ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Sep-2012 | 
                    07-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.600 | 
                        81.350 | 
                        -0.250 | 
                        -0.3% | 
                        81.500 | 
                     
                    
                        | High | 
                        81.765 | 
                        81.395 | 
                        -0.370 | 
                        -0.5% | 
                        81.950 | 
                     
                    
                        | Low | 
                        81.300 | 
                        80.330 | 
                        -0.970 | 
                        -1.2% | 
                        80.330 | 
                     
                    
                        | Close | 
                        81.303 | 
                        80.433 | 
                        -0.870 | 
                        -1.1% | 
                        80.433 | 
                     
                    
                        | Range | 
                        0.465 | 
                        1.065 | 
                        0.600 | 
                        129.0% | 
                        1.620 | 
                     
                    
                        | ATR | 
                        0.423 | 
                        0.469 | 
                        0.046 | 
                        10.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,191 | 
                        3,489 | 
                        2,298 | 
                        192.9% | 
                        5,462 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.914 | 
                83.239 | 
                81.019 | 
                 | 
             
            
                | R3 | 
                82.849 | 
                82.174 | 
                80.726 | 
                 | 
             
            
                | R2 | 
                81.784 | 
                81.784 | 
                80.628 | 
                 | 
             
            
                | R1 | 
                81.109 | 
                81.109 | 
                80.531 | 
                80.914 | 
             
            
                | PP | 
                80.719 | 
                80.719 | 
                80.719 | 
                80.622 | 
             
            
                | S1 | 
                80.044 | 
                80.044 | 
                80.335 | 
                79.849 | 
             
            
                | S2 | 
                79.654 | 
                79.654 | 
                80.238 | 
                 | 
             
            
                | S3 | 
                78.589 | 
                78.979 | 
                80.140 | 
                 | 
             
            
                | S4 | 
                77.524 | 
                77.914 | 
                79.847 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                85.764 | 
                84.719 | 
                81.324 | 
                 | 
             
            
                | R3 | 
                84.144 | 
                83.099 | 
                80.879 | 
                 | 
             
            
                | R2 | 
                82.524 | 
                82.524 | 
                80.730 | 
                 | 
             
            
                | R1 | 
                81.479 | 
                81.479 | 
                80.582 | 
                81.192 | 
             
            
                | PP | 
                80.904 | 
                80.904 | 
                80.904 | 
                80.761 | 
             
            
                | S1 | 
                79.859 | 
                79.859 | 
                80.285 | 
                79.572 | 
             
            
                | S2 | 
                79.284 | 
                79.284 | 
                80.136 | 
                 | 
             
            
                | S3 | 
                77.664 | 
                78.239 | 
                79.988 | 
                 | 
             
            
                | S4 | 
                76.044 | 
                76.619 | 
                79.542 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                81.950 | 
                80.330 | 
                1.620 | 
                2.0% | 
                0.605 | 
                0.8% | 
                6% | 
                False | 
                True | 
                1,109 | 
                 
                
                | 10 | 
                82.130 | 
                80.330 | 
                1.800 | 
                2.2% | 
                0.446 | 
                0.6% | 
                6% | 
                False | 
                True | 
                613 | 
                 
                
                | 20 | 
                83.250 | 
                80.330 | 
                2.920 | 
                3.6% | 
                0.391 | 
                0.5% | 
                4% | 
                False | 
                True | 
                334 | 
                 
                
                | 40 | 
                84.610 | 
                80.330 | 
                4.280 | 
                5.3% | 
                0.421 | 
                0.5% | 
                2% | 
                False | 
                True | 
                186 | 
                 
                
                | 60 | 
                84.610 | 
                80.330 | 
                4.280 | 
                5.3% | 
                0.368 | 
                0.5% | 
                2% | 
                False | 
                True | 
                147 | 
                 
                
                | 80 | 
                84.610 | 
                80.330 | 
                4.280 | 
                5.3% | 
                0.276 | 
                0.3% | 
                2% | 
                False | 
                True | 
                129 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.921 | 
         
        
            | 
2.618             | 
            84.183 | 
         
        
            | 
1.618             | 
            83.118 | 
         
        
            | 
1.000             | 
            82.460 | 
         
        
            | 
0.618             | 
            82.053 | 
         
        
            | 
HIGH             | 
            81.395 | 
         
        
            | 
0.618             | 
            80.988 | 
         
        
            | 
0.500             | 
            80.863 | 
         
        
            | 
0.382             | 
            80.737 | 
         
        
            | 
LOW             | 
            80.330 | 
         
        
            | 
0.618             | 
            79.672 | 
         
        
            | 
1.000             | 
            79.265 | 
         
        
            | 
1.618             | 
            78.607 | 
         
        
            | 
2.618             | 
            77.542 | 
         
        
            | 
4.250             | 
            75.804 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.863 | 
                                81.140 | 
                             
                            
                                | PP | 
                                80.719 | 
                                80.904 | 
                             
                            
                                | S1 | 
                                80.576 | 
                                80.669 | 
                             
             
         |