ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 03-Dec-2010

Day Change Summary
	Previous	Current
	02-Dec-2010	03-Dec-2010	Change	Change %	Previous Week
Open	80.810	80.310	-0.500	-0.6%	80.460
High	81.060	80.360	-0.700	-0.9%	81.525
Low	80.100	79.060	-1.040	-1.3%	79.060
Close	80.336	79.407	-0.929	-1.2%	79.407
Range	0.960	1.300	0.340	35.4%	2.465
ATR	0.892	0.921	0.029	3.3%	0.000
Volume	36,646	30,863	-5,783	-15.8%	165,001

Daily Pivots for day following 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.509	82.758	80.122
R3	82.209	81.458	79.765
R2	80.909	80.909	79.645
R1	80.158	80.158	79.526	79.884
PP	79.609	79.609	79.609	79.472
S1	78.858	78.858	79.288	78.584
S2	78.309	78.309	79.169
S3	77.009	77.558	79.050
S4	75.709	76.258	78.692

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.392	85.865	80.763
R3	84.927	83.400	80.085
R2	82.462	82.462	79.859
R1	80.935	80.935	79.633	80.466
PP	79.997	79.997	79.997	79.763
S1	78.470	78.470	79.181	78.001
S2	77.532	77.532	78.955
S3	75.067	76.005	78.729
S4	72.602	73.540	78.051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.525	79.060	2.465	3.1%	1.001	1.3%	14%	False	True	33,000
10	81.525	78.060	3.465	4.4%	0.892	1.1%	39%	False	False	26,938
20	81.525	75.935	5.590	7.0%	0.860	1.1%	62%	False	False	28,051
40	81.525	74.600	6.925	8.7%	0.943	1.2%	69%	False	False	26,792
60	83.315	74.600	8.715	11.0%	0.869	1.1%	55%	False	False	25,610
80	83.960	74.600	9.360	11.8%	0.789	1.0%	51%	False	False	19,554
100	83.960	74.600	9.360	11.8%	0.707	0.9%	51%	False	False	15,647
120	87.000	74.600	12.400	15.6%	0.645	0.8%	39%	False	False	13,041

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	0.160
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	85.885
2.618	83.763
1.618	82.463
1.000	81.660
0.618	81.163
HIGH	80.360
0.618	79.863
0.500	79.710
0.382	79.557
LOW	79.060
0.618	78.257
1.000	77.760
1.618	76.957
2.618	75.657
4.250	73.535

Fisher Pivots for day following 03-Dec-2010
Pivot	1 day	3 day
R1	79.710	80.248
PP	79.609	79.967
S1	79.508	79.687

Download as Excel Spreadsheet

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

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