ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Aug-2012 | 
                    02-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        83.175 | 
                        83.490 | 
                        0.315 | 
                        0.4% | 
                        84.150 | 
                     
                    
                        | High | 
                        83.550 | 
                        83.945 | 
                        0.395 | 
                        0.5% | 
                        84.610 | 
                     
                    
                        | Low | 
                        83.055 | 
                        82.650 | 
                        -0.405 | 
                        -0.5% | 
                        82.825 | 
                     
                    
                        | Close | 
                        83.518 | 
                        83.801 | 
                        0.283 | 
                        0.3% | 
                        83.115 | 
                     
                    
                        | Range | 
                        0.495 | 
                        1.295 | 
                        0.800 | 
                        161.6% | 
                        1.785 | 
                     
                    
                        | ATR | 
                        0.435 | 
                        0.496 | 
                        0.061 | 
                        14.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        48 | 
                        22 | 
                        -26 | 
                        -54.2% | 
                        342 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                87.350 | 
                86.871 | 
                84.513 | 
                 | 
             
            
                | R3 | 
                86.055 | 
                85.576 | 
                84.157 | 
                 | 
             
            
                | R2 | 
                84.760 | 
                84.760 | 
                84.038 | 
                 | 
             
            
                | R1 | 
                84.281 | 
                84.281 | 
                83.920 | 
                84.521 | 
             
            
                | PP | 
                83.465 | 
                83.465 | 
                83.465 | 
                83.585 | 
             
            
                | S1 | 
                82.986 | 
                82.986 | 
                83.682 | 
                83.226 | 
             
            
                | S2 | 
                82.170 | 
                82.170 | 
                83.564 | 
                 | 
             
            
                | S3 | 
                80.875 | 
                81.691 | 
                83.445 | 
                 | 
             
            
                | S4 | 
                79.580 | 
                80.396 | 
                83.089 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                83.945 | 
                82.650 | 
                1.295 | 
                1.5% | 
                0.553 | 
                0.7% | 
                89% | 
                True | 
                True | 
                52 | 
                 
                
                | 10 | 
                84.610 | 
                82.650 | 
                1.960 | 
                2.3% | 
                0.479 | 
                0.6% | 
                59% | 
                False | 
                True | 
                45 | 
                 
                
                | 20 | 
                84.610 | 
                82.650 | 
                1.960 | 
                2.3% | 
                0.399 | 
                0.5% | 
                59% | 
                False | 
                True | 
                30 | 
                 
                
                | 40 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.4% | 
                0.295 | 
                0.4% | 
                72% | 
                False | 
                False | 
                84 | 
                 
                
                | 60 | 
                84.610 | 
                81.104 | 
                3.506 | 
                4.2% | 
                0.197 | 
                0.2% | 
                77% | 
                False | 
                False | 
                56 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            89.449 | 
         
        
            | 
2.618             | 
            87.335 | 
         
        
            | 
1.618             | 
            86.040 | 
         
        
            | 
1.000             | 
            85.240 | 
         
        
            | 
0.618             | 
            84.745 | 
         
        
            | 
HIGH             | 
            83.945 | 
         
        
            | 
0.618             | 
            83.450 | 
         
        
            | 
0.500             | 
            83.298 | 
         
        
            | 
0.382             | 
            83.145 | 
         
        
            | 
LOW             | 
            82.650 | 
         
        
            | 
0.618             | 
            81.850 | 
         
        
            | 
1.000             | 
            81.355 | 
         
        
            | 
1.618             | 
            80.555 | 
         
        
            | 
2.618             | 
            79.260 | 
         
        
            | 
4.250             | 
            77.146 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                83.633 | 
                                83.633 | 
                             
                            
                                | PP | 
                                83.465 | 
                                83.465 | 
                             
                            
                                | S1 | 
                                83.298 | 
                                83.298 | 
                             
             
         |