ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Aug-2012 | 
                    28-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.010 | 
                        82.125 | 
                        0.115 | 
                        0.1% | 
                        82.775 | 
                     
                    
                        | High | 
                        82.010 | 
                        82.130 | 
                        0.120 | 
                        0.1% | 
                        83.070 | 
                     
                    
                        | Low | 
                        81.810 | 
                        81.600 | 
                        -0.210 | 
                        -0.3% | 
                        81.525 | 
                     
                    
                        | Close | 
                        81.981 | 
                        81.691 | 
                        -0.290 | 
                        -0.4% | 
                        81.893 | 
                     
                    
                        | Range | 
                        0.200 | 
                        0.530 | 
                        0.330 | 
                        165.0% | 
                        1.545 | 
                     
                    
                        | ATR | 
                        0.409 | 
                        0.417 | 
                        0.009 | 
                        2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        39 | 
                        62 | 
                        23 | 
                        59.0% | 
                        474 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.397 | 
                83.074 | 
                81.983 | 
                 | 
             
            
                | R3 | 
                82.867 | 
                82.544 | 
                81.837 | 
                 | 
             
            
                | R2 | 
                82.337 | 
                82.337 | 
                81.788 | 
                 | 
             
            
                | R1 | 
                82.014 | 
                82.014 | 
                81.740 | 
                81.911 | 
             
            
                | PP | 
                81.807 | 
                81.807 | 
                81.807 | 
                81.755 | 
             
            
                | S1 | 
                81.484 | 
                81.484 | 
                81.642 | 
                81.381 | 
             
            
                | S2 | 
                81.277 | 
                81.277 | 
                81.594 | 
                 | 
             
            
                | S3 | 
                80.747 | 
                80.954 | 
                81.545 | 
                 | 
             
            
                | S4 | 
                80.217 | 
                80.424 | 
                81.400 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                82.370 | 
                81.525 | 
                0.845 | 
                1.0% | 
                0.370 | 
                0.5% | 
                20% | 
                False | 
                False | 
                103 | 
                 
                
                | 10 | 
                83.105 | 
                81.525 | 
                1.580 | 
                1.9% | 
                0.374 | 
                0.5% | 
                11% | 
                False | 
                False | 
                66 | 
                 
                
                | 20 | 
                83.945 | 
                81.525 | 
                2.420 | 
                3.0% | 
                0.427 | 
                0.5% | 
                7% | 
                False | 
                False | 
                52 | 
                 
                
                | 40 | 
                84.610 | 
                81.525 | 
                3.085 | 
                3.8% | 
                0.384 | 
                0.5% | 
                5% | 
                False | 
                False | 
                40 | 
                 
                
                | 60 | 
                84.610 | 
                81.525 | 
                3.085 | 
                3.8% | 
                0.309 | 
                0.4% | 
                5% | 
                False | 
                False | 
                72 | 
                 
                
                | 80 | 
                84.610 | 
                80.902 | 
                3.708 | 
                4.5% | 
                0.232 | 
                0.3% | 
                21% | 
                False | 
                False | 
                54 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.383 | 
         
        
            | 
2.618             | 
            83.518 | 
         
        
            | 
1.618             | 
            82.988 | 
         
        
            | 
1.000             | 
            82.660 | 
         
        
            | 
0.618             | 
            82.458 | 
         
        
            | 
HIGH             | 
            82.130 | 
         
        
            | 
0.618             | 
            81.928 | 
         
        
            | 
0.500             | 
            81.865 | 
         
        
            | 
0.382             | 
            81.802 | 
         
        
            | 
LOW             | 
            81.600 | 
         
        
            | 
0.618             | 
            81.272 | 
         
        
            | 
1.000             | 
            81.070 | 
         
        
            | 
1.618             | 
            80.742 | 
         
        
            | 
2.618             | 
            80.212 | 
         
        
            | 
4.250             | 
            79.348 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.865 | 
                                81.865 | 
                             
                            
                                | PP | 
                                81.807 | 
                                81.807 | 
                             
                            
                                | S1 | 
                                81.749 | 
                                81.749 | 
                             
             
         |