ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jul-2012 | 
                    26-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        84.430 | 
                        84.000 | 
                        -0.430 | 
                        -0.5% | 
                        83.820 | 
                     
                    
                        | High | 
                        84.435 | 
                        84.000 | 
                        -0.435 | 
                        -0.5% | 
                        83.980 | 
                     
                    
                        | Low | 
                        84.055 | 
                        83.095 | 
                        -0.960 | 
                        -1.1% | 
                        83.220 | 
                     
                    
                        | Close | 
                        84.016 | 
                        83.209 | 
                        -0.807 | 
                        -1.0% | 
                        83.913 | 
                     
                    
                        | Range | 
                        0.380 | 
                        0.905 | 
                        0.525 | 
                        138.2% | 
                        0.760 | 
                     
                    
                        | ATR | 
                        0.406 | 
                        0.443 | 
                        0.037 | 
                        9.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        33 | 
                        21 | 
                        -12 | 
                        -36.4% | 
                        62 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                86.150 | 
                85.584 | 
                83.707 | 
                 | 
             
            
                | R3 | 
                85.245 | 
                84.679 | 
                83.458 | 
                 | 
             
            
                | R2 | 
                84.340 | 
                84.340 | 
                83.375 | 
                 | 
             
            
                | R1 | 
                83.774 | 
                83.774 | 
                83.292 | 
                83.605 | 
             
            
                | PP | 
                83.435 | 
                83.435 | 
                83.435 | 
                83.350 | 
             
            
                | S1 | 
                82.869 | 
                82.869 | 
                83.126 | 
                82.700 | 
             
            
                | S2 | 
                82.530 | 
                82.530 | 
                83.043 | 
                 | 
             
            
                | S3 | 
                81.625 | 
                81.964 | 
                82.960 | 
                 | 
             
            
                | S4 | 
                80.720 | 
                81.059 | 
                82.711 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                83.095 | 
                1.515 | 
                1.8% | 
                0.404 | 
                0.5% | 
                8% | 
                False | 
                True | 
                39 | 
                 
                
                | 10 | 
                84.610 | 
                83.095 | 
                1.515 | 
                1.8% | 
                0.380 | 
                0.5% | 
                8% | 
                False | 
                True | 
                25 | 
                 
                
                | 20 | 
                84.610 | 
                81.955 | 
                2.655 | 
                3.2% | 
                0.345 | 
                0.4% | 
                47% | 
                False | 
                False | 
                27 | 
                 
                
                | 40 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.4% | 
                0.226 | 
                0.3% | 
                51% | 
                False | 
                False | 
                78 | 
                 
                
                | 60 | 
                84.610 | 
                80.287 | 
                4.323 | 
                5.2% | 
                0.151 | 
                0.2% | 
                68% | 
                False | 
                False | 
                52 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            87.846 | 
         
        
            | 
2.618             | 
            86.369 | 
         
        
            | 
1.618             | 
            85.464 | 
         
        
            | 
1.000             | 
            84.905 | 
         
        
            | 
0.618             | 
            84.559 | 
         
        
            | 
HIGH             | 
            84.000 | 
         
        
            | 
0.618             | 
            83.654 | 
         
        
            | 
0.500             | 
            83.548 | 
         
        
            | 
0.382             | 
            83.441 | 
         
        
            | 
LOW             | 
            83.095 | 
         
        
            | 
0.618             | 
            82.536 | 
         
        
            | 
1.000             | 
            82.190 | 
         
        
            | 
1.618             | 
            81.631 | 
         
        
            | 
2.618             | 
            80.726 | 
         
        
            | 
4.250             | 
            79.249 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                83.548 | 
                                83.853 | 
                             
                            
                                | PP | 
                                83.435 | 
                                83.638 | 
                             
                            
                                | S1 | 
                                83.322 | 
                                83.424 | 
                             
             
         |