ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	81.335	80.810	-0.525	-0.6%	78.290
High	81.435	81.060	-0.375	-0.5%	80.600
Low	80.540	80.100	-0.440	-0.5%	78.060
Close	80.762	80.336	-0.426	-0.5%	80.433
Range	0.895	0.960	0.065	7.3%	2.540
ATR	0.886	0.892	0.005	0.6%	0.000
Volume	32,629	36,646	4,017	12.3%	87,174

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.379	82.817	80.864
R3	82.419	81.857	80.600
R2	81.459	81.459	80.512
R1	80.897	80.897	80.424	80.698
PP	80.499	80.499	80.499	80.399
S1	79.937	79.937	80.248	79.738
S2	79.539	79.539	80.160
S3	78.579	78.977	80.072
S4	77.619	78.017	79.808

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	79.815	1.710	2.1%	0.898	1.1%	30%	False	False	29,362
10	81.525	78.060	3.465	4.3%	0.821	1.0%	66%	False	False	25,892
20	81.525	75.760	5.765	7.2%	0.838	1.0%	79%	False	False	27,829
40	81.525	74.600	6.925	8.6%	0.930	1.2%	83%	False	False	26,822
60	83.315	74.600	8.715	10.8%	0.856	1.1%	66%	False	False	25,329
80	83.960	74.600	9.360	11.7%	0.781	1.0%	61%	False	False	19,170
100	83.975	74.600	9.375	11.7%	0.706	0.9%	61%	False	False	15,338
120	87.000	74.600	12.400	15.4%	0.638	0.8%	46%	False	False	12,784

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	0.163
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.140
2.618	83.573
1.618	82.613
1.000	82.020
0.618	81.653
HIGH	81.060
0.618	80.693
0.500	80.580
0.382	80.467
LOW	80.100
0.618	79.507
1.000	79.140
1.618	78.547
2.618	77.587
4.250	76.020

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	80.580	80.813
PP	80.499	80.654
S1	80.417	80.495

Download as Excel Spreadsheet

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

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