ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Aug-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Aug-2012 | 
                    31-Aug-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.815 | 
                        81.930 | 
                        0.115 | 
                        0.1% | 
                        82.010 | 
                     
                    
                        | High | 
                        82.070 | 
                        81.950 | 
                        -0.120 | 
                        -0.1% | 
                        82.130 | 
                     
                    
                        | Low | 
                        81.760 | 
                        81.300 | 
                        -0.460 | 
                        -0.6% | 
                        81.300 | 
                     
                    
                        | Close | 
                        82.028 | 
                        81.531 | 
                        -0.497 | 
                        -0.6% | 
                        81.531 | 
                     
                    
                        | Range | 
                        0.310 | 
                        0.650 | 
                        0.340 | 
                        109.7% | 
                        0.830 | 
                     
                    
                        | ATR | 
                        0.395 | 
                        0.419 | 
                        0.024 | 
                        6.0% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        120 | 
                        85 | 
                        -35 | 
                        -29.2% | 
                        594 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.544 | 
                83.187 | 
                81.889 | 
                 | 
             
            
                | R3 | 
                82.894 | 
                82.537 | 
                81.710 | 
                 | 
             
            
                | R2 | 
                82.244 | 
                82.244 | 
                81.650 | 
                 | 
             
            
                | R1 | 
                81.887 | 
                81.887 | 
                81.591 | 
                81.741 | 
             
            
                | PP | 
                81.594 | 
                81.594 | 
                81.594 | 
                81.520 | 
             
            
                | S1 | 
                81.237 | 
                81.237 | 
                81.471 | 
                81.091 | 
             
            
                | S2 | 
                80.944 | 
                80.944 | 
                81.412 | 
                 | 
             
            
                | S3 | 
                80.294 | 
                80.587 | 
                81.352 | 
                 | 
             
            
                | S4 | 
                79.644 | 
                79.937 | 
                81.174 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Aug-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.144 | 
                83.667 | 
                81.988 | 
                 | 
             
            
                | R3 | 
                83.314 | 
                82.837 | 
                81.759 | 
                 | 
             
            
                | R2 | 
                82.484 | 
                82.484 | 
                81.683 | 
                 | 
             
            
                | R1 | 
                82.007 | 
                82.007 | 
                81.607 | 
                81.831 | 
             
            
                | PP | 
                81.654 | 
                81.654 | 
                81.654 | 
                81.565 | 
             
            
                | S1 | 
                81.177 | 
                81.177 | 
                81.455 | 
                81.001 | 
             
            
                | S2 | 
                80.824 | 
                80.824 | 
                81.379 | 
                 | 
             
            
                | S3 | 
                79.994 | 
                80.347 | 
                81.303 | 
                 | 
             
            
                | S4 | 
                79.164 | 
                79.517 | 
                81.075 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                82.130 | 
                81.300 | 
                0.830 | 
                1.0% | 
                0.376 | 
                0.5% | 
                28% | 
                False | 
                True | 
                118 | 
                 
                
                | 10 | 
                83.070 | 
                81.300 | 
                1.770 | 
                2.2% | 
                0.396 | 
                0.5% | 
                13% | 
                False | 
                True | 
                106 | 
                 
                
                | 20 | 
                83.250 | 
                81.300 | 
                1.950 | 
                2.4% | 
                0.341 | 
                0.4% | 
                12% | 
                False | 
                True | 
                69 | 
                 
                
                | 40 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.387 | 
                0.5% | 
                7% | 
                False | 
                True | 
                51 | 
                 
                
                | 60 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.328 | 
                0.4% | 
                7% | 
                False | 
                True | 
                81 | 
                 
                
                | 80 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.246 | 
                0.3% | 
                7% | 
                False | 
                True | 
                61 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.713 | 
         
        
            | 
2.618             | 
            83.652 | 
         
        
            | 
1.618             | 
            83.002 | 
         
        
            | 
1.000             | 
            82.600 | 
         
        
            | 
0.618             | 
            82.352 | 
         
        
            | 
HIGH             | 
            81.950 | 
         
        
            | 
0.618             | 
            81.702 | 
         
        
            | 
0.500             | 
            81.625 | 
         
        
            | 
0.382             | 
            81.548 | 
         
        
            | 
LOW             | 
            81.300 | 
         
        
            | 
0.618             | 
            80.898 | 
         
        
            | 
1.000             | 
            80.650 | 
         
        
            | 
1.618             | 
            80.248 | 
         
        
            | 
2.618             | 
            79.598 | 
         
        
            | 
4.250             | 
            78.538 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Aug-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.625 | 
                                81.685 | 
                             
                            
                                | PP | 
                                81.594 | 
                                81.634 | 
                             
                            
                                | S1 | 
                                81.562 | 
                                81.582 | 
                             
             
         |