ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Aug-2012 | 
                    13-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        83.130 | 
                        82.860 | 
                        -0.270 | 
                        -0.3% | 
                        82.860 | 
                     
                    
                        | High | 
                        83.250 | 
                        82.860 | 
                        -0.390 | 
                        -0.5% | 
                        83.250 | 
                     
                    
                        | Low | 
                        82.940 | 
                        82.805 | 
                        -0.135 | 
                        -0.2% | 
                        82.420 | 
                     
                    
                        | Close | 
                        82.951 | 
                        82.806 | 
                        -0.145 | 
                        -0.2% | 
                        82.951 | 
                     
                    
                        | Range | 
                        0.310 | 
                        0.055 | 
                        -0.255 | 
                        -82.3% | 
                        0.830 | 
                     
                    
                        | ATR | 
                        0.479 | 
                        0.455 | 
                        -0.024 | 
                        -5.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        65 | 
                        12 | 
                        -53 | 
                        -81.5% | 
                        223 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.989 | 
                82.952 | 
                82.836 | 
                 | 
             
            
                | R3 | 
                82.934 | 
                82.897 | 
                82.821 | 
                 | 
             
            
                | R2 | 
                82.879 | 
                82.879 | 
                82.816 | 
                 | 
             
            
                | R1 | 
                82.842 | 
                82.842 | 
                82.811 | 
                82.833 | 
             
            
                | PP | 
                82.824 | 
                82.824 | 
                82.824 | 
                82.819 | 
             
            
                | S1 | 
                82.787 | 
                82.787 | 
                82.801 | 
                82.778 | 
             
            
                | S2 | 
                82.769 | 
                82.769 | 
                82.796 | 
                 | 
             
            
                | S3 | 
                82.714 | 
                82.732 | 
                82.791 | 
                 | 
             
            
                | S4 | 
                82.659 | 
                82.677 | 
                82.776 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                85.364 | 
                84.987 | 
                83.408 | 
                 | 
             
            
                | R3 | 
                84.534 | 
                84.157 | 
                83.179 | 
                 | 
             
            
                | R2 | 
                83.704 | 
                83.704 | 
                83.103 | 
                 | 
             
            
                | R1 | 
                83.327 | 
                83.327 | 
                83.027 | 
                83.516 | 
             
            
                | PP | 
                82.874 | 
                82.874 | 
                82.874 | 
                82.968 | 
             
            
                | S1 | 
                82.497 | 
                82.497 | 
                82.875 | 
                82.686 | 
             
            
                | S2 | 
                82.044 | 
                82.044 | 
                82.799 | 
                 | 
             
            
                | S3 | 
                81.214 | 
                81.667 | 
                82.723 | 
                 | 
             
            
                | S4 | 
                80.384 | 
                80.837 | 
                82.495 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                83.250 | 
                82.420 | 
                0.830 | 
                1.0% | 
                0.271 | 
                0.3% | 
                47% | 
                False | 
                False | 
                31 | 
                 
                
                | 10 | 
                83.945 | 
                82.420 | 
                1.525 | 
                1.8% | 
                0.486 | 
                0.6% | 
                25% | 
                False | 
                False | 
                38 | 
                 
                
                | 20 | 
                84.610 | 
                82.420 | 
                2.190 | 
                2.6% | 
                0.426 | 
                0.5% | 
                18% | 
                False | 
                False | 
                40 | 
                 
                
                | 40 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.5% | 
                0.355 | 
                0.4% | 
                37% | 
                False | 
                False | 
                30 | 
                 
                
                | 60 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.5% | 
                0.244 | 
                0.3% | 
                37% | 
                False | 
                False | 
                62 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.094 | 
         
        
            | 
2.618             | 
            83.004 | 
         
        
            | 
1.618             | 
            82.949 | 
         
        
            | 
1.000             | 
            82.915 | 
         
        
            | 
0.618             | 
            82.894 | 
         
        
            | 
HIGH             | 
            82.860 | 
         
        
            | 
0.618             | 
            82.839 | 
         
        
            | 
0.500             | 
            82.833 | 
         
        
            | 
0.382             | 
            82.826 | 
         
        
            | 
LOW             | 
            82.805 | 
         
        
            | 
0.618             | 
            82.771 | 
         
        
            | 
1.000             | 
            82.750 | 
         
        
            | 
1.618             | 
            82.716 | 
         
        
            | 
2.618             | 
            82.661 | 
         
        
            | 
4.250             | 
            82.571 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.833 | 
                                83.005 | 
                             
                            
                                | PP | 
                                82.824 | 
                                82.939 | 
                             
                            
                                | S1 | 
                                82.815 | 
                                82.872 | 
                             
             
         |