ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Oct-2012 | 
                    12-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.145 | 
                        79.850 | 
                        -0.295 | 
                        -0.4% | 
                        79.465 | 
                     
                    
                        | High | 
                        80.295 | 
                        79.900 | 
                        -0.395 | 
                        -0.5% | 
                        80.310 | 
                     
                    
                        | Low | 
                        79.780 | 
                        79.575 | 
                        -0.205 | 
                        -0.3% | 
                        79.430 | 
                     
                    
                        | Close | 
                        79.860 | 
                        79.740 | 
                        -0.120 | 
                        -0.2% | 
                        79.740 | 
                     
                    
                        | Range | 
                        0.515 | 
                        0.325 | 
                        -0.190 | 
                        -36.9% | 
                        0.880 | 
                     
                    
                        | ATR | 
                        0.476 | 
                        0.465 | 
                        -0.011 | 
                        -2.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        17,275 | 
                        15,016 | 
                        -2,259 | 
                        -13.1% | 
                        83,946 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.713 | 
                80.552 | 
                79.919 | 
                 | 
             
            
                | R3 | 
                80.388 | 
                80.227 | 
                79.829 | 
                 | 
             
            
                | R2 | 
                80.063 | 
                80.063 | 
                79.800 | 
                 | 
             
            
                | R1 | 
                79.902 | 
                79.902 | 
                79.770 | 
                79.820 | 
             
            
                | PP | 
                79.738 | 
                79.738 | 
                79.738 | 
                79.698 | 
             
            
                | S1 | 
                79.577 | 
                79.577 | 
                79.710 | 
                79.495 | 
             
            
                | S2 | 
                79.413 | 
                79.413 | 
                79.680 | 
                 | 
             
            
                | S3 | 
                79.088 | 
                79.252 | 
                79.651 | 
                 | 
             
            
                | S4 | 
                78.763 | 
                78.927 | 
                79.561 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.467 | 
                81.983 | 
                80.224 | 
                 | 
             
            
                | R3 | 
                81.587 | 
                81.103 | 
                79.982 | 
                 | 
             
            
                | R2 | 
                80.707 | 
                80.707 | 
                79.901 | 
                 | 
             
            
                | R1 | 
                80.223 | 
                80.223 | 
                79.821 | 
                80.465 | 
             
            
                | PP | 
                79.827 | 
                79.827 | 
                79.827 | 
                79.948 | 
             
            
                | S1 | 
                79.343 | 
                79.343 | 
                79.659 | 
                79.585 | 
             
            
                | S2 | 
                78.947 | 
                78.947 | 
                79.579 | 
                 | 
             
            
                | S3 | 
                78.067 | 
                78.463 | 
                79.498 | 
                 | 
             
            
                | S4 | 
                77.187 | 
                77.583 | 
                79.256 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.310 | 
                79.430 | 
                0.880 | 
                1.1% | 
                0.443 | 
                0.6% | 
                35% | 
                False | 
                False | 
                16,789 | 
                 
                
                | 10 | 
                80.310 | 
                79.180 | 
                1.130 | 
                1.4% | 
                0.448 | 
                0.6% | 
                50% | 
                False | 
                False | 
                16,920 | 
                 
                
                | 20 | 
                80.310 | 
                78.835 | 
                1.475 | 
                1.8% | 
                0.446 | 
                0.6% | 
                61% | 
                False | 
                False | 
                17,859 | 
                 
                
                | 40 | 
                83.100 | 
                78.725 | 
                4.375 | 
                5.5% | 
                0.458 | 
                0.6% | 
                23% | 
                False | 
                False | 
                11,300 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.446 | 
                0.6% | 
                17% | 
                False | 
                False | 
                7,547 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.401 | 
                0.5% | 
                17% | 
                False | 
                False | 
                5,665 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.338 | 
                0.4% | 
                17% | 
                False | 
                False | 
                4,557 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.281 | 
         
        
            | 
2.618             | 
            80.751 | 
         
        
            | 
1.618             | 
            80.426 | 
         
        
            | 
1.000             | 
            80.225 | 
         
        
            | 
0.618             | 
            80.101 | 
         
        
            | 
HIGH             | 
            79.900 | 
         
        
            | 
0.618             | 
            79.776 | 
         
        
            | 
0.500             | 
            79.738 | 
         
        
            | 
0.382             | 
            79.699 | 
         
        
            | 
LOW             | 
            79.575 | 
         
        
            | 
0.618             | 
            79.374 | 
         
        
            | 
1.000             | 
            79.250 | 
         
        
            | 
1.618             | 
            79.049 | 
         
        
            | 
2.618             | 
            78.724 | 
         
        
            | 
4.250             | 
            78.194 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.739 | 
                                79.943 | 
                             
                            
                                | PP | 
                                79.738 | 
                                79.875 | 
                             
                            
                                | S1 | 
                                79.738 | 
                                79.808 | 
                             
             
         |