ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-May-2012 | 
                    01-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        83.130 | 
                        83.210 | 
                        0.080 | 
                        0.1% | 
                        82.415 | 
                     
                    
                        | High | 
                        83.295 | 
                        83.670 | 
                        0.375 | 
                        0.5% | 
                        83.670 | 
                     
                    
                        | Low | 
                        82.805 | 
                        82.700 | 
                        -0.105 | 
                        -0.1% | 
                        82.130 | 
                     
                    
                        | Close | 
                        83.129 | 
                        82.973 | 
                        -0.156 | 
                        -0.2% | 
                        82.973 | 
                     
                    
                        | Range | 
                        0.490 | 
                        0.970 | 
                        0.480 | 
                        98.0% | 
                        1.540 | 
                     
                    
                        | ATR | 
                        0.535 | 
                        0.566 | 
                        0.031 | 
                        5.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        31,355 | 
                        57,677 | 
                        26,322 | 
                        83.9% | 
                        143,279 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                86.024 | 
                85.469 | 
                83.507 | 
                 | 
             
            
                | R3 | 
                85.054 | 
                84.499 | 
                83.240 | 
                 | 
             
            
                | R2 | 
                84.084 | 
                84.084 | 
                83.151 | 
                 | 
             
            
                | R1 | 
                83.529 | 
                83.529 | 
                83.062 | 
                83.322 | 
             
            
                | PP | 
                83.114 | 
                83.114 | 
                83.114 | 
                83.011 | 
             
            
                | S1 | 
                82.559 | 
                82.559 | 
                82.884 | 
                82.352 | 
             
            
                | S2 | 
                82.144 | 
                82.144 | 
                82.795 | 
                 | 
             
            
                | S3 | 
                81.174 | 
                81.589 | 
                82.706 | 
                 | 
             
            
                | S4 | 
                80.204 | 
                80.619 | 
                82.440 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                87.544 | 
                86.799 | 
                83.820 | 
                 | 
             
            
                | R3 | 
                86.004 | 
                85.259 | 
                83.397 | 
                 | 
             
            
                | R2 | 
                84.464 | 
                84.464 | 
                83.255 | 
                 | 
             
            
                | R1 | 
                83.719 | 
                83.719 | 
                83.114 | 
                84.092 | 
             
            
                | PP | 
                82.924 | 
                82.924 | 
                82.924 | 
                83.111 | 
             
            
                | S1 | 
                82.179 | 
                82.179 | 
                82.832 | 
                82.552 | 
             
            
                | S2 | 
                81.384 | 
                81.384 | 
                82.691 | 
                 | 
             
            
                | S3 | 
                79.844 | 
                80.639 | 
                82.550 | 
                 | 
             
            
                | S4 | 
                78.304 | 
                79.099 | 
                82.126 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                83.670 | 
                82.125 | 
                1.545 | 
                1.9% | 
                0.626 | 
                0.8% | 
                55% | 
                True | 
                False | 
                33,970 | 
                 
                
                | 10 | 
                83.670 | 
                81.025 | 
                2.645 | 
                3.2% | 
                0.648 | 
                0.8% | 
                74% | 
                True | 
                False | 
                33,715 | 
                 
                
                | 20 | 
                83.670 | 
                79.145 | 
                4.525 | 
                5.5% | 
                0.542 | 
                0.7% | 
                85% | 
                True | 
                False | 
                33,085 | 
                 
                
                | 40 | 
                83.670 | 
                78.665 | 
                5.005 | 
                6.0% | 
                0.501 | 
                0.6% | 
                86% | 
                True | 
                False | 
                26,362 | 
                 
                
                | 60 | 
                83.670 | 
                78.665 | 
                5.005 | 
                6.0% | 
                0.532 | 
                0.6% | 
                86% | 
                True | 
                False | 
                24,819 | 
                 
                
                | 80 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.3% | 
                0.514 | 
                0.6% | 
                87% | 
                True | 
                False | 
                18,679 | 
                 
                
                | 100 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.3% | 
                0.443 | 
                0.5% | 
                87% | 
                True | 
                False | 
                14,945 | 
                 
                
                | 120 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.3% | 
                0.384 | 
                0.5% | 
                87% | 
                True | 
                False | 
                12,461 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            87.793 | 
         
        
            | 
2.618             | 
            86.209 | 
         
        
            | 
1.618             | 
            85.239 | 
         
        
            | 
1.000             | 
            84.640 | 
         
        
            | 
0.618             | 
            84.269 | 
         
        
            | 
HIGH             | 
            83.670 | 
         
        
            | 
0.618             | 
            83.299 | 
         
        
            | 
0.500             | 
            83.185 | 
         
        
            | 
0.382             | 
            83.071 | 
         
        
            | 
LOW             | 
            82.700 | 
         
        
            | 
0.618             | 
            82.101 | 
         
        
            | 
1.000             | 
            81.730 | 
         
        
            | 
1.618             | 
            81.131 | 
         
        
            | 
2.618             | 
            80.161 | 
         
        
            | 
4.250             | 
            78.578 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                83.185 | 
                                83.120 | 
                             
                            
                                | PP | 
                                83.114 | 
                                83.071 | 
                             
                            
                                | S1 | 
                                83.044 | 
                                83.022 | 
                             
             
         |