ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Aug-2012 | 
                    15-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.725 | 
                        82.800 | 
                        0.075 | 
                        0.1% | 
                        82.860 | 
                     
                    
                        | High | 
                        82.920 | 
                        83.105 | 
                        0.185 | 
                        0.2% | 
                        83.250 | 
                     
                    
                        | Low | 
                        82.725 | 
                        82.800 | 
                        0.075 | 
                        0.1% | 
                        82.420 | 
                     
                    
                        | Close | 
                        82.847 | 
                        83.011 | 
                        0.164 | 
                        0.2% | 
                        82.951 | 
                     
                    
                        | Range | 
                        0.195 | 
                        0.305 | 
                        0.110 | 
                        56.4% | 
                        0.830 | 
                     
                    
                        | ATR | 
                        0.437 | 
                        0.427 | 
                        -0.009 | 
                        -2.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        2 | 
                        26 | 
                        24 | 
                        1,200.0% | 
                        223 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.887 | 
                83.754 | 
                83.179 | 
                 | 
             
            
                | R3 | 
                83.582 | 
                83.449 | 
                83.095 | 
                 | 
             
            
                | R2 | 
                83.277 | 
                83.277 | 
                83.067 | 
                 | 
             
            
                | R1 | 
                83.144 | 
                83.144 | 
                83.039 | 
                83.211 | 
             
            
                | PP | 
                82.972 | 
                82.972 | 
                82.972 | 
                83.005 | 
             
            
                | S1 | 
                82.839 | 
                82.839 | 
                82.983 | 
                82.906 | 
             
            
                | S2 | 
                82.667 | 
                82.667 | 
                82.955 | 
                 | 
             
            
                | S3 | 
                82.362 | 
                82.534 | 
                82.927 | 
                 | 
             
            
                | S4 | 
                82.057 | 
                82.229 | 
                82.843 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                82.725 | 
                0.525 | 
                0.6% | 
                0.251 | 
                0.3% | 
                54% | 
                False | 
                False | 
                23 | 
                 
                
                | 10 | 
                83.945 | 
                82.420 | 
                1.525 | 
                1.8% | 
                0.461 | 
                0.6% | 
                39% | 
                False | 
                False | 
                36 | 
                 
                
                | 20 | 
                84.610 | 
                82.420 | 
                2.190 | 
                2.6% | 
                0.415 | 
                0.5% | 
                27% | 
                False | 
                False | 
                40 | 
                 
                
                | 40 | 
                84.610 | 
                81.955 | 
                2.655 | 
                3.2% | 
                0.341 | 
                0.4% | 
                40% | 
                False | 
                False | 
                29 | 
                 
                
                | 60 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.5% | 
                0.252 | 
                0.3% | 
                44% | 
                False | 
                False | 
                62 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.401 | 
         
        
            | 
2.618             | 
            83.903 | 
         
        
            | 
1.618             | 
            83.598 | 
         
        
            | 
1.000             | 
            83.410 | 
         
        
            | 
0.618             | 
            83.293 | 
         
        
            | 
HIGH             | 
            83.105 | 
         
        
            | 
0.618             | 
            82.988 | 
         
        
            | 
0.500             | 
            82.953 | 
         
        
            | 
0.382             | 
            82.917 | 
         
        
            | 
LOW             | 
            82.800 | 
         
        
            | 
0.618             | 
            82.612 | 
         
        
            | 
1.000             | 
            82.495 | 
         
        
            | 
1.618             | 
            82.307 | 
         
        
            | 
2.618             | 
            82.002 | 
         
        
            | 
4.250             | 
            81.504 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.992 | 
                                82.979 | 
                             
                            
                                | PP | 
                                82.972 | 
                                82.947 | 
                             
                            
                                | S1 | 
                                82.953 | 
                                82.915 | 
                             
             
         |