ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Sep-2012 | 
                    18-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        78.960 | 
                        79.085 | 
                        0.125 | 
                        0.2% | 
                        80.400 | 
                     
                    
                        | High | 
                        79.175 | 
                        79.365 | 
                        0.190 | 
                        0.2% | 
                        80.590 | 
                     
                    
                        | Low | 
                        78.835 | 
                        79.035 | 
                        0.200 | 
                        0.3% | 
                        78.725 | 
                     
                    
                        | Close | 
                        79.115 | 
                        79.346 | 
                        0.231 | 
                        0.3% | 
                        78.987 | 
                     
                    
                        | Range | 
                        0.340 | 
                        0.330 | 
                        -0.010 | 
                        -2.9% | 
                        1.865 | 
                     
                    
                        | ATR | 
                        0.489 | 
                        0.477 | 
                        -0.011 | 
                        -2.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,728 | 
                        15,256 | 
                        -472 | 
                        -3.0% | 
                        88,261 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.239 | 
                80.122 | 
                79.528 | 
                 | 
             
            
                | R3 | 
                79.909 | 
                79.792 | 
                79.437 | 
                 | 
             
            
                | R2 | 
                79.579 | 
                79.579 | 
                79.407 | 
                 | 
             
            
                | R1 | 
                79.462 | 
                79.462 | 
                79.376 | 
                79.521 | 
             
            
                | PP | 
                79.249 | 
                79.249 | 
                79.249 | 
                79.278 | 
             
            
                | S1 | 
                79.132 | 
                79.132 | 
                79.316 | 
                79.191 | 
             
            
                | S2 | 
                78.919 | 
                78.919 | 
                79.286 | 
                 | 
             
            
                | S3 | 
                78.589 | 
                78.802 | 
                79.255 | 
                 | 
             
            
                | S4 | 
                78.259 | 
                78.472 | 
                79.165 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.155 | 
                78.725 | 
                1.430 | 
                1.8% | 
                0.506 | 
                0.6% | 
                43% | 
                False | 
                False | 
                21,864 | 
                 
                
                | 10 | 
                81.950 | 
                78.725 | 
                3.225 | 
                4.1% | 
                0.552 | 
                0.7% | 
                19% | 
                False | 
                False | 
                12,413 | 
                 
                
                | 20 | 
                82.770 | 
                78.725 | 
                4.045 | 
                5.1% | 
                0.475 | 
                0.6% | 
                15% | 
                False | 
                False | 
                6,287 | 
                 
                
                | 40 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.447 | 
                0.6% | 
                11% | 
                False | 
                False | 
                3,165 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.391 | 
                0.5% | 
                11% | 
                False | 
                False | 
                2,116 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.319 | 
                0.4% | 
                11% | 
                False | 
                False | 
                1,619 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.255 | 
                0.3% | 
                11% | 
                False | 
                False | 
                1,296 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.768 | 
         
        
            | 
2.618             | 
            80.229 | 
         
        
            | 
1.618             | 
            79.899 | 
         
        
            | 
1.000             | 
            79.695 | 
         
        
            | 
0.618             | 
            79.569 | 
         
        
            | 
HIGH             | 
            79.365 | 
         
        
            | 
0.618             | 
            79.239 | 
         
        
            | 
0.500             | 
            79.200 | 
         
        
            | 
0.382             | 
            79.161 | 
         
        
            | 
LOW             | 
            79.035 | 
         
        
            | 
0.618             | 
            78.831 | 
         
        
            | 
1.000             | 
            78.705 | 
         
        
            | 
1.618             | 
            78.501 | 
         
        
            | 
2.618             | 
            78.171 | 
         
        
            | 
4.250             | 
            77.633 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.297 | 
                                79.253 | 
                             
                            
                                | PP | 
                                79.249 | 
                                79.160 | 
                             
                            
                                | S1 | 
                                79.200 | 
                                79.068 | 
                             
             
         |