Hi Imran ,
Can share screenshot of your BEx query.
Can you check Display property of your Keyfigures in BEx .You'll get all the measures unless you made Display "Hide".
you'll get all the dimensions placed in Free characteristics area.
have a look at
http://scn.sap.com/docs/DOC-9947
Note 1611185 - Usage of BEx Queries via BICS in Web Intelligence 4.x
http://scn.sap.com/docs/DOC-28880
http://scn.sap.com/community/businessobjects-web-intelligence/blog/2012/07/19/bics-vs-bapi-vs-df-relational-connectionBICS vs BAPI vs DF Relational Connection