ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Sep-2012 | 
                    14-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.860 | 
                        79.395 | 
                        -0.465 | 
                        -0.6% | 
                        80.400 | 
                     
                    
                        | High | 
                        79.955 | 
                        79.410 | 
                        -0.545 | 
                        -0.7% | 
                        80.590 | 
                     
                    
                        | Low | 
                        79.295 | 
                        78.725 | 
                        -0.570 | 
                        -0.7% | 
                        78.725 | 
                     
                    
                        | Close | 
                        79.397 | 
                        78.987 | 
                        -0.410 | 
                        -0.5% | 
                        78.987 | 
                     
                    
                        | Range | 
                        0.660 | 
                        0.685 | 
                        0.025 | 
                        3.8% | 
                        1.865 | 
                     
                    
                        | ATR | 
                        0.486 | 
                        0.500 | 
                        0.014 | 
                        2.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,196 | 
                        36,450 | 
                        8,254 | 
                        29.3% | 
                        88,261 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.096 | 
                80.726 | 
                79.364 | 
                 | 
             
            
                | R3 | 
                80.411 | 
                80.041 | 
                79.175 | 
                 | 
             
            
                | R2 | 
                79.726 | 
                79.726 | 
                79.113 | 
                 | 
             
            
                | R1 | 
                79.356 | 
                79.356 | 
                79.050 | 
                79.199 | 
             
            
                | PP | 
                79.041 | 
                79.041 | 
                79.041 | 
                78.962 | 
             
            
                | S1 | 
                78.671 | 
                78.671 | 
                78.924 | 
                78.514 | 
             
            
                | S2 | 
                78.356 | 
                78.356 | 
                78.861 | 
                 | 
             
            
                | S3 | 
                77.671 | 
                77.986 | 
                78.799 | 
                 | 
             
            
                | S4 | 
                76.986 | 
                77.301 | 
                78.610 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                85.029 | 
                83.873 | 
                80.013 | 
                 | 
             
            
                | R3 | 
                83.164 | 
                82.008 | 
                79.500 | 
                 | 
             
            
                | R2 | 
                81.299 | 
                81.299 | 
                79.329 | 
                 | 
             
            
                | R1 | 
                80.143 | 
                80.143 | 
                79.158 | 
                79.789 | 
             
            
                | PP | 
                79.434 | 
                79.434 | 
                79.434 | 
                79.257 | 
             
            
                | S1 | 
                78.278 | 
                78.278 | 
                78.816 | 
                77.924 | 
             
            
                | S2 | 
                77.569 | 
                77.569 | 
                78.645 | 
                 | 
             
            
                | S3 | 
                75.704 | 
                76.413 | 
                78.474 | 
                 | 
             
            
                | S4 | 
                73.839 | 
                74.548 | 
                77.961 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.590 | 
                78.725 | 
                1.865 | 
                2.4% | 
                0.557 | 
                0.7% | 
                14% | 
                False | 
                True | 
                17,652 | 
                 
                
                | 10 | 
                81.950 | 
                78.725 | 
                3.225 | 
                4.1% | 
                0.581 | 
                0.7% | 
                8% | 
                False | 
                True | 
                9,380 | 
                 
                
                | 20 | 
                83.100 | 
                78.725 | 
                4.375 | 
                5.5% | 
                0.470 | 
                0.6% | 
                6% | 
                False | 
                True | 
                4,741 | 
                 
                
                | 40 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.5% | 
                0.446 | 
                0.6% | 
                4% | 
                False | 
                True | 
                2,391 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.5% | 
                0.385 | 
                0.5% | 
                4% | 
                False | 
                True | 
                1,600 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.5% | 
                0.311 | 
                0.4% | 
                4% | 
                False | 
                True | 
                1,232 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.321 | 
         
        
            | 
2.618             | 
            81.203 | 
         
        
            | 
1.618             | 
            80.518 | 
         
        
            | 
1.000             | 
            80.095 | 
         
        
            | 
0.618             | 
            79.833 | 
         
        
            | 
HIGH             | 
            79.410 | 
         
        
            | 
0.618             | 
            79.148 | 
         
        
            | 
0.500             | 
            79.068 | 
         
        
            | 
0.382             | 
            78.987 | 
         
        
            | 
LOW             | 
            78.725 | 
         
        
            | 
0.618             | 
            78.302 | 
         
        
            | 
1.000             | 
            78.040 | 
         
        
            | 
1.618             | 
            77.617 | 
         
        
            | 
2.618             | 
            76.932 | 
         
        
            | 
4.250             | 
            75.814 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.068 | 
                                79.440 | 
                             
                            
                                | PP | 
                                79.041 | 
                                79.289 | 
                             
                            
                                | S1 | 
                                79.014 | 
                                79.138 | 
                             
             
         |