ICE US Dollar Index Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Dec-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    26-Dec-2012 | 
                    27-Dec-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.735 | 
                        79.640 | 
                        -0.095 | 
                        -0.1% | 
                        79.660 | 
                     
                    
                        | High | 
                        79.810 | 
                        79.890 | 
                        0.080 | 
                        0.1% | 
                        79.780 | 
                     
                    
                        | Low | 
                        79.470 | 
                        79.420 | 
                        -0.050 | 
                        -0.1% | 
                        79.015 | 
                     
                    
                        | Close | 
                        79.704 | 
                        79.719 | 
                        0.015 | 
                        0.0% | 
                        79.712 | 
                     
                    
                        | Range | 
                        0.340 | 
                        0.470 | 
                        0.130 | 
                        38.2% | 
                        0.765 | 
                     
                    
                        | ATR | 
                        0.378 | 
                        0.384 | 
                        0.007 | 
                        1.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        9,970 | 
                        15,349 | 
                        5,379 | 
                        54.0% | 
                        116,465 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.086 | 
                80.873 | 
                79.978 | 
                 | 
             
            
                | R3 | 
                80.616 | 
                80.403 | 
                79.848 | 
                 | 
             
            
                | R2 | 
                80.146 | 
                80.146 | 
                79.805 | 
                 | 
             
            
                | R1 | 
                79.933 | 
                79.933 | 
                79.762 | 
                80.040 | 
             
            
                | PP | 
                79.676 | 
                79.676 | 
                79.676 | 
                79.730 | 
             
            
                | S1 | 
                79.463 | 
                79.463 | 
                79.676 | 
                79.570 | 
             
            
                | S2 | 
                79.206 | 
                79.206 | 
                79.633 | 
                 | 
             
            
                | S3 | 
                78.736 | 
                78.993 | 
                79.590 | 
                 | 
             
            
                | S4 | 
                78.266 | 
                78.523 | 
                79.461 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Dec-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.797 | 
                81.520 | 
                80.133 | 
                 | 
             
            
                | R3 | 
                81.032 | 
                80.755 | 
                79.922 | 
                 | 
             
            
                | R2 | 
                80.267 | 
                80.267 | 
                79.852 | 
                 | 
             
            
                | R1 | 
                79.990 | 
                79.990 | 
                79.782 | 
                80.129 | 
             
            
                | PP | 
                79.502 | 
                79.502 | 
                79.502 | 
                79.572 | 
             
            
                | S1 | 
                79.225 | 
                79.225 | 
                79.642 | 
                79.364 | 
             
            
                | S2 | 
                78.737 | 
                78.737 | 
                79.572 | 
                 | 
             
            
                | S3 | 
                77.972 | 
                78.460 | 
                79.502 | 
                 | 
             
            
                | S4 | 
                77.207 | 
                77.695 | 
                79.291 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                79.890 | 
                79.065 | 
                0.825 | 
                1.0% | 
                0.385 | 
                0.5% | 
                79% | 
                True | 
                False | 
                15,655 | 
                 
                
                | 10 | 
                80.110 | 
                79.015 | 
                1.095 | 
                1.4% | 
                0.366 | 
                0.5% | 
                64% | 
                False | 
                False | 
                20,070 | 
                 
                
                | 20 | 
                81.055 | 
                79.015 | 
                2.040 | 
                2.6% | 
                0.399 | 
                0.5% | 
                35% | 
                False | 
                False | 
                12,248 | 
                 
                
                | 40 | 
                81.700 | 
                79.015 | 
                2.685 | 
                3.4% | 
                0.349 | 
                0.4% | 
                26% | 
                False | 
                False | 
                6,209 | 
                 
                
                | 60 | 
                81.700 | 
                79.015 | 
                2.685 | 
                3.4% | 
                0.310 | 
                0.4% | 
                26% | 
                False | 
                False | 
                4,150 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.888 | 
         
        
            | 
2.618             | 
            81.120 | 
         
        
            | 
1.618             | 
            80.650 | 
         
        
            | 
1.000             | 
            80.360 | 
         
        
            | 
0.618             | 
            80.180 | 
         
        
            | 
HIGH             | 
            79.890 | 
         
        
            | 
0.618             | 
            79.710 | 
         
        
            | 
0.500             | 
            79.655 | 
         
        
            | 
0.382             | 
            79.600 | 
         
        
            | 
LOW             | 
            79.420 | 
         
        
            | 
0.618             | 
            79.130 | 
         
        
            | 
1.000             | 
            78.950 | 
         
        
            | 
1.618             | 
            78.660 | 
         
        
            | 
2.618             | 
            78.190 | 
         
        
            | 
4.250             | 
            77.423 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Dec-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.698 | 
                                79.698 | 
                             
                            
                                | PP | 
                                79.676 | 
                                79.676 | 
                             
                            
                                | S1 | 
                                79.655 | 
                                79.655 | 
                             
             
         |