ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Nov-2012 | 
                    15-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.150 | 
                        81.205 | 
                        0.055 | 
                        0.1% | 
                        80.710 | 
                     
                    
                        | High | 
                        81.215 | 
                        81.250 | 
                        0.035 | 
                        0.0% | 
                        81.175 | 
                     
                    
                        | Low | 
                        80.940 | 
                        80.975 | 
                        0.035 | 
                        0.0% | 
                        80.365 | 
                     
                    
                        | Close | 
                        81.100 | 
                        81.138 | 
                        0.038 | 
                        0.0% | 
                        81.098 | 
                     
                    
                        | Range | 
                        0.275 | 
                        0.275 | 
                        0.000 | 
                        0.0% | 
                        0.810 | 
                     
                    
                        | ATR | 
                        0.389 | 
                        0.381 | 
                        -0.008 | 
                        -2.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        23,305 | 
                        24,280 | 
                        975 | 
                        4.2% | 
                        121,645 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.946 | 
                81.817 | 
                81.289 | 
                 | 
             
            
                | R3 | 
                81.671 | 
                81.542 | 
                81.214 | 
                 | 
             
            
                | R2 | 
                81.396 | 
                81.396 | 
                81.188 | 
                 | 
             
            
                | R1 | 
                81.267 | 
                81.267 | 
                81.163 | 
                81.194 | 
             
            
                | PP | 
                81.121 | 
                81.121 | 
                81.121 | 
                81.085 | 
             
            
                | S1 | 
                80.992 | 
                80.992 | 
                81.113 | 
                80.919 | 
             
            
                | S2 | 
                80.846 | 
                80.846 | 
                81.088 | 
                 | 
             
            
                | S3 | 
                80.571 | 
                80.717 | 
                81.062 | 
                 | 
             
            
                | S4 | 
                80.296 | 
                80.442 | 
                80.987 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.309 | 
                83.014 | 
                81.544 | 
                 | 
             
            
                | R3 | 
                82.499 | 
                82.204 | 
                81.321 | 
                 | 
             
            
                | R2 | 
                81.689 | 
                81.689 | 
                81.247 | 
                 | 
             
            
                | R1 | 
                81.394 | 
                81.394 | 
                81.172 | 
                81.542 | 
             
            
                | PP | 
                80.879 | 
                80.879 | 
                80.879 | 
                80.953 | 
             
            
                | S1 | 
                80.584 | 
                80.584 | 
                81.024 | 
                80.732 | 
             
            
                | S2 | 
                80.069 | 
                80.069 | 
                80.950 | 
                 | 
             
            
                | S3 | 
                79.259 | 
                79.774 | 
                80.875 | 
                 | 
             
            
                | S4 | 
                78.449 | 
                78.964 | 
                80.653 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                81.320 | 
                80.685 | 
                0.635 | 
                0.8% | 
                0.302 | 
                0.4% | 
                71% | 
                False | 
                False | 
                20,504 | 
                 
                
                | 10 | 
                81.320 | 
                80.095 | 
                1.225 | 
                1.5% | 
                0.371 | 
                0.5% | 
                85% | 
                False | 
                False | 
                22,865 | 
                 
                
                | 20 | 
                81.320 | 
                79.370 | 
                1.950 | 
                2.4% | 
                0.371 | 
                0.5% | 
                91% | 
                False | 
                False | 
                20,202 | 
                 
                
                | 40 | 
                81.320 | 
                78.970 | 
                2.350 | 
                2.9% | 
                0.404 | 
                0.5% | 
                92% | 
                False | 
                False | 
                18,847 | 
                 
                
                | 60 | 
                82.130 | 
                78.725 | 
                3.405 | 
                4.2% | 
                0.424 | 
                0.5% | 
                71% | 
                False | 
                False | 
                15,427 | 
                 
                
                | 80 | 
                84.000 | 
                78.725 | 
                5.275 | 
                6.5% | 
                0.433 | 
                0.5% | 
                46% | 
                False | 
                False | 
                11,581 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.3% | 
                0.407 | 
                0.5% | 
                41% | 
                False | 
                False | 
                9,270 | 
                 
                
                | 120 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.3% | 
                0.356 | 
                0.4% | 
                41% | 
                False | 
                False | 
                7,747 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.419 | 
         
        
            | 
2.618             | 
            81.970 | 
         
        
            | 
1.618             | 
            81.695 | 
         
        
            | 
1.000             | 
            81.525 | 
         
        
            | 
0.618             | 
            81.420 | 
         
        
            | 
HIGH             | 
            81.250 | 
         
        
            | 
0.618             | 
            81.145 | 
         
        
            | 
0.500             | 
            81.113 | 
         
        
            | 
0.382             | 
            81.080 | 
         
        
            | 
LOW             | 
            80.975 | 
         
        
            | 
0.618             | 
            80.805 | 
         
        
            | 
1.000             | 
            80.700 | 
         
        
            | 
1.618             | 
            80.530 | 
         
        
            | 
2.618             | 
            80.255 | 
         
        
            | 
4.250             | 
            79.806 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.130 | 
                                81.135 | 
                             
                            
                                | PP | 
                                81.121 | 
                                81.133 | 
                             
                            
                                | S1 | 
                                81.113 | 
                                81.130 | 
                             
             
         |