ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Aug-2012 | 
                    21-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.775 | 
                        82.680 | 
                        -0.095 | 
                        -0.1% | 
                        82.860 | 
                     
                    
                        | High | 
                        83.070 | 
                        82.770 | 
                        -0.300 | 
                        -0.4% | 
                        83.105 | 
                     
                    
                        | Low | 
                        82.775 | 
                        82.105 | 
                        -0.670 | 
                        -0.8% | 
                        82.690 | 
                     
                    
                        | Close | 
                        82.825 | 
                        82.220 | 
                        -0.605 | 
                        -0.7% | 
                        82.978 | 
                     
                    
                        | Range | 
                        0.295 | 
                        0.665 | 
                        0.370 | 
                        125.4% | 
                        0.415 | 
                     
                    
                        | ATR | 
                        0.409 | 
                        0.431 | 
                        0.022 | 
                        5.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        29 | 
                        31 | 
                        2 | 
                        6.9% | 
                        102 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.360 | 
                83.955 | 
                82.586 | 
                 | 
             
            
                | R3 | 
                83.695 | 
                83.290 | 
                82.403 | 
                 | 
             
            
                | R2 | 
                83.030 | 
                83.030 | 
                82.342 | 
                 | 
             
            
                | R1 | 
                82.625 | 
                82.625 | 
                82.281 | 
                82.495 | 
             
            
                | PP | 
                82.365 | 
                82.365 | 
                82.365 | 
                82.300 | 
             
            
                | S1 | 
                81.960 | 
                81.960 | 
                82.159 | 
                81.830 | 
             
            
                | S2 | 
                81.700 | 
                81.700 | 
                82.098 | 
                 | 
             
            
                | S3 | 
                81.035 | 
                81.295 | 
                82.037 | 
                 | 
             
            
                | S4 | 
                80.370 | 
                80.630 | 
                81.854 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                82.105 | 
                1.000 | 
                1.2% | 
                0.377 | 
                0.5% | 
                12% | 
                False | 
                True | 
                29 | 
                 
                
                | 10 | 
                83.250 | 
                82.105 | 
                1.145 | 
                1.4% | 
                0.306 | 
                0.4% | 
                10% | 
                False | 
                True | 
                26 | 
                 
                
                | 20 | 
                84.435 | 
                82.105 | 
                2.330 | 
                2.8% | 
                0.447 | 
                0.5% | 
                5% | 
                False | 
                True | 
                39 | 
                 
                
                | 40 | 
                84.610 | 
                81.955 | 
                2.655 | 
                3.2% | 
                0.365 | 
                0.4% | 
                10% | 
                False | 
                False | 
                31 | 
                 
                
                | 60 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.5% | 
                0.278 | 
                0.3% | 
                17% | 
                False | 
                False | 
                64 | 
                 
                
                | 80 | 
                84.610 | 
                79.901 | 
                4.709 | 
                5.7% | 
                0.209 | 
                0.3% | 
                49% | 
                False | 
                False | 
                48 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.596 | 
         
        
            | 
2.618             | 
            84.511 | 
         
        
            | 
1.618             | 
            83.846 | 
         
        
            | 
1.000             | 
            83.435 | 
         
        
            | 
0.618             | 
            83.181 | 
         
        
            | 
HIGH             | 
            82.770 | 
         
        
            | 
0.618             | 
            82.516 | 
         
        
            | 
0.500             | 
            82.438 | 
         
        
            | 
0.382             | 
            82.359 | 
         
        
            | 
LOW             | 
            82.105 | 
         
        
            | 
0.618             | 
            81.694 | 
         
        
            | 
1.000             | 
            81.440 | 
         
        
            | 
1.618             | 
            81.029 | 
         
        
            | 
2.618             | 
            80.364 | 
         
        
            | 
4.250             | 
            79.279 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.438 | 
                                82.603 | 
                             
                            
                                | PP | 
                                82.365 | 
                                82.475 | 
                             
                            
                                | S1 | 
                                82.293 | 
                                82.348 | 
                             
             
         |