                82.360 | 
                81.025 | 
                1.335 | 
                1.6% | 
                0.647 | 
                0.8% | 
                88% | 
                True | 
                False | 
                35,883 | 
                 
                
                | 10 | 
                82.360 | 
                80.085 | 
                2.275 | 
                2.8% | 
                0.535 | 
                0.7% | 
                93% | 
                True | 
                False | 
                34,527 | 
                 
                
                | 20 | 
                82.360 | 
                78.665 | 
                3.695 | 
                4.5% | 
                0.480 | 
                0.6% | 
                96% | 
                True | 
                False | 
                28,416 | 
                 
                
                | 40 | 
                82.360 | 
                78.665 | 
                3.695 | 
                4.5% | 
                0.484 | 
                0.6% | 
                96% | 
                True | 
                False | 
                24,758 | 
                 
                
                | 60 | 
                82.360 | 
                78.420 | 
                3.940 | 
                4.8% | 
                0.531 | 
                0.6% | 
                96% | 
                True | 
                False | 
                21,456 | 
                 
                
                | 80 | 
                82.360 | 
                78.420 | 
                3.940 | 
                4.8% | 
                0.489 | 
                0.6% | 
                96% | 
                True | 
                False | 
                16,109 | 
                 
                
                | 100 | 
                82.360 | 
                78.420 | 
                3.940 | 
                4.8% | 
                0.422 | 
                0.5% | 
                96% | 
                True | 
                False | 
                12,889 | 
                 
                
                | 120 | 
                82.360 | 
                78.420 | 
                3.940 | 
                4.8% | 
                0.356 | 
                0.4% | 
                96% | 
                True | 
                False | 
                10,747 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.123 | 
         
        
            | 
2.618             | 
            84.062 | 
         
        
            | 
1.618             | 
            83.412 | 
         
        
            | 
1.000             | 
            83.010 | 
         
        
            | 
0.618             | 
            82.762 | 
         
        
            | 
HIGH             | 
            82.360 | 
         
        
            | 
0.618             | 
            82.112 | 
         
        
            | 
0.500             | 
            82.035 | 
         
        
            | 
0.382             | 
            81.958 | 
         
        
            | 
LOW             | 
            81.710 | 
         
        
            | 
0.618             | 
            81.308 | 
         
        
            | 
1.000             | 
            81.060 | 
         
        
            | 
1.618             | 
            80.658 | 
         
        
            | 
2.618             | 
            80.008 | 
         
        
            | 
4.250             | 
            78.948 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.145 | 
                                82.031 | 
                             
                            
                                | PP | 
                                82.090 | 
                                81.862 | 
                             
                            
                                | S1 | 
                                82.035 | 
                                81.693 | 
                             
             
         |