ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Aug-2012 | 
                    27-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.750 | 
                        82.010 | 
                        0.260 | 
                        0.3% | 
                        82.775 | 
                     
                    
                        | High | 
                        81.950 | 
                        82.010 | 
                        0.060 | 
                        0.1% | 
                        83.070 | 
                     
                    
                        | Low | 
                        81.750 | 
                        81.810 | 
                        0.060 | 
                        0.1% | 
                        81.525 | 
                     
                    
                        | Close | 
                        81.893 | 
                        81.981 | 
                        0.088 | 
                        0.1% | 
                        81.893 | 
                     
                    
                        | Range | 
                        0.200 | 
                        0.200 | 
                        0.000 | 
                        0.0% | 
                        1.545 | 
                     
                    
                        | ATR | 
                        0.425 | 
                        0.409 | 
                        -0.016 | 
                        -3.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        79 | 
                        39 | 
                        -40 | 
                        -50.6% | 
                        474 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.534 | 
                82.457 | 
                82.091 | 
                 | 
             
            
                | R3 | 
                82.334 | 
                82.257 | 
                82.036 | 
                 | 
             
            
                | R2 | 
                82.134 | 
                82.134 | 
                82.018 | 
                 | 
             
            
                | R1 | 
                82.057 | 
                82.057 | 
                81.999 | 
                81.996 | 
             
            
                | PP | 
                81.934 | 
                81.934 | 
                81.934 | 
                81.903 | 
             
            
                | S1 | 
                81.857 | 
                81.857 | 
                81.963 | 
                81.796 | 
             
            
                | S2 | 
                81.734 | 
                81.734 | 
                81.944 | 
                 | 
             
            
                | S3 | 
                81.534 | 
                81.657 | 
                81.926 | 
                 | 
             
            
                | S4 | 
                81.334 | 
                81.457 | 
                81.871 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                86.798 | 
                85.890 | 
                82.743 | 
                 | 
             
            
                | R3 | 
                85.253 | 
                84.345 | 
                82.318 | 
                 | 
             
            
                | R2 | 
                83.708 | 
                83.708 | 
                82.176 | 
                 | 
             
            
                | R1 | 
                82.800 | 
                82.800 | 
                82.035 | 
                82.482 | 
             
            
                | PP | 
                82.163 | 
                82.163 | 
                82.163 | 
                82.003 | 
             
            
                | S1 | 
                81.255 | 
                81.255 | 
                81.751 | 
                80.937 | 
             
            
                | S2 | 
                80.618 | 
                80.618 | 
                81.610 | 
                 | 
             
            
                | S3 | 
                79.073 | 
                79.710 | 
                81.468 | 
                 | 
             
            
                | S4 | 
                77.528 | 
                78.165 | 
                81.043 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                82.770 | 
                81.525 | 
                1.245 | 
                1.5% | 
                0.397 | 
                0.5% | 
                37% | 
                False | 
                False | 
                96 | 
                 
                
                | 10 | 
                83.105 | 
                81.525 | 
                1.580 | 
                1.9% | 
                0.340 | 
                0.4% | 
                29% | 
                False | 
                False | 
                60 | 
                 
                
                | 20 | 
                83.945 | 
                81.525 | 
                2.420 | 
                3.0% | 
                0.413 | 
                0.5% | 
                19% | 
                False | 
                False | 
                49 | 
                 
                
                | 40 | 
                84.610 | 
                81.525 | 
                3.085 | 
                3.8% | 
                0.371 | 
                0.5% | 
                15% | 
                False | 
                False | 
                39 | 
                 
                
                | 60 | 
                84.610 | 
                81.525 | 
                3.085 | 
                3.8% | 
                0.300 | 
                0.4% | 
                15% | 
                False | 
                False | 
                71 | 
                 
                
                | 80 | 
                84.610 | 
                80.554 | 
                4.056 | 
                4.9% | 
                0.225 | 
                0.3% | 
                35% | 
                False | 
                False | 
                54 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.860 | 
         
        
            | 
2.618             | 
            82.534 | 
         
        
            | 
1.618             | 
            82.334 | 
         
        
            | 
1.000             | 
            82.210 | 
         
        
            | 
0.618             | 
            82.134 | 
         
        
            | 
HIGH             | 
            82.010 | 
         
        
            | 
0.618             | 
            81.934 | 
         
        
            | 
0.500             | 
            81.910 | 
         
        
            | 
0.382             | 
            81.886 | 
         
        
            | 
LOW             | 
            81.810 | 
         
        
            | 
0.618             | 
            81.686 | 
         
        
            | 
1.000             | 
            81.610 | 
         
        
            | 
1.618             | 
            81.486 | 
         
        
            | 
2.618             | 
            81.286 | 
         
        
            | 
4.250             | 
            80.960 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.957 | 
                                81.910 | 
                             
                            
                                | PP | 
                                81.934 | 
                                81.839 | 
                             
                            
                                | S1 | 
                                81.910 | 
                                81.768 | 
                             
             
         |