ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jul-2012 | 
                    24-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        84.150 | 
                        84.500 | 
                        0.350 | 
                        0.4% | 
                        83.820 | 
                     
                    
                        | High | 
                        84.465 | 
                        84.610 | 
                        0.145 | 
                        0.2% | 
                        83.980 | 
                     
                    
                        | Low | 
                        84.030 | 
                        84.500 | 
                        0.470 | 
                        0.6% | 
                        83.220 | 
                     
                    
                        | Close | 
                        84.185 | 
                        84.515 | 
                        0.330 | 
                        0.4% | 
                        83.913 | 
                     
                    
                        | Range | 
                        0.435 | 
                        0.110 | 
                        -0.325 | 
                        -74.7% | 
                        0.760 | 
                     
                    
                        | ATR | 
                        0.400 | 
                        0.402 | 
                        0.002 | 
                        0.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        10 | 
                        113 | 
                        103 | 
                        1,030.0% | 
                        62 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.872 | 
                84.803 | 
                84.576 | 
                 | 
             
            
                | R3 | 
                84.762 | 
                84.693 | 
                84.545 | 
                 | 
             
            
                | R2 | 
                84.652 | 
                84.652 | 
                84.535 | 
                 | 
             
            
                | R1 | 
                84.583 | 
                84.583 | 
                84.525 | 
                84.618 | 
             
            
                | PP | 
                84.542 | 
                84.542 | 
                84.542 | 
                84.559 | 
             
            
                | S1 | 
                84.473 | 
                84.473 | 
                84.505 | 
                84.508 | 
             
            
                | S2 | 
                84.432 | 
                84.432 | 
                84.495 | 
                 | 
             
            
                | S3 | 
                84.322 | 
                84.363 | 
                84.485 | 
                 | 
             
            
                | S4 | 
                84.212 | 
                84.253 | 
                84.455 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                84.610 | 
                83.220 | 
                1.390 | 
                1.6% | 
                0.226 | 
                0.3% | 
                93% | 
                True | 
                False | 
                32 | 
                 
                
                | 10 | 
                84.610 | 
                83.220 | 
                1.390 | 
                1.6% | 
                0.287 | 
                0.3% | 
                93% | 
                True | 
                False | 
                21 | 
                 
                
                | 20 | 
                84.610 | 
                81.955 | 
                2.655 | 
                3.1% | 
                0.283 | 
                0.3% | 
                96% | 
                True | 
                False | 
                24 | 
                 
                
                | 40 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.4% | 
                0.194 | 
                0.2% | 
                97% | 
                True | 
                False | 
                77 | 
                 
                
                | 60 | 
                84.610 | 
                79.901 | 
                4.709 | 
                5.6% | 
                0.129 | 
                0.2% | 
                98% | 
                True | 
                False | 
                51 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.078 | 
         
        
            | 
2.618             | 
            84.898 | 
         
        
            | 
1.618             | 
            84.788 | 
         
        
            | 
1.000             | 
            84.720 | 
         
        
            | 
0.618             | 
            84.678 | 
         
        
            | 
HIGH             | 
            84.610 | 
         
        
            | 
0.618             | 
            84.568 | 
         
        
            | 
0.500             | 
            84.555 | 
         
        
            | 
0.382             | 
            84.542 | 
         
        
            | 
LOW             | 
            84.500 | 
         
        
            | 
0.618             | 
            84.432 | 
         
        
            | 
1.000             | 
            84.390 | 
         
        
            | 
1.618             | 
            84.322 | 
         
        
            | 
2.618             | 
            84.212 | 
         
        
            | 
4.250             | 
            84.033 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                84.555 | 
                                84.410 | 
                             
                            
                                | PP | 
                                84.542 | 
                                84.305 | 
                             
                            
                                | S1 | 
                                84.528 | 
                                84.200 | 
                             
             
         |