ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jun-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Jun-2012 | 
                    05-Jun-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.885 | 
                        82.495 | 
                        -0.390 | 
                        -0.5% | 
                        82.415 | 
                     
                    
                        | High | 
                        83.150 | 
                        83.035 | 
                        -0.115 | 
                        -0.1% | 
                        83.670 | 
                     
                    
                        | Low | 
                        82.545 | 
                        82.400 | 
                        -0.145 | 
                        -0.2% | 
                        82.130 | 
                     
                    
                        | Close | 
                        82.661 | 
                        82.913 | 
                        0.252 | 
                        0.3% | 
                        82.973 | 
                     
                    
                        | Range | 
                        0.605 | 
                        0.635 | 
                        0.030 | 
                        5.0% | 
                        1.540 | 
                     
                    
                        | ATR | 
                        0.569 | 
                        0.573 | 
                        0.005 | 
                        0.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        26,976 | 
                        28,854 | 
                        1,878 | 
                        7.0% | 
                        143,279 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Jun-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.688 | 
                84.435 | 
                83.262 | 
                 | 
             
            
                | R3 | 
                84.053 | 
                83.800 | 
                83.088 | 
                 | 
             
            
                | R2 | 
                83.418 | 
                83.418 | 
                83.029 | 
                 | 
             
            
                | R1 | 
                83.165 | 
                83.165 | 
                82.971 | 
                83.292 | 
             
            
                | PP | 
                82.783 | 
                82.783 | 
                82.783 | 
                82.846 | 
             
            
                | S1 | 
                82.530 | 
                82.530 | 
                82.855 | 
                82.657 | 
             
            
                | S2 | 
                82.148 | 
                82.148 | 
                82.797 | 
                 | 
             
            
                | S3 | 
                81.513 | 
                81.895 | 
                82.738 | 
                 | 
             
            
                | S4 | 
                80.878 | 
                81.260 | 
                82.564 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                82.400 | 
                1.270 | 
                1.5% | 
                0.661 | 
                0.8% | 
                40% | 
                False | 
                True | 
                34,758 | 
                 
                
                | 10 | 
                83.670 | 
                81.095 | 
                2.575 | 
                3.1% | 
                0.641 | 
                0.8% | 
                71% | 
                False | 
                False | 
                33,291 | 
                 
                
                | 20 | 
                83.670 | 
                79.670 | 
                4.000 | 
                4.8% | 
                0.555 | 
                0.7% | 
                81% | 
                False | 
                False | 
                33,556 | 
                 
                
                | 40 | 
                83.670 | 
                78.665 | 
                5.005 | 
                6.0% | 
                0.506 | 
                0.6% | 
                85% | 
                False | 
                False | 
                26,848 | 
                 
                
                | 60 | 
                83.670 | 
                78.665 | 
                5.005 | 
                6.0% | 
                0.524 | 
                0.6% | 
                85% | 
                False | 
                False | 
                25,592 | 
                 
                
                | 80 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.3% | 
                0.528 | 
                0.6% | 
                86% | 
                False | 
                False | 
                19,377 | 
                 
                
                | 100 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.3% | 
                0.455 | 
                0.5% | 
                86% | 
                False | 
                False | 
                15,504 | 
                 
                
                | 120 | 
                83.670 | 
                78.420 | 
                5.250 | 
                6.3% | 
                0.394 | 
                0.5% | 
                86% | 
                False | 
                False | 
                12,921 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.734 | 
         
        
            | 
2.618             | 
            84.697 | 
         
        
            | 
1.618             | 
            84.062 | 
         
        
            | 
1.000             | 
            83.670 | 
         
        
            | 
0.618             | 
            83.427 | 
         
        
            | 
HIGH             | 
            83.035 | 
         
        
            | 
0.618             | 
            82.792 | 
         
        
            | 
0.500             | 
            82.718 | 
         
        
            | 
0.382             | 
            82.643 | 
         
        
            | 
LOW             | 
            82.400 | 
         
        
            | 
0.618             | 
            82.008 | 
         
        
            | 
1.000             | 
            81.765 | 
         
        
            | 
1.618             | 
            81.373 | 
         
        
            | 
2.618             | 
            80.738 | 
         
        
            | 
4.250             | 
            79.701 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Jun-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.848 | 
                                83.035 | 
                             
                            
                                | PP | 
                                82.783 | 
                                82.994 | 
                             
                            
                                | S1 | 
                                82.718 | 
                                82.954 | 
                             
             
         |