ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Sep-2012 | 
                    20-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.270 | 
                        79.135 | 
                        -0.135 | 
                        -0.2% | 
                        80.400 | 
                     
                    
                        | High | 
                        79.485 | 
                        79.755 | 
                        0.270 | 
                        0.3% | 
                        80.590 | 
                     
                    
                        | Low | 
                        79.070 | 
                        79.130 | 
                        0.060 | 
                        0.1% | 
                        78.725 | 
                     
                    
                        | Close | 
                        79.127 | 
                        79.478 | 
                        0.351 | 
                        0.4% | 
                        78.987 | 
                     
                    
                        | Range | 
                        0.415 | 
                        0.625 | 
                        0.210 | 
                        50.6% | 
                        1.865 | 
                     
                    
                        | ATR | 
                        0.473 | 
                        0.484 | 
                        0.011 | 
                        2.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,022 | 
                        27,154 | 
                        8,132 | 
                        42.8% | 
                        88,261 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.329 | 
                81.029 | 
                79.822 | 
                 | 
             
            
                | R3 | 
                80.704 | 
                80.404 | 
                79.650 | 
                 | 
             
            
                | R2 | 
                80.079 | 
                80.079 | 
                79.593 | 
                 | 
             
            
                | R1 | 
                79.779 | 
                79.779 | 
                79.535 | 
                79.929 | 
             
            
                | PP | 
                79.454 | 
                79.454 | 
                79.454 | 
                79.530 | 
             
            
                | S1 | 
                79.154 | 
                79.154 | 
                79.421 | 
                79.304 | 
             
            
                | S2 | 
                78.829 | 
                78.829 | 
                79.363 | 
                 | 
             
            
                | S3 | 
                78.204 | 
                78.529 | 
                79.306 | 
                 | 
             
            
                | S4 | 
                77.579 | 
                77.904 | 
                79.134 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.755 | 
                78.725 | 
                1.030 | 
                1.3% | 
                0.479 | 
                0.6% | 
                73% | 
                True | 
                False | 
                22,722 | 
                 
                
                | 10 | 
                81.395 | 
                78.725 | 
                2.670 | 
                3.4% | 
                0.556 | 
                0.7% | 
                28% | 
                False | 
                False | 
                16,891 | 
                 
                
                | 20 | 
                82.130 | 
                78.725 | 
                3.405 | 
                4.3% | 
                0.464 | 
                0.6% | 
                22% | 
                False | 
                False | 
                8,586 | 
                 
                
                | 40 | 
                84.000 | 
                78.725 | 
                5.275 | 
                6.6% | 
                0.461 | 
                0.6% | 
                14% | 
                False | 
                False | 
                4,315 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.408 | 
                0.5% | 
                13% | 
                False | 
                False | 
                2,885 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.332 | 
                0.4% | 
                13% | 
                False | 
                False | 
                2,196 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.266 | 
                0.3% | 
                13% | 
                False | 
                False | 
                1,757 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.411 | 
         
        
            | 
2.618             | 
            81.391 | 
         
        
            | 
1.618             | 
            80.766 | 
         
        
            | 
1.000             | 
            80.380 | 
         
        
            | 
0.618             | 
            80.141 | 
         
        
            | 
HIGH             | 
            79.755 | 
         
        
            | 
0.618             | 
            79.516 | 
         
        
            | 
0.500             | 
            79.443 | 
         
        
            | 
0.382             | 
            79.369 | 
         
        
            | 
LOW             | 
            79.130 | 
         
        
            | 
0.618             | 
            78.744 | 
         
        
            | 
1.000             | 
            78.505 | 
         
        
            | 
1.618             | 
            78.119 | 
         
        
            | 
2.618             | 
            77.494 | 
         
        
            | 
4.250             | 
            76.474 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.466 | 
                                79.450 | 
                             
                            
                                | PP | 
                                79.454 | 
                                79.423 | 
                             
                            
                                | S1 | 
                                79.443 | 
                                79.395 | 
                             
             
         |