ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	79.460	79.185	-0.275	-0.3%	78.230
High	79.530	79.515	-0.015	0.0%	79.875
Low	78.695	78.010	-0.685	-0.9%	78.145
Close	79.151	78.491	-0.660	-0.8%	79.831
Range	0.835	1.505	0.670	80.2%	1.730
ATR	0.814	0.864	0.049	6.1%	0.000
Volume	20,979	30,418	9,439	45.0%	89,497

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.187	82.344	79.319
R3	81.682	80.839	78.905
R2	80.177	80.177	78.767
R1	79.334	79.334	78.629	79.003
PP	78.672	78.672	78.672	78.507
S1	77.829	77.829	78.353	77.498
S2	77.167	77.167	78.215
S3	75.662	76.324	78.077
S4	74.157	74.819	77.663

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.474	83.882	80.783
R3	82.744	82.152	80.307
R2	81.014	81.014	80.148
R1	80.422	80.422	79.990	80.718
PP	79.284	79.284	79.284	79.432
S1	78.692	78.692	79.672	78.988
S2	77.554	77.554	79.514
S3	75.824	76.962	79.355
S4	74.094	75.232	78.880

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.875	78.010	1.865	2.4%	0.917	1.2%	26%	False	True	24,204
10	79.875	77.740	2.135	2.7%	0.754	1.0%	35%	False	False	24,057
20	79.875	76.675	3.200	4.1%	0.813	1.0%	57%	False	False	25,363
40	79.980	74.860	5.120	6.5%	0.851	1.1%	71%	False	False	28,266
60	80.430	74.860	5.570	7.1%	0.856	1.1%	65%	False	False	28,800
80	80.430	73.900	6.530	8.3%	0.793	1.0%	70%	False	False	21,689
100	80.430	73.900	6.530	8.3%	0.752	1.0%	70%	False	False	17,370
120	80.430	73.900	6.530	8.3%	0.669	0.9%	70%	False	False	14,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.109
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	85.911
2.618	83.455
1.618	81.950
1.000	81.020
0.618	80.445
HIGH	79.515
0.618	78.940
0.500	78.763
0.382	78.585
LOW	78.010
0.618	77.080
1.000	76.505
1.618	75.575
2.618	74.070
4.250	71.614

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	78.763	78.795
PP	78.672	78.694
S1	78.582	78.592

Download as Excel Spreadsheet

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

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