ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Sep-2012 | 
                    19-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.085 | 
                        79.270 | 
                        0.185 | 
                        0.2% | 
                        80.400 | 
                     
                    
                        | High | 
                        79.365 | 
                        79.485 | 
                        0.120 | 
                        0.2% | 
                        80.590 | 
                     
                    
                        | Low | 
                        79.035 | 
                        79.070 | 
                        0.035 | 
                        0.0% | 
                        78.725 | 
                     
                    
                        | Close | 
                        79.346 | 
                        79.127 | 
                        -0.219 | 
                        -0.3% | 
                        78.987 | 
                     
                    
                        | Range | 
                        0.330 | 
                        0.415 | 
                        0.085 | 
                        25.8% | 
                        1.865 | 
                     
                    
                        | ATR | 
                        0.477 | 
                        0.473 | 
                        -0.004 | 
                        -0.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,256 | 
                        19,022 | 
                        3,766 | 
                        24.7% | 
                        88,261 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.472 | 
                80.215 | 
                79.355 | 
                 | 
             
            
                | R3 | 
                80.057 | 
                79.800 | 
                79.241 | 
                 | 
             
            
                | R2 | 
                79.642 | 
                79.642 | 
                79.203 | 
                 | 
             
            
                | R1 | 
                79.385 | 
                79.385 | 
                79.165 | 
                79.306 | 
             
            
                | PP | 
                79.227 | 
                79.227 | 
                79.227 | 
                79.188 | 
             
            
                | S1 | 
                78.970 | 
                78.970 | 
                79.089 | 
                78.891 | 
             
            
                | S2 | 
                78.812 | 
                78.812 | 
                79.051 | 
                 | 
             
            
                | S3 | 
                78.397 | 
                78.555 | 
                79.013 | 
                 | 
             
            
                | S4 | 
                77.982 | 
                78.140 | 
                78.899 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.955 | 
                78.725 | 
                1.230 | 
                1.6% | 
                0.486 | 
                0.6% | 
                33% | 
                False | 
                False | 
                22,930 | 
                 
                
                | 10 | 
                81.765 | 
                78.725 | 
                3.040 | 
                3.8% | 
                0.540 | 
                0.7% | 
                13% | 
                False | 
                False | 
                14,294 | 
                 
                
                | 20 | 
                82.370 | 
                78.725 | 
                3.645 | 
                4.6% | 
                0.462 | 
                0.6% | 
                11% | 
                False | 
                False | 
                7,236 | 
                 
                
                | 40 | 
                84.435 | 
                78.725 | 
                5.710 | 
                7.2% | 
                0.455 | 
                0.6% | 
                7% | 
                False | 
                False | 
                3,637 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.398 | 
                0.5% | 
                7% | 
                False | 
                False | 
                2,433 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.324 | 
                0.4% | 
                7% | 
                False | 
                False | 
                1,857 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.260 | 
                0.3% | 
                7% | 
                False | 
                False | 
                1,486 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.249 | 
         
        
            | 
2.618             | 
            80.571 | 
         
        
            | 
1.618             | 
            80.156 | 
         
        
            | 
1.000             | 
            79.900 | 
         
        
            | 
0.618             | 
            79.741 | 
         
        
            | 
HIGH             | 
            79.485 | 
         
        
            | 
0.618             | 
            79.326 | 
         
        
            | 
0.500             | 
            79.278 | 
         
        
            | 
0.382             | 
            79.229 | 
         
        
            | 
LOW             | 
            79.070 | 
         
        
            | 
0.618             | 
            78.814 | 
         
        
            | 
1.000             | 
            78.655 | 
         
        
            | 
1.618             | 
            78.399 | 
         
        
            | 
2.618             | 
            77.984 | 
         
        
            | 
4.250             | 
            77.306 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.278 | 
                                79.160 | 
                             
                            
                                | PP | 
                                79.227 | 
                                79.149 | 
                             
                            
                                | S1 | 
                                79.177 | 
                                79.138 | 
                             
             
         |