ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Sep-2012 | 
                    11-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.400 | 
                        80.570 | 
                        0.170 | 
                        0.2% | 
                        81.500 | 
                     
                    
                        | High | 
                        80.590 | 
                        80.570 | 
                        -0.020 | 
                        0.0% | 
                        81.950 | 
                     
                    
                        | Low | 
                        80.300 | 
                        79.935 | 
                        -0.365 | 
                        -0.5% | 
                        80.330 | 
                     
                    
                        | Close | 
                        80.534 | 
                        79.986 | 
                        -0.548 | 
                        -0.7% | 
                        80.433 | 
                     
                    
                        | Range | 
                        0.290 | 
                        0.635 | 
                        0.345 | 
                        119.0% | 
                        1.620 | 
                     
                    
                        | ATR | 
                        0.456 | 
                        0.469 | 
                        0.013 | 
                        2.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3,302 | 
                        6,621 | 
                        3,319 | 
                        100.5% | 
                        5,462 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.069 | 
                81.662 | 
                80.335 | 
                 | 
             
            
                | R3 | 
                81.434 | 
                81.027 | 
                80.161 | 
                 | 
             
            
                | R2 | 
                80.799 | 
                80.799 | 
                80.102 | 
                 | 
             
            
                | R1 | 
                80.392 | 
                80.392 | 
                80.044 | 
                80.278 | 
             
            
                | PP | 
                80.164 | 
                80.164 | 
                80.164 | 
                80.107 | 
             
            
                | S1 | 
                79.757 | 
                79.757 | 
                79.928 | 
                79.643 | 
             
            
                | S2 | 
                79.529 | 
                79.529 | 
                79.870 | 
                 | 
             
            
                | S3 | 
                78.894 | 
                79.122 | 
                79.811 | 
                 | 
             
            
                | S4 | 
                78.259 | 
                78.487 | 
                79.637 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.935 | 
                2.015 | 
                2.5% | 
                0.597 | 
                0.7% | 
                3% | 
                False | 
                True | 
                2,963 | 
                 
                
                | 10 | 
                82.130 | 
                79.935 | 
                2.195 | 
                2.7% | 
                0.498 | 
                0.6% | 
                2% | 
                False | 
                True | 
                1,594 | 
                 
                
                | 20 | 
                83.105 | 
                79.935 | 
                3.170 | 
                4.0% | 
                0.419 | 
                0.5% | 
                2% | 
                False | 
                True | 
                827 | 
                 
                
                | 40 | 
                84.610 | 
                79.935 | 
                4.675 | 
                5.8% | 
                0.423 | 
                0.5% | 
                1% | 
                False | 
                True | 
                433 | 
                 
                
                | 60 | 
                84.610 | 
                79.935 | 
                4.675 | 
                5.8% | 
                0.376 | 
                0.5% | 
                1% | 
                False | 
                True | 
                295 | 
                 
                
                | 80 | 
                84.610 | 
                79.935 | 
                4.675 | 
                5.8% | 
                0.288 | 
                0.4% | 
                1% | 
                False | 
                True | 
                253 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.269 | 
         
        
            | 
2.618             | 
            82.232 | 
         
        
            | 
1.618             | 
            81.597 | 
         
        
            | 
1.000             | 
            81.205 | 
         
        
            | 
0.618             | 
            80.962 | 
         
        
            | 
HIGH             | 
            80.570 | 
         
        
            | 
0.618             | 
            80.327 | 
         
        
            | 
0.500             | 
            80.253 | 
         
        
            | 
0.382             | 
            80.178 | 
         
        
            | 
LOW             | 
            79.935 | 
         
        
            | 
0.618             | 
            79.543 | 
         
        
            | 
1.000             | 
            79.300 | 
         
        
            | 
1.618             | 
            78.908 | 
         
        
            | 
2.618             | 
            78.273 | 
         
        
            | 
4.250             | 
            77.236 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.253 | 
                                80.665 | 
                             
                            
                                | PP | 
                                80.164 | 
                                80.439 | 
                             
                            
                                | S1 | 
                                80.075 | 
                                80.212 | 
                             
             
         |