ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Jul-2012 | 
                    30-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        83.450 | 
                        83.380 | 
                        -0.070 | 
                        -0.1% | 
                        84.150 | 
                     
                    
                        | High | 
                        83.450 | 
                        83.380 | 
                        -0.070 | 
                        -0.1% | 
                        84.610 | 
                     
                    
                        | Low | 
                        82.825 | 
                        83.280 | 
                        0.455 | 
                        0.5% | 
                        82.825 | 
                     
                    
                        | Close | 
                        83.115 | 
                        83.218 | 
                        0.103 | 
                        0.1% | 
                        83.115 | 
                     
                    
                        | Range | 
                        0.625 | 
                        0.100 | 
                        -0.525 | 
                        -84.0% | 
                        1.785 | 
                     
                    
                        | ATR | 
                        0.456 | 
                        0.442 | 
                        -0.014 | 
                        -3.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        165 | 
                        22 | 
                        -143 | 
                        -86.7% | 
                        342 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.593 | 
                83.505 | 
                83.273 | 
                 | 
             
            
                | R3 | 
                83.493 | 
                83.405 | 
                83.246 | 
                 | 
             
            
                | R2 | 
                83.393 | 
                83.393 | 
                83.236 | 
                 | 
             
            
                | R1 | 
                83.305 | 
                83.305 | 
                83.227 | 
                83.299 | 
             
            
                | PP | 
                83.293 | 
                83.293 | 
                83.293 | 
                83.290 | 
             
            
                | S1 | 
                83.205 | 
                83.205 | 
                83.209 | 
                83.199 | 
             
            
                | S2 | 
                83.193 | 
                83.193 | 
                83.200 | 
                 | 
             
            
                | S3 | 
                83.093 | 
                83.105 | 
                83.191 | 
                 | 
             
            
                | S4 | 
                82.993 | 
                83.005 | 
                83.163 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.424 | 
                0.5% | 
                22% | 
                False | 
                False | 
                70 | 
                 
                
                | 10 | 
                84.610 | 
                82.825 | 
                1.785 | 
                2.1% | 
                0.367 | 
                0.4% | 
                22% | 
                False | 
                False | 
                41 | 
                 
                
                | 20 | 
                84.610 | 
                82.232 | 
                2.378 | 
                2.9% | 
                0.329 | 
                0.4% | 
                41% | 
                False | 
                False | 
                29 | 
                 
                
                | 40 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.4% | 
                0.244 | 
                0.3% | 
                51% | 
                False | 
                False | 
                83 | 
                 
                
                | 60 | 
                84.610 | 
                80.554 | 
                4.056 | 
                4.9% | 
                0.163 | 
                0.2% | 
                66% | 
                False | 
                False | 
                55 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.805 | 
         
        
            | 
2.618             | 
            83.642 | 
         
        
            | 
1.618             | 
            83.542 | 
         
        
            | 
1.000             | 
            83.480 | 
         
        
            | 
0.618             | 
            83.442 | 
         
        
            | 
HIGH             | 
            83.380 | 
         
        
            | 
0.618             | 
            83.342 | 
         
        
            | 
0.500             | 
            83.330 | 
         
        
            | 
0.382             | 
            83.318 | 
         
        
            | 
LOW             | 
            83.280 | 
         
        
            | 
0.618             | 
            83.218 | 
         
        
            | 
1.000             | 
            83.180 | 
         
        
            | 
1.618             | 
            83.118 | 
         
        
            | 
2.618             | 
            83.018 | 
         
        
            | 
4.250             | 
            82.855 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                83.330 | 
                                83.413 | 
                             
                            
                                | PP | 
                                83.293 | 
                                83.348 | 
                             
                            
                                | S1 | 
                                83.255 | 
                                83.283 | 
                             
             
         |