ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Sep-2012 | 
                    06-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.735 | 
                        81.600 | 
                        -0.135 | 
                        -0.2% | 
                        82.010 | 
                     
                    
                        | High | 
                        81.950 | 
                        81.765 | 
                        -0.185 | 
                        -0.2% | 
                        82.130 | 
                     
                    
                        | Low | 
                        81.420 | 
                        81.300 | 
                        -0.120 | 
                        -0.1% | 
                        81.300 | 
                     
                    
                        | Close | 
                        81.550 | 
                        81.303 | 
                        -0.247 | 
                        -0.3% | 
                        81.531 | 
                     
                    
                        | Range | 
                        0.530 | 
                        0.465 | 
                        -0.065 | 
                        -12.3% | 
                        0.830 | 
                     
                    
                        | ATR | 
                        0.420 | 
                        0.423 | 
                        0.003 | 
                        0.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        214 | 
                        1,191 | 
                        977 | 
                        456.5% | 
                        594 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.851 | 
                82.542 | 
                81.559 | 
                 | 
             
            
                | R3 | 
                82.386 | 
                82.077 | 
                81.431 | 
                 | 
             
            
                | R2 | 
                81.921 | 
                81.921 | 
                81.388 | 
                 | 
             
            
                | R1 | 
                81.612 | 
                81.612 | 
                81.346 | 
                81.534 | 
             
            
                | PP | 
                81.456 | 
                81.456 | 
                81.456 | 
                81.417 | 
             
            
                | S1 | 
                81.147 | 
                81.147 | 
                81.260 | 
                81.069 | 
             
            
                | S2 | 
                80.991 | 
                80.991 | 
                81.218 | 
                 | 
             
            
                | S3 | 
                80.526 | 
                80.682 | 
                81.175 | 
                 | 
             
            
                | S4 | 
                80.061 | 
                80.217 | 
                81.047 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.454 | 
                0.6% | 
                0% | 
                False | 
                True | 
                435 | 
                 
                
                | 10 | 
                82.130 | 
                81.300 | 
                0.830 | 
                1.0% | 
                0.373 | 
                0.5% | 
                0% | 
                False | 
                True | 
                281 | 
                 
                
                | 20 | 
                83.250 | 
                81.300 | 
                1.950 | 
                2.4% | 
                0.357 | 
                0.4% | 
                0% | 
                False | 
                True | 
                161 | 
                 
                
                | 40 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.400 | 
                0.5% | 
                0% | 
                False | 
                True | 
                99 | 
                 
                
                | 60 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.350 | 
                0.4% | 
                0% | 
                False | 
                True | 
                97 | 
                 
                
                | 80 | 
                84.610 | 
                81.300 | 
                3.310 | 
                4.1% | 
                0.263 | 
                0.3% | 
                0% | 
                False | 
                True | 
                85 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.741 | 
         
        
            | 
2.618             | 
            82.982 | 
         
        
            | 
1.618             | 
            82.517 | 
         
        
            | 
1.000             | 
            82.230 | 
         
        
            | 
0.618             | 
            82.052 | 
         
        
            | 
HIGH             | 
            81.765 | 
         
        
            | 
0.618             | 
            81.587 | 
         
        
            | 
0.500             | 
            81.533 | 
         
        
            | 
0.382             | 
            81.478 | 
         
        
            | 
LOW             | 
            81.300 | 
         
        
            | 
0.618             | 
            81.013 | 
         
        
            | 
1.000             | 
            80.835 | 
         
        
            | 
1.618             | 
            80.548 | 
         
        
            | 
2.618             | 
            80.083 | 
         
        
            | 
4.250             | 
            79.324 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.533 | 
                                81.625 | 
                             
                            
                                | PP | 
                                81.456 | 
                                81.518 | 
                             
                            
                                | S1 | 
                                81.380 | 
                                81.410 | 
                             
             
         |