ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jul-2012 | 
                    01-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        83.005 | 
                        83.175 | 
                        0.170 | 
                        0.2% | 
                        84.150 | 
                     
                    
                        | High | 
                        83.255 | 
                        83.550 | 
                        0.295 | 
                        0.4% | 
                        84.610 | 
                     
                    
                        | Low | 
                        83.005 | 
                        83.055 | 
                        0.050 | 
                        0.1% | 
                        82.825 | 
                     
                    
                        | Close | 
                        83.030 | 
                        83.518 | 
                        0.488 | 
                        0.6% | 
                        83.115 | 
                     
                    
                        | Range | 
                        0.250 | 
                        0.495 | 
                        0.245 | 
                        98.0% | 
                        1.785 | 
                     
                    
                        | ATR | 
                        0.428 | 
                        0.435 | 
                        0.007 | 
                        1.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3 | 
                        48 | 
                        45 | 
                        1,500.0% | 
                        342 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.859 | 
                84.684 | 
                83.790 | 
                 | 
             
            
                | R3 | 
                84.364 | 
                84.189 | 
                83.654 | 
                 | 
             
            
                | R2 | 
                83.869 | 
                83.869 | 
                83.609 | 
                 | 
             
            
                | R1 | 
                83.694 | 
                83.694 | 
                83.563 | 
                83.782 | 
             
            
                | PP | 
                83.374 | 
                83.374 | 
                83.374 | 
                83.418 | 
             
            
                | S1 | 
                83.199 | 
                83.199 | 
                83.473 | 
                83.287 | 
             
            
                | S2 | 
                82.879 | 
                82.879 | 
                83.427 | 
                 | 
             
            
                | S3 | 
                82.384 | 
                82.704 | 
                83.382 | 
                 | 
             
            
                | S4 | 
                81.889 | 
                82.209 | 
                83.246 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                84.000 | 
                82.825 | 
                1.175 | 
                1.4% | 
                0.475 | 
                0.6% | 
                59% | 
                False | 
                False | 
                51 | 
                 
                
                | 10 | 
                84.610 | 
                82.825 | 
                1.785 | 
                2.1% | 
                0.369 | 
                0.4% | 
                39% | 
                False | 
                False | 
                43 | 
                 
                
                | 20 | 
                84.610 | 
                82.685 | 
                1.925 | 
                2.3% | 
                0.366 | 
                0.4% | 
                43% | 
                False | 
                False | 
                30 | 
                 
                
                | 40 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.4% | 
                0.263 | 
                0.3% | 
                62% | 
                False | 
                False | 
                84 | 
                 
                
                | 60 | 
                84.610 | 
                80.902 | 
                3.708 | 
                4.4% | 
                0.175 | 
                0.2% | 
                71% | 
                False | 
                False | 
                56 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.654 | 
         
        
            | 
2.618             | 
            84.846 | 
         
        
            | 
1.618             | 
            84.351 | 
         
        
            | 
1.000             | 
            84.045 | 
         
        
            | 
0.618             | 
            83.856 | 
         
        
            | 
HIGH             | 
            83.550 | 
         
        
            | 
0.618             | 
            83.361 | 
         
        
            | 
0.500             | 
            83.303 | 
         
        
            | 
0.382             | 
            83.244 | 
         
        
            | 
LOW             | 
            83.055 | 
         
        
            | 
0.618             | 
            82.749 | 
         
        
            | 
1.000             | 
            82.560 | 
         
        
            | 
1.618             | 
            82.254 | 
         
        
            | 
2.618             | 
            81.759 | 
         
        
            | 
4.250             | 
            80.951 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                83.446 | 
                                83.438 | 
                             
                            
                                | PP | 
                                83.374 | 
                                83.358 | 
                             
                            
                                | S1 | 
                                83.303 | 
                                83.278 | 
                             
             
         |