ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Sep-2012 | 
                    10-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.350 | 
                        80.400 | 
                        -0.950 | 
                        -1.2% | 
                        81.500 | 
                     
                    
                        | High | 
                        81.395 | 
                        80.590 | 
                        -0.805 | 
                        -1.0% | 
                        81.950 | 
                     
                    
                        | Low | 
                        80.330 | 
                        80.300 | 
                        -0.030 | 
                        0.0% | 
                        80.330 | 
                     
                    
                        | Close | 
                        80.433 | 
                        80.534 | 
                        0.101 | 
                        0.1% | 
                        80.433 | 
                     
                    
                        | Range | 
                        1.065 | 
                        0.290 | 
                        -0.775 | 
                        -72.8% | 
                        1.620 | 
                     
                    
                        | ATR | 
                        0.469 | 
                        0.456 | 
                        -0.013 | 
                        -2.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,489 | 
                        3,302 | 
                        -187 | 
                        -5.4% | 
                        5,462 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.345 | 
                81.229 | 
                80.694 | 
                 | 
             
            
                | R3 | 
                81.055 | 
                80.939 | 
                80.614 | 
                 | 
             
            
                | R2 | 
                80.765 | 
                80.765 | 
                80.587 | 
                 | 
             
            
                | R1 | 
                80.649 | 
                80.649 | 
                80.561 | 
                80.707 | 
             
            
                | PP | 
                80.475 | 
                80.475 | 
                80.475 | 
                80.504 | 
             
            
                | S1 | 
                80.359 | 
                80.359 | 
                80.507 | 
                80.417 | 
             
            
                | S2 | 
                80.185 | 
                80.185 | 
                80.481 | 
                 | 
             
            
                | S3 | 
                79.895 | 
                80.069 | 
                80.454 | 
                 | 
             
            
                | S4 | 
                79.605 | 
                79.779 | 
                80.375 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.300 | 
                1.650 | 
                2.0% | 
                0.533 | 
                0.7% | 
                14% | 
                False | 
                True | 
                1,752 | 
                 
                
                | 10 | 
                82.130 | 
                80.300 | 
                1.830 | 
                2.3% | 
                0.455 | 
                0.6% | 
                13% | 
                False | 
                True | 
                935 | 
                 
                
                | 20 | 
                83.105 | 
                80.300 | 
                2.805 | 
                3.5% | 
                0.390 | 
                0.5% | 
                8% | 
                False | 
                True | 
                496 | 
                 
                
                | 40 | 
                84.610 | 
                80.300 | 
                4.310 | 
                5.4% | 
                0.415 | 
                0.5% | 
                5% | 
                False | 
                True | 
                268 | 
                 
                
                | 60 | 
                84.610 | 
                80.300 | 
                4.310 | 
                5.4% | 
                0.373 | 
                0.5% | 
                5% | 
                False | 
                True | 
                193 | 
                 
                
                | 80 | 
                84.610 | 
                80.300 | 
                4.310 | 
                5.4% | 
                0.280 | 
                0.3% | 
                5% | 
                False | 
                True | 
                170 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.823 | 
         
        
            | 
2.618             | 
            81.349 | 
         
        
            | 
1.618             | 
            81.059 | 
         
        
            | 
1.000             | 
            80.880 | 
         
        
            | 
0.618             | 
            80.769 | 
         
        
            | 
HIGH             | 
            80.590 | 
         
        
            | 
0.618             | 
            80.479 | 
         
        
            | 
0.500             | 
            80.445 | 
         
        
            | 
0.382             | 
            80.411 | 
         
        
            | 
LOW             | 
            80.300 | 
         
        
            | 
0.618             | 
            80.121 | 
         
        
            | 
1.000             | 
            80.010 | 
         
        
            | 
1.618             | 
            79.831 | 
         
        
            | 
2.618             | 
            79.541 | 
         
        
            | 
4.250             | 
            79.068 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.504 | 
                                81.033 | 
                             
                            
                                | PP | 
                                80.475 | 
                                80.866 | 
                             
                            
                                | S1 | 
                                80.445 | 
                                80.700 | 
                             
             
         |