ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Oct-2012 | 
                    15-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.850 | 
                        79.820 | 
                        -0.030 | 
                        0.0% | 
                        79.465 | 
                     
                    
                        | High | 
                        79.900 | 
                        80.045 | 
                        0.145 | 
                        0.2% | 
                        80.310 | 
                     
                    
                        | Low | 
                        79.575 | 
                        79.680 | 
                        0.105 | 
                        0.1% | 
                        79.430 | 
                     
                    
                        | Close | 
                        79.740 | 
                        79.806 | 
                        0.066 | 
                        0.1% | 
                        79.740 | 
                     
                    
                        | Range | 
                        0.325 | 
                        0.365 | 
                        0.040 | 
                        12.3% | 
                        0.880 | 
                     
                    
                        | ATR | 
                        0.465 | 
                        0.458 | 
                        -0.007 | 
                        -1.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        15,016 | 
                        14,000 | 
                        -1,016 | 
                        -6.8% | 
                        83,946 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.939 | 
                80.737 | 
                80.007 | 
                 | 
             
            
                | R3 | 
                80.574 | 
                80.372 | 
                79.906 | 
                 | 
             
            
                | R2 | 
                80.209 | 
                80.209 | 
                79.873 | 
                 | 
             
            
                | R1 | 
                80.007 | 
                80.007 | 
                79.839 | 
                79.926 | 
             
            
                | PP | 
                79.844 | 
                79.844 | 
                79.844 | 
                79.803 | 
             
            
                | S1 | 
                79.642 | 
                79.642 | 
                79.773 | 
                79.561 | 
             
            
                | S2 | 
                79.479 | 
                79.479 | 
                79.739 | 
                 | 
             
            
                | S3 | 
                79.114 | 
                79.277 | 
                79.706 | 
                 | 
             
            
                | S4 | 
                78.749 | 
                78.912 | 
                79.605 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                79.570 | 
                0.740 | 
                0.9% | 
                0.441 | 
                0.6% | 
                32% | 
                False | 
                False | 
                17,791 | 
                 
                
                | 10 | 
                80.310 | 
                79.180 | 
                1.130 | 
                1.4% | 
                0.426 | 
                0.5% | 
                55% | 
                False | 
                False | 
                16,489 | 
                 
                
                | 20 | 
                80.310 | 
                79.035 | 
                1.275 | 
                1.6% | 
                0.447 | 
                0.6% | 
                60% | 
                False | 
                False | 
                17,773 | 
                 
                
                | 40 | 
                83.070 | 
                78.725 | 
                4.345 | 
                5.4% | 
                0.460 | 
                0.6% | 
                25% | 
                False | 
                False | 
                11,649 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.449 | 
                0.6% | 
                18% | 
                False | 
                False | 
                7,780 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.404 | 
                0.5% | 
                18% | 
                False | 
                False | 
                5,839 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.342 | 
                0.4% | 
                18% | 
                False | 
                False | 
                4,697 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.596 | 
         
        
            | 
2.618             | 
            81.001 | 
         
        
            | 
1.618             | 
            80.636 | 
         
        
            | 
1.000             | 
            80.410 | 
         
        
            | 
0.618             | 
            80.271 | 
         
        
            | 
HIGH             | 
            80.045 | 
         
        
            | 
0.618             | 
            79.906 | 
         
        
            | 
0.500             | 
            79.863 | 
         
        
            | 
0.382             | 
            79.819 | 
         
        
            | 
LOW             | 
            79.680 | 
         
        
            | 
0.618             | 
            79.454 | 
         
        
            | 
1.000             | 
            79.315 | 
         
        
            | 
1.618             | 
            79.089 | 
         
        
            | 
2.618             | 
            78.724 | 
         
        
            | 
4.250             | 
            78.129 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.863 | 
                                79.935 | 
                             
                            
                                | PP | 
                                79.844 | 
                                79.892 | 
                             
                            
                                | S1 | 
                                79.825 | 
                                79.849 | 
                             
             
         |