ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Oct-2012 | 
                    17-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.745 | 
                        79.215 | 
                        -0.530 | 
                        -0.7% | 
                        79.465 | 
                     
                    
                        | High | 
                        79.810 | 
                        79.275 | 
                        -0.535 | 
                        -0.7% | 
                        80.310 | 
                     
                    
                        | Low | 
                        79.365 | 
                        78.970 | 
                        -0.395 | 
                        -0.5% | 
                        79.430 | 
                     
                    
                        | Close | 
                        79.464 | 
                        79.059 | 
                        -0.405 | 
                        -0.5% | 
                        79.740 | 
                     
                    
                        | Range | 
                        0.445 | 
                        0.305 | 
                        -0.140 | 
                        -31.5% | 
                        0.880 | 
                     
                    
                        | ATR | 
                        0.457 | 
                        0.459 | 
                        0.003 | 
                        0.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,137 | 
                        18,829 | 
                        -308 | 
                        -1.6% | 
                        83,946 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.016 | 
                79.843 | 
                79.227 | 
                 | 
             
            
                | R3 | 
                79.711 | 
                79.538 | 
                79.143 | 
                 | 
             
            
                | R2 | 
                79.406 | 
                79.406 | 
                79.115 | 
                 | 
             
            
                | R1 | 
                79.233 | 
                79.233 | 
                79.087 | 
                79.167 | 
             
            
                | PP | 
                79.101 | 
                79.101 | 
                79.101 | 
                79.069 | 
             
            
                | S1 | 
                78.928 | 
                78.928 | 
                79.031 | 
                78.862 | 
             
            
                | S2 | 
                78.796 | 
                78.796 | 
                79.003 | 
                 | 
             
            
                | S3 | 
                78.491 | 
                78.623 | 
                78.975 | 
                 | 
             
            
                | S4 | 
                78.186 | 
                78.318 | 
                78.891 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                80.295 | 
                78.970 | 
                1.325 | 
                1.7% | 
                0.391 | 
                0.5% | 
                7% | 
                False | 
                True | 
                16,851 | 
                 
                
                | 10 | 
                80.310 | 
                78.970 | 
                1.340 | 
                1.7% | 
                0.433 | 
                0.5% | 
                7% | 
                False | 
                True | 
                17,367 | 
                 
                
                | 20 | 
                80.310 | 
                78.970 | 
                1.340 | 
                1.7% | 
                0.448 | 
                0.6% | 
                7% | 
                False | 
                True | 
                17,957 | 
                 
                
                | 40 | 
                82.370 | 
                78.725 | 
                3.645 | 
                4.6% | 
                0.455 | 
                0.6% | 
                9% | 
                False | 
                False | 
                12,597 | 
                 
                
                | 60 | 
                84.435 | 
                78.725 | 
                5.710 | 
                7.2% | 
                0.452 | 
                0.6% | 
                6% | 
                False | 
                False | 
                8,411 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.410 | 
                0.5% | 
                6% | 
                False | 
                False | 
                6,314 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.349 | 
                0.4% | 
                6% | 
                False | 
                False | 
                5,077 | 
                 
                
                | 120 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.291 | 
                0.4% | 
                6% | 
                False | 
                False | 
                4,231 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.571 | 
         
        
            | 
2.618             | 
            80.073 | 
         
        
            | 
1.618             | 
            79.768 | 
         
        
            | 
1.000             | 
            79.580 | 
         
        
            | 
0.618             | 
            79.463 | 
         
        
            | 
HIGH             | 
            79.275 | 
         
        
            | 
0.618             | 
            79.158 | 
         
        
            | 
0.500             | 
            79.123 | 
         
        
            | 
0.382             | 
            79.087 | 
         
        
            | 
LOW             | 
            78.970 | 
         
        
            | 
0.618             | 
            78.782 | 
         
        
            | 
1.000             | 
            78.665 | 
         
        
            | 
1.618             | 
            78.477 | 
         
        
            | 
2.618             | 
            78.172 | 
         
        
            | 
4.250             | 
            77.674 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.123 | 
                                79.508 | 
                             
                            
                                | PP | 
                                79.101 | 
                                79.358 | 
                             
                            
                                | S1 | 
                                79.080 | 
                                79.209 | 
                             
             
         |