ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Aug-2012 | 
                    23-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.250 | 
                        81.805 | 
                        -0.445 | 
                        -0.5% | 
                        82.860 | 
                     
                    
                        | High | 
                        82.370 | 
                        81.860 | 
                        -0.510 | 
                        -0.6% | 
                        83.105 | 
                     
                    
                        | Low | 
                        81.785 | 
                        81.525 | 
                        -0.260 | 
                        -0.3% | 
                        82.690 | 
                     
                    
                        | Close | 
                        81.797 | 
                        81.654 | 
                        -0.143 | 
                        -0.2% | 
                        82.978 | 
                     
                    
                        | Range | 
                        0.585 | 
                        0.335 | 
                        -0.250 | 
                        -42.7% | 
                        0.415 | 
                     
                    
                        | ATR | 
                        0.442 | 
                        0.435 | 
                        -0.008 | 
                        -1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        163 | 
                        172 | 
                        9 | 
                        5.5% | 
                        102 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.685 | 
                82.504 | 
                81.838 | 
                 | 
             
            
                | R3 | 
                82.350 | 
                82.169 | 
                81.746 | 
                 | 
             
            
                | R2 | 
                82.015 | 
                82.015 | 
                81.715 | 
                 | 
             
            
                | R1 | 
                81.834 | 
                81.834 | 
                81.685 | 
                81.757 | 
             
            
                | PP | 
                81.680 | 
                81.680 | 
                81.680 | 
                81.641 | 
             
            
                | S1 | 
                81.499 | 
                81.499 | 
                81.623 | 
                81.422 | 
             
            
                | S2 | 
                81.345 | 
                81.345 | 
                81.593 | 
                 | 
             
            
                | S3 | 
                81.010 | 
                81.164 | 
                81.562 | 
                 | 
             
            
                | S4 | 
                80.675 | 
                80.829 | 
                81.470 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                81.525 | 
                1.575 | 
                1.9% | 
                0.430 | 
                0.5% | 
                8% | 
                False | 
                True | 
                86 | 
                 
                
                | 10 | 
                83.250 | 
                81.525 | 
                1.725 | 
                2.1% | 
                0.337 | 
                0.4% | 
                7% | 
                False | 
                True | 
                56 | 
                 
                
                | 20 | 
                83.945 | 
                81.525 | 
                2.420 | 
                3.0% | 
                0.429 | 
                0.5% | 
                5% | 
                False | 
                True | 
                53 | 
                 
                
                | 40 | 
                84.610 | 
                81.525 | 
                3.085 | 
                3.8% | 
                0.387 | 
                0.5% | 
                4% | 
                False | 
                True | 
                40 | 
                 
                
                | 60 | 
                84.610 | 
                81.525 | 
                3.085 | 
                3.8% | 
                0.294 | 
                0.4% | 
                4% | 
                False | 
                True | 
                70 | 
                 
                
                | 80 | 
                84.610 | 
                80.287 | 
                4.323 | 
                5.3% | 
                0.220 | 
                0.3% | 
                32% | 
                False | 
                False | 
                52 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.284 | 
         
        
            | 
2.618             | 
            82.737 | 
         
        
            | 
1.618             | 
            82.402 | 
         
        
            | 
1.000             | 
            82.195 | 
         
        
            | 
0.618             | 
            82.067 | 
         
        
            | 
HIGH             | 
            81.860 | 
         
        
            | 
0.618             | 
            81.732 | 
         
        
            | 
0.500             | 
            81.693 | 
         
        
            | 
0.382             | 
            81.653 | 
         
        
            | 
LOW             | 
            81.525 | 
         
        
            | 
0.618             | 
            81.318 | 
         
        
            | 
1.000             | 
            81.190 | 
         
        
            | 
1.618             | 
            80.983 | 
         
        
            | 
2.618             | 
            80.648 | 
         
        
            | 
4.250             | 
            80.101 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.693 | 
                                82.148 | 
                             
                            
                                | PP | 
                                81.680 | 
                                81.983 | 
                             
                            
                                | S1 | 
                                81.667 | 
                                81.819 | 
                             
             
         |