ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Jul-2012 | 
                    27-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        84.000 | 
                        83.450 | 
                        -0.550 | 
                        -0.7% | 
                        84.150 | 
                     
                    
                        | High | 
                        84.000 | 
                        83.450 | 
                        -0.550 | 
                        -0.7% | 
                        84.610 | 
                     
                    
                        | Low | 
                        83.095 | 
                        82.825 | 
                        -0.270 | 
                        -0.3% | 
                        82.825 | 
                     
                    
                        | Close | 
                        83.209 | 
                        83.115 | 
                        -0.094 | 
                        -0.1% | 
                        83.115 | 
                     
                    
                        | Range | 
                        0.905 | 
                        0.625 | 
                        -0.280 | 
                        -30.9% | 
                        1.785 | 
                     
                    
                        | ATR | 
                        0.443 | 
                        0.456 | 
                        0.013 | 
                        2.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        21 | 
                        165 | 
                        144 | 
                        685.7% | 
                        342 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                85.005 | 
                84.685 | 
                83.459 | 
                 | 
             
            
                | R3 | 
                84.380 | 
                84.060 | 
                83.287 | 
                 | 
             
            
                | R2 | 
                83.755 | 
                83.755 | 
                83.230 | 
                 | 
             
            
                | R1 | 
                83.435 | 
                83.435 | 
                83.172 | 
                83.283 | 
             
            
                | PP | 
                83.130 | 
                83.130 | 
                83.130 | 
                83.054 | 
             
            
                | S1 | 
                82.810 | 
                82.810 | 
                83.058 | 
                82.658 | 
             
            
                | S2 | 
                82.505 | 
                82.505 | 
                83.000 | 
                 | 
             
            
                | S3 | 
                81.880 | 
                82.185 | 
                82.943 | 
                 | 
             
            
                | S4 | 
                81.255 | 
                81.560 | 
                82.771 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                88.872 | 
                87.778 | 
                84.097 | 
                 | 
             
            
                | R3 | 
                87.087 | 
                85.993 | 
                83.606 | 
                 | 
             
            
                | R2 | 
                85.302 | 
                85.302 | 
                83.442 | 
                 | 
             
            
                | R1 | 
                84.208 | 
                84.208 | 
                83.279 | 
                83.863 | 
             
            
                | PP | 
                83.517 | 
                83.517 | 
                83.517 | 
                83.344 | 
             
            
                | S1 | 
                82.423 | 
                82.423 | 
                82.951 | 
                82.078 | 
             
            
                | S2 | 
                81.732 | 
                81.732 | 
                82.788 | 
                 | 
             
            
                | S3 | 
                79.947 | 
                80.638 | 
                82.624 | 
                 | 
             
            
                | S4 | 
                78.162 | 
                78.853 | 
                82.133 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                84.610 | 
                82.825 | 
                1.785 | 
                2.1% | 
                0.491 | 
                0.6% | 
                16% | 
                False | 
                True | 
                68 | 
                 
                
                | 10 | 
                84.610 | 
                82.825 | 
                1.785 | 
                2.1% | 
                0.389 | 
                0.5% | 
                16% | 
                False | 
                True | 
                40 | 
                 
                
                | 20 | 
                84.610 | 
                82.135 | 
                2.475 | 
                3.0% | 
                0.338 | 
                0.4% | 
                40% | 
                False | 
                False | 
                35 | 
                 
                
                | 40 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.4% | 
                0.242 | 
                0.3% | 
                48% | 
                False | 
                False | 
                82 | 
                 
                
                | 60 | 
                84.610 | 
                80.425 | 
                4.185 | 
                5.0% | 
                0.161 | 
                0.2% | 
                64% | 
                False | 
                False | 
                55 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            86.106 | 
         
        
            | 
2.618             | 
            85.086 | 
         
        
            | 
1.618             | 
            84.461 | 
         
        
            | 
1.000             | 
            84.075 | 
         
        
            | 
0.618             | 
            83.836 | 
         
        
            | 
HIGH             | 
            83.450 | 
         
        
            | 
0.618             | 
            83.211 | 
         
        
            | 
0.500             | 
            83.138 | 
         
        
            | 
0.382             | 
            83.064 | 
         
        
            | 
LOW             | 
            82.825 | 
         
        
            | 
0.618             | 
            82.439 | 
         
        
            | 
1.000             | 
            82.200 | 
         
        
            | 
1.618             | 
            81.814 | 
         
        
            | 
2.618             | 
            81.189 | 
         
        
            | 
4.250             | 
            80.169 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                83.138 | 
                                83.630 | 
                             
                            
                                | PP | 
                                83.130 | 
                                83.458 | 
                             
                            
                                | S1 | 
                                83.123 | 
                                83.287 | 
                             
             
         |