ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-May-2012 | 
                    30-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.415 | 
                        82.605 | 
                        0.190 | 
                        0.2% | 
                        81.280 | 
                     
                    
                        | High | 
                        82.710 | 
                        83.175 | 
                        0.465 | 
                        0.6% | 
                        82.610 | 
                     
                    
                        | Low | 
                        82.130 | 
                        82.570 | 
                        0.440 | 
                        0.5% | 
                        81.025 | 
                     
                    
                        | Close | 
                        82.581 | 
                        83.086 | 
                        0.505 | 
                        0.6% | 
                        82.523 | 
                     
                    
                        | Range | 
                        0.580 | 
                        0.605 | 
                        0.025 | 
                        4.3% | 
                        1.585 | 
                     
                    
                        | ATR | 
                        0.533 | 
                        0.538 | 
                        0.005 | 
                        1.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        25,316 | 
                        28,931 | 
                        3,615 | 
                        14.3% | 
                        162,321 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.759 | 
                84.527 | 
                83.419 | 
                 | 
             
            
                | R3 | 
                84.154 | 
                83.922 | 
                83.252 | 
                 | 
             
            
                | R2 | 
                83.549 | 
                83.549 | 
                83.197 | 
                 | 
             
            
                | R1 | 
                83.317 | 
                83.317 | 
                83.141 | 
                83.433 | 
             
            
                | PP | 
                82.944 | 
                82.944 | 
                82.944 | 
                83.002 | 
             
            
                | S1 | 
                82.712 | 
                82.712 | 
                83.031 | 
                82.828 | 
             
            
                | S2 | 
                82.339 | 
                82.339 | 
                82.975 | 
                 | 
             
            
                | S3 | 
                81.734 | 
                82.107 | 
                82.920 | 
                 | 
             
            
                | S4 | 
                81.129 | 
                81.502 | 
                82.753 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                83.175 | 
                81.710 | 
                1.465 | 
                1.8% | 
                0.572 | 
                0.7% | 
                94% | 
                True | 
                False | 
                30,993 | 
                 
                
                | 10 | 
                83.175 | 
                81.025 | 
                2.150 | 
                2.6% | 
                0.585 | 
                0.7% | 
                96% | 
                True | 
                False | 
                33,402 | 
                 
                
                | 20 | 
                83.175 | 
                78.900 | 
                4.275 | 
                5.1% | 
                0.513 | 
                0.6% | 
                98% | 
                True | 
                False | 
                30,621 | 
                 
                
                | 40 | 
                83.175 | 
                78.665 | 
                4.510 | 
                5.4% | 
                0.500 | 
                0.6% | 
                98% | 
                True | 
                False | 
                25,413 | 
                 
                
                | 60 | 
                83.175 | 
                78.665 | 
                4.510 | 
                5.4% | 
                0.525 | 
                0.6% | 
                98% | 
                True | 
                False | 
                23,381 | 
                 
                
                | 80 | 
                83.175 | 
                78.420 | 
                4.755 | 
                5.7% | 
                0.510 | 
                0.6% | 
                98% | 
                True | 
                False | 
                17,567 | 
                 
                
                | 100 | 
                83.175 | 
                78.420 | 
                4.755 | 
                5.7% | 
                0.428 | 
                0.5% | 
                98% | 
                True | 
                False | 
                14,055 | 
                 
                
                | 120 | 
                83.175 | 
                78.420 | 
                4.755 | 
                5.7% | 
                0.372 | 
                0.4% | 
                98% | 
                True | 
                False | 
                11,719 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.746 | 
         
        
            | 
2.618             | 
            84.759 | 
         
        
            | 
1.618             | 
            84.154 | 
         
        
            | 
1.000             | 
            83.780 | 
         
        
            | 
0.618             | 
            83.549 | 
         
        
            | 
HIGH             | 
            83.175 | 
         
        
            | 
0.618             | 
            82.944 | 
         
        
            | 
0.500             | 
            82.873 | 
         
        
            | 
0.382             | 
            82.801 | 
         
        
            | 
LOW             | 
            82.570 | 
         
        
            | 
0.618             | 
            82.196 | 
         
        
            | 
1.000             | 
            81.965 | 
         
        
            | 
1.618             | 
            81.591 | 
         
        
            | 
2.618             | 
            80.986 | 
         
        
            | 
4.250             | 
            79.999 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                83.015 | 
                                82.941 | 
                             
                            
                                | PP | 
                                82.944 | 
                                82.795 | 
                             
                            
                                | S1 | 
                                82.873 | 
                                82.650 | 
                             
             
         |