ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Oct-2012 | 
                    05-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.940 | 
                        79.480 | 
                        -0.460 | 
                        -0.6% | 
                        80.045 | 
                     
                    
                        | High | 
                        80.005 | 
                        79.525 | 
                        -0.480 | 
                        -0.6% | 
                        80.250 | 
                     
                    
                        | Low | 
                        79.355 | 
                        79.180 | 
                        -0.175 | 
                        -0.2% | 
                        79.180 | 
                     
                    
                        | Close | 
                        79.440 | 
                        79.428 | 
                        -0.012 | 
                        0.0% | 
                        79.428 | 
                     
                    
                        | Range | 
                        0.650 | 
                        0.345 | 
                        -0.305 | 
                        -46.9% | 
                        1.070 | 
                     
                    
                        | ATR | 
                        0.486 | 
                        0.476 | 
                        -0.010 | 
                        -2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        20,032 | 
                        17,726 | 
                        -2,306 | 
                        -11.5% | 
                        85,261 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.413 | 
                80.265 | 
                79.618 | 
                 | 
             
            
                | R3 | 
                80.068 | 
                79.920 | 
                79.523 | 
                 | 
             
            
                | R2 | 
                79.723 | 
                79.723 | 
                79.491 | 
                 | 
             
            
                | R1 | 
                79.575 | 
                79.575 | 
                79.460 | 
                79.477 | 
             
            
                | PP | 
                79.378 | 
                79.378 | 
                79.378 | 
                79.328 | 
             
            
                | S1 | 
                79.230 | 
                79.230 | 
                79.396 | 
                79.132 | 
             
            
                | S2 | 
                79.033 | 
                79.033 | 
                79.365 | 
                 | 
             
            
                | S3 | 
                78.688 | 
                78.885 | 
                79.333 | 
                 | 
             
            
                | S4 | 
                78.343 | 
                78.540 | 
                79.238 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.829 | 
                82.199 | 
                80.017 | 
                 | 
             
            
                | R3 | 
                81.759 | 
                81.129 | 
                79.722 | 
                 | 
             
            
                | R2 | 
                80.689 | 
                80.689 | 
                79.624 | 
                 | 
             
            
                | R1 | 
                80.059 | 
                80.059 | 
                79.526 | 
                79.839 | 
             
            
                | PP | 
                79.619 | 
                79.619 | 
                79.619 | 
                79.510 | 
             
            
                | S1 | 
                78.989 | 
                78.989 | 
                79.330 | 
                78.769 | 
             
            
                | S2 | 
                78.549 | 
                78.549 | 
                79.232 | 
                 | 
             
            
                | S3 | 
                77.479 | 
                77.919 | 
                79.134 | 
                 | 
             
            
                | S4 | 
                76.409 | 
                76.849 | 
                78.840 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.250 | 
                79.180 | 
                1.070 | 
                1.3% | 
                0.452 | 
                0.6% | 
                23% | 
                False | 
                True | 
                17,052 | 
                 
                
                | 10 | 
                80.250 | 
                79.180 | 
                1.070 | 
                1.3% | 
                0.459 | 
                0.6% | 
                23% | 
                False | 
                True | 
                17,742 | 
                 
                
                | 20 | 
                80.590 | 
                78.725 | 
                1.865 | 
                2.3% | 
                0.475 | 
                0.6% | 
                38% | 
                False | 
                False | 
                18,075 | 
                 
                
                | 40 | 
                83.250 | 
                78.725 | 
                4.525 | 
                5.7% | 
                0.433 | 
                0.5% | 
                16% | 
                False | 
                False | 
                9,205 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.439 | 
                0.6% | 
                12% | 
                False | 
                False | 
                6,149 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.395 | 
                0.5% | 
                12% | 
                False | 
                False | 
                4,629 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.316 | 
                0.4% | 
                12% | 
                False | 
                False | 
                3,718 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.991 | 
         
        
            | 
2.618             | 
            80.428 | 
         
        
            | 
1.618             | 
            80.083 | 
         
        
            | 
1.000             | 
            79.870 | 
         
        
            | 
0.618             | 
            79.738 | 
         
        
            | 
HIGH             | 
            79.525 | 
         
        
            | 
0.618             | 
            79.393 | 
         
        
            | 
0.500             | 
            79.353 | 
         
        
            | 
0.382             | 
            79.312 | 
         
        
            | 
LOW             | 
            79.180 | 
         
        
            | 
0.618             | 
            78.967 | 
         
        
            | 
1.000             | 
            78.835 | 
         
        
            | 
1.618             | 
            78.622 | 
         
        
            | 
2.618             | 
            78.277 | 
         
        
            | 
4.250             | 
            77.714 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.403 | 
                                79.638 | 
                             
                            
                                | PP | 
                                79.378 | 
                                79.568 | 
                             
                            
                                | S1 | 
                                79.353 | 
                                79.498 | 
                             
             
         |