ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Nov-2012 | 
                    19-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        81.095 | 
                        81.250 | 
                        0.155 | 
                        0.2% | 
                        81.105 | 
                     
                    
                        | High | 
                        81.515 | 
                        81.280 | 
                        -0.235 | 
                        -0.3% | 
                        81.515 | 
                     
                    
                        | Low | 
                        81.080 | 
                        80.835 | 
                        -0.245 | 
                        -0.3% | 
                        80.940 | 
                     
                    
                        | Close | 
                        81.310 | 
                        80.922 | 
                        -0.388 | 
                        -0.5% | 
                        81.310 | 
                     
                    
                        | Range | 
                        0.435 | 
                        0.445 | 
                        0.010 | 
                        2.3% | 
                        0.575 | 
                     
                    
                        | ATR | 
                        0.384 | 
                        0.391 | 
                        0.006 | 
                        1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,853 | 
                        17,494 | 
                        -11,359 | 
                        -39.4% | 
                        107,640 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.347 | 
                82.080 | 
                81.167 | 
                 | 
             
            
                | R3 | 
                81.902 | 
                81.635 | 
                81.044 | 
                 | 
             
            
                | R2 | 
                81.457 | 
                81.457 | 
                81.004 | 
                 | 
             
            
                | R1 | 
                81.190 | 
                81.190 | 
                80.963 | 
                81.101 | 
             
            
                | PP | 
                81.012 | 
                81.012 | 
                81.012 | 
                80.968 | 
             
            
                | S1 | 
                80.745 | 
                80.745 | 
                80.881 | 
                80.656 | 
             
            
                | S2 | 
                80.567 | 
                80.567 | 
                80.840 | 
                 | 
             
            
                | S3 | 
                80.122 | 
                80.300 | 
                80.800 | 
                 | 
             
            
                | S4 | 
                79.677 | 
                79.855 | 
                80.677 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.980 | 
                82.720 | 
                81.626 | 
                 | 
             
            
                | R3 | 
                82.405 | 
                82.145 | 
                81.468 | 
                 | 
             
            
                | R2 | 
                81.830 | 
                81.830 | 
                81.415 | 
                 | 
             
            
                | R1 | 
                81.570 | 
                81.570 | 
                81.363 | 
                81.700 | 
             
            
                | PP | 
                81.255 | 
                81.255 | 
                81.255 | 
                81.320 | 
             
            
                | S1 | 
                80.995 | 
                80.995 | 
                81.257 | 
                81.125 | 
             
            
                | S2 | 
                80.680 | 
                80.680 | 
                81.205 | 
                 | 
             
            
                | S3 | 
                80.105 | 
                80.420 | 
                81.152 | 
                 | 
             
            
                | S4 | 
                79.530 | 
                79.845 | 
                80.994 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                81.515 | 
                80.835 | 
                0.680 | 
                0.8% | 
                0.343 | 
                0.4% | 
                13% | 
                False | 
                True | 
                22,924 | 
                 
                
                | 10 | 
                81.515 | 
                80.365 | 
                1.150 | 
                1.4% | 
                0.361 | 
                0.4% | 
                48% | 
                False | 
                False | 
                22,862 | 
                 
                
                | 20 | 
                81.515 | 
                79.620 | 
                1.895 | 
                2.3% | 
                0.385 | 
                0.5% | 
                69% | 
                False | 
                False | 
                20,896 | 
                 
                
                | 40 | 
                81.515 | 
                78.970 | 
                2.545 | 
                3.1% | 
                0.406 | 
                0.5% | 
                77% | 
                False | 
                False | 
                19,089 | 
                 
                
                | 60 | 
                82.130 | 
                78.725 | 
                3.405 | 
                4.2% | 
                0.430 | 
                0.5% | 
                65% | 
                False | 
                False | 
                16,195 | 
                 
                
                | 80 | 
                83.945 | 
                78.725 | 
                5.220 | 
                6.5% | 
                0.425 | 
                0.5% | 
                42% | 
                False | 
                False | 
                12,158 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.3% | 
                0.407 | 
                0.5% | 
                37% | 
                False | 
                False | 
                9,734 | 
                 
                
                | 120 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.3% | 
                0.364 | 
                0.4% | 
                37% | 
                False | 
                False | 
                8,133 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            83.171 | 
         
        
            | 
2.618             | 
            82.445 | 
         
        
            | 
1.618             | 
            82.000 | 
         
        
            | 
1.000             | 
            81.725 | 
         
        
            | 
0.618             | 
            81.555 | 
         
        
            | 
HIGH             | 
            81.280 | 
         
        
            | 
0.618             | 
            81.110 | 
         
        
            | 
0.500             | 
            81.058 | 
         
        
            | 
0.382             | 
            81.005 | 
         
        
            | 
LOW             | 
            80.835 | 
         
        
            | 
0.618             | 
            80.560 | 
         
        
            | 
1.000             | 
            80.390 | 
         
        
            | 
1.618             | 
            80.115 | 
         
        
            | 
2.618             | 
            79.670 | 
         
        
            | 
4.250             | 
            78.944 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                81.058 | 
                                81.175 | 
                             
                            
                                | PP | 
                                81.012 | 
                                81.091 | 
                             
                            
                                | S1 | 
                                80.967 | 
                                81.006 | 
                             
             
         |