ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Jul-2012 | 
                    23-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        83.790 | 
                        84.150 | 
                        0.360 | 
                        0.4% | 
                        83.820 | 
                     
                    
                        | High | 
                        83.980 | 
                        84.465 | 
                        0.485 | 
                        0.6% | 
                        83.980 | 
                     
                    
                        | Low | 
                        83.790 | 
                        84.030 | 
                        0.240 | 
                        0.3% | 
                        83.220 | 
                     
                    
                        | Close | 
                        83.913 | 
                        84.185 | 
                        0.272 | 
                        0.3% | 
                        83.913 | 
                     
                    
                        | Range | 
                        0.190 | 
                        0.435 | 
                        0.245 | 
                        128.9% | 
                        0.760 | 
                     
                    
                        | ATR | 
                        0.388 | 
                        0.400 | 
                        0.012 | 
                        3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        18 | 
                        10 | 
                        -8 | 
                        -44.4% | 
                        62 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                85.532 | 
                85.293 | 
                84.424 | 
                 | 
             
            
                | R3 | 
                85.097 | 
                84.858 | 
                84.305 | 
                 | 
             
            
                | R2 | 
                84.662 | 
                84.662 | 
                84.265 | 
                 | 
             
            
                | R1 | 
                84.423 | 
                84.423 | 
                84.225 | 
                84.543 | 
             
            
                | PP | 
                84.227 | 
                84.227 | 
                84.227 | 
                84.286 | 
             
            
                | S1 | 
                83.988 | 
                83.988 | 
                84.145 | 
                84.108 | 
             
            
                | S2 | 
                83.792 | 
                83.792 | 
                84.105 | 
                 | 
             
            
                | S3 | 
                83.357 | 
                83.553 | 
                84.065 | 
                 | 
             
            
                | S4 | 
                82.922 | 
                83.118 | 
                83.946 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                85.984 | 
                85.709 | 
                84.331 | 
                 | 
             
            
                | R3 | 
                85.224 | 
                84.949 | 
                84.122 | 
                 | 
             
            
                | R2 | 
                84.464 | 
                84.464 | 
                84.052 | 
                 | 
             
            
                | R1 | 
                84.189 | 
                84.189 | 
                83.983 | 
                84.327 | 
             
            
                | PP | 
                83.704 | 
                83.704 | 
                83.704 | 
                83.773 | 
             
            
                | S1 | 
                83.429 | 
                83.429 | 
                83.843 | 
                83.567 | 
             
            
                | S2 | 
                82.944 | 
                82.944 | 
                83.774 | 
                 | 
             
            
                | S3 | 
                82.184 | 
                82.669 | 
                83.704 | 
                 | 
             
            
                | S4 | 
                81.424 | 
                81.909 | 
                83.495 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                84.465 | 
                83.220 | 
                1.245 | 
                1.5% | 
                0.310 | 
                0.4% | 
                78% | 
                True | 
                False | 
                12 | 
                 
                
                | 10 | 
                84.465 | 
                83.220 | 
                1.245 | 
                1.5% | 
                0.316 | 
                0.4% | 
                78% | 
                True | 
                False | 
                14 | 
                 
                
                | 20 | 
                84.465 | 
                81.955 | 
                2.510 | 
                3.0% | 
                0.278 | 
                0.3% | 
                89% | 
                True | 
                False | 
                18 | 
                 
                
                | 40 | 
                84.465 | 
                81.745 | 
                2.720 | 
                3.2% | 
                0.191 | 
                0.2% | 
                90% | 
                True | 
                False | 
                74 | 
                 
                
                | 60 | 
                84.465 | 
                79.705 | 
                4.760 | 
                5.7% | 
                0.128 | 
                0.2% | 
                94% | 
                True | 
                False | 
                49 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            86.314 | 
         
        
            | 
2.618             | 
            85.604 | 
         
        
            | 
1.618             | 
            85.169 | 
         
        
            | 
1.000             | 
            84.900 | 
         
        
            | 
0.618             | 
            84.734 | 
         
        
            | 
HIGH             | 
            84.465 | 
         
        
            | 
0.618             | 
            84.299 | 
         
        
            | 
0.500             | 
            84.248 | 
         
        
            | 
0.382             | 
            84.196 | 
         
        
            | 
LOW             | 
            84.030 | 
         
        
            | 
0.618             | 
            83.761 | 
         
        
            | 
1.000             | 
            83.595 | 
         
        
            | 
1.618             | 
            83.326 | 
         
        
            | 
2.618             | 
            82.891 | 
         
        
            | 
4.250             | 
            82.181 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                84.248 | 
                                84.071 | 
                             
                            
                                | PP | 
                                84.227 | 
                                83.957 | 
                             
                            
                                | S1 | 
                                84.206 | 
                                83.843 | 
                             
             
         |