ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Sep-2012 | 
                    25-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.420 | 
                        79.555 | 
                        0.135 | 
                        0.2% | 
                        78.960 | 
                     
                    
                        | High | 
                        79.825 | 
                        79.755 | 
                        -0.070 | 
                        -0.1% | 
                        79.755 | 
                     
                    
                        | Low | 
                        79.420 | 
                        79.375 | 
                        -0.045 | 
                        -0.1% | 
                        78.835 | 
                     
                    
                        | Close | 
                        79.577 | 
                        79.608 | 
                        0.031 | 
                        0.0% | 
                        79.398 | 
                     
                    
                        | Range | 
                        0.405 | 
                        0.380 | 
                        -0.025 | 
                        -6.2% | 
                        0.920 | 
                     
                    
                        | ATR | 
                        0.475 | 
                        0.468 | 
                        -0.007 | 
                        -1.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        18,006 | 
                        16,292 | 
                        -1,714 | 
                        -9.5% | 
                        95,820 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.719 | 
                80.544 | 
                79.817 | 
                 | 
             
            
                | R3 | 
                80.339 | 
                80.164 | 
                79.713 | 
                 | 
             
            
                | R2 | 
                79.959 | 
                79.959 | 
                79.678 | 
                 | 
             
            
                | R1 | 
                79.784 | 
                79.784 | 
                79.643 | 
                79.872 | 
             
            
                | PP | 
                79.579 | 
                79.579 | 
                79.579 | 
                79.623 | 
             
            
                | S1 | 
                79.404 | 
                79.404 | 
                79.573 | 
                79.492 | 
             
            
                | S2 | 
                79.199 | 
                79.199 | 
                79.538 | 
                 | 
             
            
                | S3 | 
                78.819 | 
                79.024 | 
                79.504 | 
                 | 
             
            
                | S4 | 
                78.439 | 
                78.644 | 
                79.399 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.089 | 
                81.664 | 
                79.904 | 
                 | 
             
            
                | R3 | 
                81.169 | 
                80.744 | 
                79.651 | 
                 | 
             
            
                | R2 | 
                80.249 | 
                80.249 | 
                79.567 | 
                 | 
             
            
                | R1 | 
                79.824 | 
                79.824 | 
                79.482 | 
                80.037 | 
             
            
                | PP | 
                79.329 | 
                79.329 | 
                79.329 | 
                79.436 | 
             
            
                | S1 | 
                78.904 | 
                78.904 | 
                79.314 | 
                79.117 | 
             
            
                | S2 | 
                78.409 | 
                78.409 | 
                79.229 | 
                 | 
             
            
                | S3 | 
                77.489 | 
                77.984 | 
                79.145 | 
                 | 
             
            
                | S4 | 
                76.569 | 
                77.064 | 
                78.892 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                79.825 | 
                79.070 | 
                0.755 | 
                0.9% | 
                0.447 | 
                0.6% | 
                71% | 
                False | 
                False | 
                19,826 | 
                 
                
                | 10 | 
                80.155 | 
                78.725 | 
                1.430 | 
                1.8% | 
                0.477 | 
                0.6% | 
                62% | 
                False | 
                False | 
                20,845 | 
                 
                
                | 20 | 
                82.130 | 
                78.725 | 
                3.405 | 
                4.3% | 
                0.487 | 
                0.6% | 
                26% | 
                False | 
                False | 
                11,219 | 
                 
                
                | 40 | 
                83.945 | 
                78.725 | 
                5.220 | 
                6.6% | 
                0.450 | 
                0.6% | 
                17% | 
                False | 
                False | 
                5,634 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.410 | 
                0.5% | 
                15% | 
                False | 
                False | 
                3,766 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.347 | 
                0.4% | 
                15% | 
                False | 
                False | 
                2,858 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.278 | 
                0.3% | 
                15% | 
                False | 
                False | 
                2,287 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.370 | 
         
        
            | 
2.618             | 
            80.750 | 
         
        
            | 
1.618             | 
            80.370 | 
         
        
            | 
1.000             | 
            80.135 | 
         
        
            | 
0.618             | 
            79.990 | 
         
        
            | 
HIGH             | 
            79.755 | 
         
        
            | 
0.618             | 
            79.610 | 
         
        
            | 
0.500             | 
            79.565 | 
         
        
            | 
0.382             | 
            79.520 | 
         
        
            | 
LOW             | 
            79.375 | 
         
        
            | 
0.618             | 
            79.140 | 
         
        
            | 
1.000             | 
            78.995 | 
         
        
            | 
1.618             | 
            78.760 | 
         
        
            | 
2.618             | 
            78.380 | 
         
        
            | 
4.250             | 
            77.760 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.594 | 
                                79.561 | 
                             
                            
                                | PP | 
                                79.579 | 
                                79.514 | 
                             
                            
                                | S1 | 
                                79.565 | 
                                79.468 | 
                             
             
         |