ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Aug-2012 | 
                    17-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        83.040 | 
                        82.830 | 
                        -0.210 | 
                        -0.3% | 
                        82.860 | 
                     
                    
                        | High | 
                        83.040 | 
                        83.100 | 
                        0.060 | 
                        0.1% | 
                        83.105 | 
                     
                    
                        | Low | 
                        82.690 | 
                        82.830 | 
                        0.140 | 
                        0.2% | 
                        82.690 | 
                     
                    
                        | Close | 
                        82.732 | 
                        82.978 | 
                        0.246 | 
                        0.3% | 
                        82.978 | 
                     
                    
                        | Range | 
                        0.350 | 
                        0.270 | 
                        -0.080 | 
                        -22.9% | 
                        0.415 | 
                     
                    
                        | ATR | 
                        0.422 | 
                        0.418 | 
                        -0.004 | 
                        -0.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        26 | 
                        36 | 
                        10 | 
                        38.5% | 
                        102 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.779 | 
                83.649 | 
                83.127 | 
                 | 
             
            
                | R3 | 
                83.509 | 
                83.379 | 
                83.052 | 
                 | 
             
            
                | R2 | 
                83.239 | 
                83.239 | 
                83.028 | 
                 | 
             
            
                | R1 | 
                83.109 | 
                83.109 | 
                83.003 | 
                83.174 | 
             
            
                | PP | 
                82.969 | 
                82.969 | 
                82.969 | 
                83.002 | 
             
            
                | S1 | 
                82.839 | 
                82.839 | 
                82.953 | 
                82.904 | 
             
            
                | S2 | 
                82.699 | 
                82.699 | 
                82.929 | 
                 | 
             
            
                | S3 | 
                82.429 | 
                82.569 | 
                82.904 | 
                 | 
             
            
                | S4 | 
                82.159 | 
                82.299 | 
                82.830 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.169 | 
                83.989 | 
                83.206 | 
                 | 
             
            
                | R3 | 
                83.754 | 
                83.574 | 
                83.092 | 
                 | 
             
            
                | R2 | 
                83.339 | 
                83.339 | 
                83.054 | 
                 | 
             
            
                | R1 | 
                83.159 | 
                83.159 | 
                83.016 | 
                83.249 | 
             
            
                | PP | 
                82.924 | 
                82.924 | 
                82.924 | 
                82.970 | 
             
            
                | S1 | 
                82.744 | 
                82.744 | 
                82.940 | 
                82.834 | 
             
            
                | S2 | 
                82.509 | 
                82.509 | 
                82.902 | 
                 | 
             
            
                | S3 | 
                82.094 | 
                82.329 | 
                82.864 | 
                 | 
             
            
                | S4 | 
                81.679 | 
                81.914 | 
                82.750 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                83.105 | 
                82.690 | 
                0.415 | 
                0.5% | 
                0.235 | 
                0.3% | 
                69% | 
                False | 
                False | 
                20 | 
                 
                
                | 10 | 
                83.250 | 
                82.420 | 
                0.830 | 
                1.0% | 
                0.286 | 
                0.3% | 
                67% | 
                False | 
                False | 
                32 | 
                 
                
                | 20 | 
                84.610 | 
                82.420 | 
                2.190 | 
                2.6% | 
                0.427 | 
                0.5% | 
                25% | 
                False | 
                False | 
                42 | 
                 
                
                | 40 | 
                84.610 | 
                81.955 | 
                2.655 | 
                3.2% | 
                0.348 | 
                0.4% | 
                39% | 
                False | 
                False | 
                30 | 
                 
                
                | 60 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.5% | 
                0.262 | 
                0.3% | 
                43% | 
                False | 
                False | 
                63 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.248 | 
         
        
            | 
2.618             | 
            83.807 | 
         
        
            | 
1.618             | 
            83.537 | 
         
        
            | 
1.000             | 
            83.370 | 
         
        
            | 
0.618             | 
            83.267 | 
         
        
            | 
HIGH             | 
            83.100 | 
         
        
            | 
0.618             | 
            82.997 | 
         
        
            | 
0.500             | 
            82.965 | 
         
        
            | 
0.382             | 
            82.933 | 
         
        
            | 
LOW             | 
            82.830 | 
         
        
            | 
0.618             | 
            82.663 | 
         
        
            | 
1.000             | 
            82.560 | 
         
        
            | 
1.618             | 
            82.393 | 
         
        
            | 
2.618             | 
            82.123 | 
         
        
            | 
4.250             | 
            81.683 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.974 | 
                                82.951 | 
                             
                            
                                | PP | 
                                82.969 | 
                                82.924 | 
                             
                            
                                | S1 | 
                                82.965 | 
                                82.898 | 
                             
             
         |