ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Sep-2012 | 
                    05-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.500 | 
                        81.735 | 
                        0.235 | 
                        0.3% | 
                        82.010 | 
                     
                    
                        | High | 
                        81.695 | 
                        81.950 | 
                        0.255 | 
                        0.3% | 
                        82.130 | 
                     
                    
                        | Low | 
                        81.380 | 
                        81.420 | 
                        0.040 | 
                        0.0% | 
                        81.300 | 
                     
                    
                        | Close | 
                        81.636 | 
                        81.550 | 
                        -0.086 | 
                        -0.1% | 
                        81.531 | 
                     
                    
                        | Range | 
                        0.315 | 
                        0.530 | 
                        0.215 | 
                        68.3% | 
                        0.830 | 
                     
                    
                        | ATR | 
                        0.412 | 
                        0.420 | 
                        0.008 | 
                        2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        568 | 
                        214 | 
                        -354 | 
                        -62.3% | 
                        594 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.230 | 
                82.920 | 
                81.842 | 
                 | 
             
            
                | R3 | 
                82.700 | 
                82.390 | 
                81.696 | 
                 | 
             
            
                | R2 | 
                82.170 | 
                82.170 | 
                81.647 | 
                 | 
             
            
                | R1 | 
                81.860 | 
                81.860 | 
                81.599 | 
                81.750 | 
             
            
                | PP | 
                81.640 | 
                81.640 | 
                81.640 | 
                81.585 | 
             
            
                | S1 | 
                81.330 | 
                81.330 | 
                81.501 | 
                81.220 | 
             
            
                | S2 | 
                81.110 | 
                81.110 | 
                81.453 | 
                 | 
             
            
                | S3 | 
                80.580 | 
                80.800 | 
                81.404 | 
                 | 
             
            
                | S4 | 
                80.050 | 
                80.270 | 
                81.259 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                82.070 | 
                81.300 | 
                0.770 | 
                0.9% | 
                0.399 | 
                0.5% | 
                32% | 
                False | 
                False | 
                255 | 
                 
                
                | 10 | 
                82.370 | 
                81.300 | 
                1.070 | 
                1.3% | 
                0.385 | 
                0.5% | 
                23% | 
                False | 
                False | 
                179 | 
                 
                
                | 20 | 
                83.250 | 
                81.300 | 
                1.950 | 
                2.4% | 
                0.345 | 
                0.4% | 
                13% | 
                False | 
                False | 
                102 | 
                 
                
                | 40 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.392 | 
                0.5% | 
                8% | 
                False | 
                False | 
                69 | 
                 
                
                | 60 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.343 | 
                0.4% | 
                8% | 
                False | 
                False | 
                85 | 
                 
                
                | 80 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.257 | 
                0.3% | 
                8% | 
                False | 
                False | 
                70 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            84.203 | 
         
        
            | 
2.618             | 
            83.338 | 
         
        
            | 
1.618             | 
            82.808 | 
         
        
            | 
1.000             | 
            82.480 | 
         
        
            | 
0.618             | 
            82.278 | 
         
        
            | 
HIGH             | 
            81.950 | 
         
        
            | 
0.618             | 
            81.748 | 
         
        
            | 
0.500             | 
            81.685 | 
         
        
            | 
0.382             | 
            81.622 | 
         
        
            | 
LOW             | 
            81.420 | 
         
        
            | 
0.618             | 
            81.092 | 
         
        
            | 
1.000             | 
            80.890 | 
         
        
            | 
1.618             | 
            80.562 | 
         
        
            | 
2.618             | 
            80.032 | 
         
        
            | 
4.250             | 
            79.168 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.685 | 
                                81.625 | 
                             
                            
                                | PP | 
                                81.640 | 
                                81.600 | 
                             
                            
                                | S1 | 
                                81.595 | 
                                81.575 | 
                             
             
         |