ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Aug-2012 | 
                    29-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.125 | 
                        81.700 | 
                        -0.425 | 
                        -0.5% | 
                        82.775 | 
                     
                    
                        | High | 
                        82.130 | 
                        81.890 | 
                        -0.240 | 
                        -0.3% | 
                        83.070 | 
                     
                    
                        | Low | 
                        81.600 | 
                        81.700 | 
                        0.100 | 
                        0.1% | 
                        81.525 | 
                     
                    
                        | Close | 
                        81.691 | 
                        81.869 | 
                        0.178 | 
                        0.2% | 
                        81.893 | 
                     
                    
                        | Range | 
                        0.530 | 
                        0.190 | 
                        -0.340 | 
                        -64.2% | 
                        1.545 | 
                     
                    
                        | ATR | 
                        0.417 | 
                        0.402 | 
                        -0.016 | 
                        -3.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        62 | 
                        288 | 
                        226 | 
                        364.5% | 
                        474 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.390 | 
                82.319 | 
                81.974 | 
                 | 
             
            
                | R3 | 
                82.200 | 
                82.129 | 
                81.921 | 
                 | 
             
            
                | R2 | 
                82.010 | 
                82.010 | 
                81.904 | 
                 | 
             
            
                | R1 | 
                81.939 | 
                81.939 | 
                81.886 | 
                81.975 | 
             
            
                | PP | 
                81.820 | 
                81.820 | 
                81.820 | 
                81.837 | 
             
            
                | S1 | 
                81.749 | 
                81.749 | 
                81.852 | 
                81.785 | 
             
            
                | S2 | 
                81.630 | 
                81.630 | 
                81.834 | 
                 | 
             
            
                | S3 | 
                81.440 | 
                81.559 | 
                81.817 | 
                 | 
             
            
                | S4 | 
                81.250 | 
                81.369 | 
                81.765 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                82.130 | 
                81.525 | 
                0.605 | 
                0.7% | 
                0.291 | 
                0.4% | 
                57% | 
                False | 
                False | 
                128 | 
                 
                
                | 10 | 
                83.100 | 
                81.525 | 
                1.575 | 
                1.9% | 
                0.362 | 
                0.4% | 
                22% | 
                False | 
                False | 
                92 | 
                 
                
                | 20 | 
                83.945 | 
                81.525 | 
                2.420 | 
                3.0% | 
                0.412 | 
                0.5% | 
                14% | 
                False | 
                False | 
                64 | 
                 
                
                | 40 | 
                84.610 | 
                81.525 | 
                3.085 | 
                3.8% | 
                0.389 | 
                0.5% | 
                11% | 
                False | 
                False | 
                47 | 
                 
                
                | 60 | 
                84.610 | 
                81.525 | 
                3.085 | 
                3.8% | 
                0.312 | 
                0.4% | 
                11% | 
                False | 
                False | 
                77 | 
                 
                
                | 80 | 
                84.610 | 
                80.902 | 
                3.708 | 
                4.5% | 
                0.234 | 
                0.3% | 
                26% | 
                False | 
                False | 
                58 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.698 | 
         
        
            | 
2.618             | 
            82.387 | 
         
        
            | 
1.618             | 
            82.197 | 
         
        
            | 
1.000             | 
            82.080 | 
         
        
            | 
0.618             | 
            82.007 | 
         
        
            | 
HIGH             | 
            81.890 | 
         
        
            | 
0.618             | 
            81.817 | 
         
        
            | 
0.500             | 
            81.795 | 
         
        
            | 
0.382             | 
            81.773 | 
         
        
            | 
LOW             | 
            81.700 | 
         
        
            | 
0.618             | 
            81.583 | 
         
        
            | 
1.000             | 
            81.510 | 
         
        
            | 
1.618             | 
            81.393 | 
         
        
            | 
2.618             | 
            81.203 | 
         
        
            | 
4.250             | 
            80.893 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.844 | 
                                81.868 | 
                             
                            
                                | PP | 
                                81.820 | 
                                81.866 | 
                             
                            
                                | S1 | 
                                81.795 | 
                                81.865 | 
                             
             
         |