ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 01-Dec-2010

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	80.910	81.335	0.425	0.5%	78.290
High	81.525	81.435	-0.090	-0.1%	80.600
Low	80.740	80.540	-0.200	-0.2%	78.060
Close	81.271	80.762	-0.509	-0.6%	80.433
Range	0.785	0.895	0.110	14.0%	2.540
ATR	0.886	0.886	0.001	0.1%	0.000
Volume	26,364	32,629	6,265	23.8%	87,174

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.597	83.075	81.254
R3	82.702	82.180	81.008
R2	81.807	81.807	80.926
R1	81.285	81.285	80.844	81.099
PP	80.912	80.912	80.912	80.819
S1	80.390	80.390	80.680	80.204
S2	80.017	80.017	80.598
S3	79.122	79.495	80.516
S4	78.227	78.600	80.270

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.318	86.415	81.830
R3	84.778	83.875	81.132
R2	82.238	82.238	80.899
R1	81.335	81.335	80.666	81.787
PP	79.698	79.698	79.698	79.923
S1	78.795	78.795	80.200	79.247
S2	77.158	77.158	79.967
S3	74.618	76.255	79.735
S4	72.078	73.715	79.036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.525	79.465	2.060	2.6%	0.830	1.0%	63%	False	False	26,637
10	81.525	78.060	3.465	4.3%	0.777	1.0%	78%	False	False	24,907
20	81.525	75.235	6.290	7.8%	0.897	1.1%	88%	False	False	28,061
40	81.525	74.600	6.925	8.6%	0.922	1.1%	89%	False	False	26,491
60	83.315	74.600	8.715	10.8%	0.849	1.1%	71%	False	False	24,851
80	83.960	74.600	9.360	11.6%	0.782	1.0%	66%	False	False	18,712
100	84.045	74.600	9.445	11.7%	0.697	0.9%	65%	False	False	14,972
120	87.000	74.600	12.400	15.4%	0.631	0.8%	50%	False	False	12,479

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	0.148
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.239
2.618	83.778
1.618	82.883
1.000	82.330
0.618	81.988
HIGH	81.435
0.618	81.093
0.500	80.988
0.382	80.882
LOW	80.540
0.618	79.987
1.000	79.645
1.618	79.092
2.618	78.197
4.250	76.736

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	80.988	80.838
PP	80.912	80.812
S1	80.837	80.787

Download as Excel Spreadsheet

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

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