ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2012 | 
                    04-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        83.210 | 
                        82.885 | 
                        -0.325 | 
                        -0.4% | 
                        82.415 | 
                     
                    
                        | High | 
                        83.670 | 
                        83.150 | 
                        -0.520 | 
                        -0.6% | 
                        83.670 | 
                     
                    
                        | Low | 
                        82.700 | 
                        82.545 | 
                        -0.155 | 
                        -0.2% | 
                        82.130 | 
                     
                    
                        | Close | 
                        82.973 | 
                        82.661 | 
                        -0.312 | 
                        -0.4% | 
                        82.973 | 
                     
                    
                        | Range | 
                        0.970 | 
                        0.605 | 
                        -0.365 | 
                        -37.6% | 
                        1.540 | 
                     
                    
                        | ATR | 
                        0.566 | 
                        0.569 | 
                        0.003 | 
                        0.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        57,677 | 
                        26,976 | 
                        -30,701 | 
                        -53.2% | 
                        143,279 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.600 | 
                84.236 | 
                82.994 | 
                 | 
             
            
                | R3 | 
                83.995 | 
                83.631 | 
                82.827 | 
                 | 
             
            
                | R2 | 
                83.390 | 
                83.390 | 
                82.772 | 
                 | 
             
            
                | R1 | 
                83.026 | 
                83.026 | 
                82.716 | 
                82.906 | 
             
            
                | PP | 
                82.785 | 
                82.785 | 
                82.785 | 
                82.725 | 
             
            
                | S1 | 
                82.421 | 
                82.421 | 
                82.606 | 
                82.301 | 
             
            
                | S2 | 
                82.180 | 
                82.180 | 
                82.550 | 
                 | 
             
            
                | S3 | 
                81.575 | 
                81.816 | 
                82.495 | 
                 | 
             
            
                | S4 | 
                80.970 | 
                81.211 | 
                82.328 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                82.130 | 
                1.540 | 
                1.9% | 
                0.650 | 
                0.8% | 
                34% | 
                False | 
                False | 
                34,051 | 
                 
                
                | 10 | 
                83.670 | 
                81.025 | 
                2.645 | 
                3.2% | 
                0.631 | 
                0.8% | 
                62% | 
                False | 
                False | 
                33,257 | 
                 
                
                | 20 | 
                83.670 | 
                79.630 | 
                4.040 | 
                4.9% | 
                0.549 | 
                0.7% | 
                75% | 
                False | 
                False | 
                33,196 | 
                 
                
                | 40 | 
                83.670 | 
                78.665 | 
                5.005 | 
                6.1% | 
                0.502 | 
                0.6% | 
                80% | 
                False | 
                False | 
                26,416 | 
                 
                
                | 60 | 
                83.670 | 
                78.665 | 
                5.005 | 
                6.1% | 
                0.529 | 
                0.6% | 
                80% | 
                False | 
                False | 
                25,186 | 
                 
                
                | 80 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.4% | 
                0.522 | 
                0.6% | 
                81% | 
                False | 
                False | 
                19,017 | 
                 
                
                | 100 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.4% | 
                0.449 | 
                0.5% | 
                81% | 
                False | 
                False | 
                15,215 | 
                 
                
                | 120 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.4% | 
                0.389 | 
                0.5% | 
                81% | 
                False | 
                False | 
                12,680 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.721 | 
         
        
            | 
2.618             | 
            84.734 | 
         
        
            | 
1.618             | 
            84.129 | 
         
        
            | 
1.000             | 
            83.755 | 
         
        
            | 
0.618             | 
            83.524 | 
         
        
            | 
HIGH             | 
            83.150 | 
         
        
            | 
0.618             | 
            82.919 | 
         
        
            | 
0.500             | 
            82.848 | 
         
        
            | 
0.382             | 
            82.776 | 
         
        
            | 
LOW             | 
            82.545 | 
         
        
            | 
0.618             | 
            82.171 | 
         
        
            | 
1.000             | 
            81.940 | 
         
        
            | 
1.618             | 
            81.566 | 
         
        
            | 
2.618             | 
            80.961 | 
         
        
            | 
4.250             | 
            79.974 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.848 | 
                                83.108 | 
                             
                            
                                | PP | 
                                82.785 | 
                                82.959 | 
                             
                            
                                | S1 | 
                                82.723 | 
                                82.810 | 
                             
             
         |