ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	77.125	77.225	0.100	0.1%	75.215
High	77.595	77.360	-0.235	-0.3%	77.840
Low	76.995	76.720	-0.275	-0.4%	75.110
Close	77.115	76.751	-0.364	-0.5%	77.162
Range	0.600	0.640	0.040	6.7%	2.730
ATR	0.893	0.875	-0.018	-2.0%	0.000
Volume	20,689	19,053	-1,636	-7.9%	176,817

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.864	78.447	77.103
R3	78.224	77.807	76.927
R2	77.584	77.584	76.868
R1	77.167	77.167	76.810	77.056
PP	76.944	76.944	76.944	76.888
S1	76.527	76.527	76.692	76.416
S2	76.304	76.304	76.634
S3	75.664	75.887	76.575
S4	75.024	75.247	76.399

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.894	83.758	78.664
R3	82.164	81.028	77.913
R2	79.434	79.434	77.663
R1	78.298	78.298	77.412	78.866
PP	76.704	76.704	76.704	76.988
S1	75.568	75.568	76.912	76.136
S2	73.974	73.974	76.662
S3	71.244	72.838	76.411
S4	68.514	70.108	75.661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.680	76.720	0.960	1.3%	0.739	1.0%	3%	False	True	29,056
10	77.840	74.860	2.980	3.9%	0.922	1.2%	63%	False	False	31,412
20	78.240	74.860	3.380	4.4%	0.852	1.1%	56%	False	False	31,013
40	80.430	74.860	5.570	7.3%	0.866	1.1%	34%	False	False	32,312
60	80.430	73.900	6.530	8.5%	0.788	1.0%	44%	False	False	22,870
80	80.430	73.900	6.530	8.5%	0.754	1.0%	44%	False	False	17,178
100	80.430	73.900	6.530	8.5%	0.666	0.9%	44%	False	False	13,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.115
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.080
2.618	79.036
1.618	78.396
1.000	78.000
0.618	77.756
HIGH	77.360
0.618	77.116
0.500	77.040
0.382	76.964
LOW	76.720
0.618	76.324
1.000	76.080
1.618	75.684
2.618	75.044
4.250	74.000

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	77.040	77.158
PP	76.944	77.022
S1	76.847	76.887

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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