ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Oct-2012 | 
                    22-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.425 | 
                        79.700 | 
                        0.275 | 
                        0.3% | 
                        79.820 | 
                     
                    
                        | High | 
                        79.745 | 
                        79.755 | 
                        0.010 | 
                        0.0% | 
                        80.045 | 
                     
                    
                        | Low | 
                        79.370 | 
                        79.535 | 
                        0.165 | 
                        0.2% | 
                        78.970 | 
                     
                    
                        | Close | 
                        79.688 | 
                        79.736 | 
                        0.048 | 
                        0.1% | 
                        79.688 | 
                     
                    
                        | Range | 
                        0.375 | 
                        0.220 | 
                        -0.155 | 
                        -41.3% | 
                        1.075 | 
                     
                    
                        | ATR | 
                        0.451 | 
                        0.435 | 
                        -0.017 | 
                        -3.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        17,723 | 
                        14,738 | 
                        -2,985 | 
                        -16.8% | 
                        87,544 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.335 | 
                80.256 | 
                79.857 | 
                 | 
             
            
                | R3 | 
                80.115 | 
                80.036 | 
                79.797 | 
                 | 
             
            
                | R2 | 
                79.895 | 
                79.895 | 
                79.776 | 
                 | 
             
            
                | R1 | 
                79.816 | 
                79.816 | 
                79.756 | 
                79.856 | 
             
            
                | PP | 
                79.675 | 
                79.675 | 
                79.675 | 
                79.695 | 
             
            
                | S1 | 
                79.596 | 
                79.596 | 
                79.716 | 
                79.636 | 
             
            
                | S2 | 
                79.455 | 
                79.455 | 
                79.696 | 
                 | 
             
            
                | S3 | 
                79.235 | 
                79.376 | 
                79.676 | 
                 | 
             
            
                | S4 | 
                79.015 | 
                79.156 | 
                79.615 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.793 | 
                82.315 | 
                80.279 | 
                 | 
             
            
                | R3 | 
                81.718 | 
                81.240 | 
                79.984 | 
                 | 
             
            
                | R2 | 
                80.643 | 
                80.643 | 
                79.885 | 
                 | 
             
            
                | R1 | 
                80.165 | 
                80.165 | 
                79.787 | 
                79.867 | 
             
            
                | PP | 
                79.568 | 
                79.568 | 
                79.568 | 
                79.418 | 
             
            
                | S1 | 
                79.090 | 
                79.090 | 
                79.589 | 
                78.792 | 
             
            
                | S2 | 
                78.493 | 
                78.493 | 
                79.491 | 
                 | 
             
            
                | S3 | 
                77.418 | 
                78.015 | 
                79.392 | 
                 | 
             
            
                | S4 | 
                76.343 | 
                76.940 | 
                79.097 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                79.810 | 
                78.970 | 
                0.840 | 
                1.1% | 
                0.355 | 
                0.4% | 
                91% | 
                False | 
                False | 
                17,656 | 
                 
                
                | 10 | 
                80.310 | 
                78.970 | 
                1.340 | 
                1.7% | 
                0.398 | 
                0.5% | 
                57% | 
                False | 
                False | 
                17,723 | 
                 
                
                | 20 | 
                80.310 | 
                78.970 | 
                1.340 | 
                1.7% | 
                0.427 | 
                0.5% | 
                57% | 
                False | 
                False | 
                17,282 | 
                 
                
                | 40 | 
                82.130 | 
                78.725 | 
                3.405 | 
                4.3% | 
                0.453 | 
                0.6% | 
                30% | 
                False | 
                False | 
                13,844 | 
                 
                
                | 60 | 
                83.945 | 
                78.725 | 
                5.220 | 
                6.5% | 
                0.438 | 
                0.5% | 
                19% | 
                False | 
                False | 
                9,246 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.413 | 
                0.5% | 
                17% | 
                False | 
                False | 
                6,943 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.359 | 
                0.5% | 
                17% | 
                False | 
                False | 
                5,580 | 
                 
                
                | 120 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.299 | 
                0.4% | 
                17% | 
                False | 
                False | 
                4,650 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            80.690 | 
         
        
            | 
2.618             | 
            80.331 | 
         
        
            | 
1.618             | 
            80.111 | 
         
        
            | 
1.000             | 
            79.975 | 
         
        
            | 
0.618             | 
            79.891 | 
         
        
            | 
HIGH             | 
            79.755 | 
         
        
            | 
0.618             | 
            79.671 | 
         
        
            | 
0.500             | 
            79.645 | 
         
        
            | 
0.382             | 
            79.619 | 
         
        
            | 
LOW             | 
            79.535 | 
         
        
            | 
0.618             | 
            79.399 | 
         
        
            | 
1.000             | 
            79.315 | 
         
        
            | 
1.618             | 
            79.179 | 
         
        
            | 
2.618             | 
            78.959 | 
         
        
            | 
4.250             | 
            78.600 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.706 | 
                                79.622 | 
                             
                            
                                | PP | 
                                79.675 | 
                                79.509 | 
                             
                            
                                | S1 | 
                                79.645 | 
                                79.395 | 
                             
             
         |