ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Nov-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Nov-2012 | 
                    27-Nov-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.230 | 
                        80.120 | 
                        -0.110 | 
                        -0.1% | 
                        81.250 | 
                     
                    
                        | High | 
                        80.340 | 
                        80.505 | 
                        0.165 | 
                        0.2% | 
                        81.300 | 
                     
                    
                        | Low | 
                        80.180 | 
                        80.070 | 
                        -0.110 | 
                        -0.1% | 
                        80.155 | 
                     
                    
                        | Close | 
                        80.266 | 
                        80.430 | 
                        0.164 | 
                        0.2% | 
                        80.236 | 
                     
                    
                        | Range | 
                        0.160 | 
                        0.435 | 
                        0.275 | 
                        171.9% | 
                        1.145 | 
                     
                    
                        | ATR | 
                        0.391 | 
                        0.394 | 
                        0.003 | 
                        0.8% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        13,152 | 
                        18,601 | 
                        5,449 | 
                        41.4% | 
                        67,283 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.640 | 
                81.470 | 
                80.669 | 
                 | 
             
            
                | R3 | 
                81.205 | 
                81.035 | 
                80.550 | 
                 | 
             
            
                | R2 | 
                80.770 | 
                80.770 | 
                80.510 | 
                 | 
             
            
                | R1 | 
                80.600 | 
                80.600 | 
                80.470 | 
                80.685 | 
             
            
                | PP | 
                80.335 | 
                80.335 | 
                80.335 | 
                80.378 | 
             
            
                | S1 | 
                80.165 | 
                80.165 | 
                80.390 | 
                80.250 | 
             
            
                | S2 | 
                79.900 | 
                79.900 | 
                80.350 | 
                 | 
             
            
                | S3 | 
                79.465 | 
                79.730 | 
                80.310 | 
                 | 
             
            
                | S4 | 
                79.030 | 
                79.295 | 
                80.191 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Nov-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                83.999 | 
                83.262 | 
                80.866 | 
                 | 
             
            
                | R3 | 
                82.854 | 
                82.117 | 
                80.551 | 
                 | 
             
            
                | R2 | 
                81.709 | 
                81.709 | 
                80.446 | 
                 | 
             
            
                | R1 | 
                80.972 | 
                80.972 | 
                80.341 | 
                80.768 | 
             
            
                | PP | 
                80.564 | 
                80.564 | 
                80.564 | 
                80.462 | 
             
            
                | S1 | 
                79.827 | 
                79.827 | 
                80.131 | 
                79.623 | 
             
            
                | S2 | 
                79.419 | 
                79.419 | 
                80.026 | 
                 | 
             
            
                | S3 | 
                78.274 | 
                78.682 | 
                79.921 | 
                 | 
             
            
                | S4 | 
                77.129 | 
                77.537 | 
                79.606 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                81.300 | 
                80.070 | 
                1.230 | 
                1.5% | 
                0.357 | 
                0.4% | 
                29% | 
                False | 
                True | 
                16,308 | 
                 
                
                | 10 | 
                81.515 | 
                80.070 | 
                1.445 | 
                1.8% | 
                0.350 | 
                0.4% | 
                25% | 
                False | 
                True | 
                19,616 | 
                 
                
                | 20 | 
                81.515 | 
                79.720 | 
                1.795 | 
                2.2% | 
                0.372 | 
                0.5% | 
                40% | 
                False | 
                False | 
                20,283 | 
                 
                
                | 40 | 
                81.515 | 
                78.970 | 
                2.545 | 
                3.2% | 
                0.388 | 
                0.5% | 
                57% | 
                False | 
                False | 
                18,816 | 
                 
                
                | 60 | 
                81.950 | 
                78.725 | 
                3.225 | 
                4.0% | 
                0.429 | 
                0.5% | 
                53% | 
                False | 
                False | 
                17,544 | 
                 
                
                | 80 | 
                83.250 | 
                78.725 | 
                4.525 | 
                5.6% | 
                0.407 | 
                0.5% | 
                38% | 
                False | 
                False | 
                13,175 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.3% | 
                0.412 | 
                0.5% | 
                29% | 
                False | 
                False | 
                10,547 | 
                 
                
                | 120 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.3% | 
                0.378 | 
                0.5% | 
                29% | 
                False | 
                False | 
                8,812 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.354 | 
         
        
            | 
2.618             | 
            81.644 | 
         
        
            | 
1.618             | 
            81.209 | 
         
        
            | 
1.000             | 
            80.940 | 
         
        
            | 
0.618             | 
            80.774 | 
         
        
            | 
HIGH             | 
            80.505 | 
         
        
            | 
0.618             | 
            80.339 | 
         
        
            | 
0.500             | 
            80.288 | 
         
        
            | 
0.382             | 
            80.236 | 
         
        
            | 
LOW             | 
            80.070 | 
         
        
            | 
0.618             | 
            79.801 | 
         
        
            | 
1.000             | 
            79.635 | 
         
        
            | 
1.618             | 
            79.366 | 
         
        
            | 
2.618             | 
            78.931 | 
         
        
            | 
4.250             | 
            78.221 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Nov-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                80.383 | 
                                80.425 | 
                             
                            
                                | PP | 
                                80.335 | 
                                80.420 | 
                             
                            
                                | S1 | 
                                80.288 | 
                                80.415 | 
                             
             
         |