ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Aug-2012 | 
                    22-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.680 | 
                        82.250 | 
                        -0.430 | 
                        -0.5% | 
                        82.860 | 
                     
                    
                        | High | 
                        82.770 | 
                        82.370 | 
                        -0.400 | 
                        -0.5% | 
                        83.105 | 
                     
                    
                        | Low | 
                        82.105 | 
                        81.785 | 
                        -0.320 | 
                        -0.4% | 
                        82.690 | 
                     
                    
                        | Close | 
                        82.220 | 
                        81.797 | 
                        -0.423 | 
                        -0.5% | 
                        82.978 | 
                     
                    
                        | Range | 
                        0.665 | 
                        0.585 | 
                        -0.080 | 
                        -12.0% | 
                        0.415 | 
                     
                    
                        | ATR | 
                        0.431 | 
                        0.442 | 
                        0.011 | 
                        2.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        31 | 
                        163 | 
                        132 | 
                        425.8% | 
                        102 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.739 | 
                83.353 | 
                82.119 | 
                 | 
             
            
                | R3 | 
                83.154 | 
                82.768 | 
                81.958 | 
                 | 
             
            
                | R2 | 
                82.569 | 
                82.569 | 
                81.904 | 
                 | 
             
            
                | R1 | 
                82.183 | 
                82.183 | 
                81.851 | 
                82.084 | 
             
            
                | PP | 
                81.984 | 
                81.984 | 
                81.984 | 
                81.934 | 
             
            
                | S1 | 
                81.598 | 
                81.598 | 
                81.743 | 
                81.499 | 
             
            
                | S2 | 
                81.399 | 
                81.399 | 
                81.690 | 
                 | 
             
            
                | S3 | 
                80.814 | 
                81.013 | 
                81.636 | 
                 | 
             
            
                | S4 | 
                80.229 | 
                80.428 | 
                81.475 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                83.100 | 
                81.785 | 
                1.315 | 
                1.6% | 
                0.433 | 
                0.5% | 
                1% | 
                False | 
                True | 
                57 | 
                 
                
                | 10 | 
                83.250 | 
                81.785 | 
                1.465 | 
                1.8% | 
                0.342 | 
                0.4% | 
                1% | 
                False | 
                True | 
                40 | 
                 
                
                | 20 | 
                84.000 | 
                81.785 | 
                2.215 | 
                2.7% | 
                0.458 | 
                0.6% | 
                1% | 
                False | 
                True | 
                45 | 
                 
                
                | 40 | 
                84.610 | 
                81.785 | 
                2.825 | 
                3.5% | 
                0.380 | 
                0.5% | 
                0% | 
                False | 
                True | 
                35 | 
                 
                
                | 60 | 
                84.610 | 
                81.745 | 
                2.865 | 
                3.5% | 
                0.288 | 
                0.4% | 
                2% | 
                False | 
                False | 
                67 | 
                 
                
                | 80 | 
                84.610 | 
                79.993 | 
                4.617 | 
                5.6% | 
                0.216 | 
                0.3% | 
                39% | 
                False | 
                False | 
                50 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.856 | 
         
        
            | 
2.618             | 
            83.902 | 
         
        
            | 
1.618             | 
            83.317 | 
         
        
            | 
1.000             | 
            82.955 | 
         
        
            | 
0.618             | 
            82.732 | 
         
        
            | 
HIGH             | 
            82.370 | 
         
        
            | 
0.618             | 
            82.147 | 
         
        
            | 
0.500             | 
            82.078 | 
         
        
            | 
0.382             | 
            82.008 | 
         
        
            | 
LOW             | 
            81.785 | 
         
        
            | 
0.618             | 
            81.423 | 
         
        
            | 
1.000             | 
            81.200 | 
         
        
            | 
1.618             | 
            80.838 | 
         
        
            | 
2.618             | 
            80.253 | 
         
        
            | 
4.250             | 
            79.299 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                82.078 | 
                                82.428 | 
                             
                            
                                | PP | 
                                81.984 | 
                                82.217 | 
                             
                            
                                | S1 | 
                                81.891 | 
                                82.007 | 
                             
             
         |