ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-May-2012 | 
                    29-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.445 | 
                        82.415 | 
                        -0.030 | 
                        0.0% | 
                        81.280 | 
                     
                    
                        | High | 
                        82.610 | 
                        82.710 | 
                        0.100 | 
                        0.1% | 
                        82.610 | 
                     
                    
                        | Low | 
                        82.125 | 
                        82.130 | 
                        0.005 | 
                        0.0% | 
                        81.025 | 
                     
                    
                        | Close | 
                        82.523 | 
                        82.581 | 
                        0.058 | 
                        0.1% | 
                        82.523 | 
                     
                    
                        | Range | 
                        0.485 | 
                        0.580 | 
                        0.095 | 
                        19.6% | 
                        1.585 | 
                     
                    
                        | ATR | 
                        0.530 | 
                        0.533 | 
                        0.004 | 
                        0.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        26,572 | 
                        25,316 | 
                        -1,256 | 
                        -4.7% | 
                        162,321 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.214 | 
                83.977 | 
                82.900 | 
                 | 
             
            
                | R3 | 
                83.634 | 
                83.397 | 
                82.741 | 
                 | 
             
            
                | R2 | 
                83.054 | 
                83.054 | 
                82.687 | 
                 | 
             
            
                | R1 | 
                82.817 | 
                82.817 | 
                82.634 | 
                82.936 | 
             
            
                | PP | 
                82.474 | 
                82.474 | 
                82.474 | 
                82.533 | 
             
            
                | S1 | 
                82.237 | 
                82.237 | 
                82.528 | 
                82.356 | 
             
            
                | S2 | 
                81.894 | 
                81.894 | 
                82.475 | 
                 | 
             
            
                | S3 | 
                81.314 | 
                81.657 | 
                82.422 | 
                 | 
             
            
                | S4 | 
                80.734 | 
                81.077 | 
                82.262 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                86.808 | 
                86.250 | 
                83.395 | 
                 | 
             
            
                | R3 | 
                85.223 | 
                84.665 | 
                82.959 | 
                 | 
             
            
                | R2 | 
                83.638 | 
                83.638 | 
                82.814 | 
                 | 
             
            
                | R1 | 
                83.080 | 
                83.080 | 
                82.668 | 
                83.359 | 
             
            
                | PP | 
                82.053 | 
                82.053 | 
                82.053 | 
                82.192 | 
             
            
                | S1 | 
                81.495 | 
                81.495 | 
                82.378 | 
                81.774 | 
             
            
                | S2 | 
                80.468 | 
                80.468 | 
                82.232 | 
                 | 
             
            
                | S3 | 
                78.883 | 
                79.910 | 
                82.087 | 
                 | 
             
            
                | S4 | 
                77.298 | 
                78.325 | 
                81.651 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                82.710 | 
                81.095 | 
                1.615 | 
                2.0% | 
                0.620 | 
                0.8% | 
                92% | 
                True | 
                False | 
                31,823 | 
                 
                
                | 10 | 
                82.710 | 
                80.630 | 
                2.080 | 
                2.5% | 
                0.606 | 
                0.7% | 
                94% | 
                True | 
                False | 
                35,286 | 
                 
                
                | 20 | 
                82.710 | 
                78.665 | 
                4.045 | 
                4.9% | 
                0.502 | 
                0.6% | 
                97% | 
                True | 
                False | 
                29,827 | 
                 
                
                | 40 | 
                82.710 | 
                78.665 | 
                4.045 | 
                4.9% | 
                0.494 | 
                0.6% | 
                97% | 
                True | 
                False | 
                25,173 | 
                 
                
                | 60 | 
                82.710 | 
                78.665 | 
                4.045 | 
                4.9% | 
                0.528 | 
                0.6% | 
                97% | 
                True | 
                False | 
                22,910 | 
                 
                
                | 80 | 
                82.710 | 
                78.420 | 
                4.290 | 
                5.2% | 
                0.508 | 
                0.6% | 
                97% | 
                True | 
                False | 
                17,205 | 
                 
                
                | 100 | 
                82.710 | 
                78.420 | 
                4.290 | 
                5.2% | 
                0.422 | 
                0.5% | 
                97% | 
                True | 
                False | 
                13,766 | 
                 
                
                | 120 | 
                82.710 | 
                78.420 | 
                4.290 | 
                5.2% | 
                0.369 | 
                0.4% | 
                97% | 
                True | 
                False | 
                11,478 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.175 | 
         
        
            | 
2.618             | 
            84.228 | 
         
        
            | 
1.618             | 
            83.648 | 
         
        
            | 
1.000             | 
            83.290 | 
         
        
            | 
0.618             | 
            83.068 | 
         
        
            | 
HIGH             | 
            82.710 | 
         
        
            | 
0.618             | 
            82.488 | 
         
        
            | 
0.500             | 
            82.420 | 
         
        
            | 
0.382             | 
            82.352 | 
         
        
            | 
LOW             | 
            82.130 | 
         
        
            | 
0.618             | 
            81.772 | 
         
        
            | 
1.000             | 
            81.550 | 
         
        
            | 
1.618             | 
            81.192 | 
         
        
            | 
2.618             | 
            80.612 | 
         
        
            | 
4.250             | 
            79.665 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.527 | 
                                82.505 | 
                             
                            
                                | PP | 
                                82.474 | 
                                82.429 | 
                             
                            
                                | S1 | 
                                82.420 | 
                                82.353 | 
                             
             
         |