ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 07-Dec-2010

Day Change Summary
	Previous	Current
	06-Dec-2010	07-Dec-2010	Change	Change %	Previous Week
Open	79.250	79.745	0.495	0.6%	80.460
High	80.000	80.125	0.125	0.2%	81.525
Low	79.170	79.215	0.045	0.1%	79.060
Close	79.599	79.864	0.265	0.3%	79.407
Range	0.830	0.910	0.080	9.6%	2.465
ATR	0.914	0.914	0.000	0.0%	0.000
Volume	22,410	25,462	3,052	13.6%	165,001

Daily Pivots for day following 07-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.465	82.074	80.365
R3	81.555	81.164	80.114
R2	80.645	80.645	80.031
R1	80.254	80.254	79.947	80.450
PP	79.735	79.735	79.735	79.832
S1	79.344	79.344	79.781	79.540
S2	78.825	78.825	79.697
S3	77.915	78.434	79.614
S4	77.005	77.524	79.364

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	81.435	79.060	2.375	3.0%	0.979	1.2%	34%	False	False	29,602
10	81.525	78.800	2.725	3.4%	0.918	1.1%	39%	False	False	27,971
20	81.525	76.830	4.695	5.9%	0.865	1.1%	65%	False	False	28,047
40	81.525	74.600	6.925	8.7%	0.952	1.2%	76%	False	False	26,943
60	82.295	74.600	7.695	9.6%	0.871	1.1%	68%	False	False	25,736
80	83.960	74.600	9.360	11.7%	0.793	1.0%	56%	False	False	20,150
100	83.960	74.600	9.360	11.7%	0.724	0.9%	56%	False	False	16,125
120	87.000	74.600	12.400	15.5%	0.651	0.8%	42%	False	False	13,439

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	0.170
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.993
2.618	82.507
1.618	81.597
1.000	81.035
0.618	80.687
HIGH	80.125
0.618	79.777
0.500	79.670
0.382	79.563
LOW	79.215
0.618	78.653
1.000	78.305
1.618	77.743
2.618	76.833
4.250	75.348

Fisher Pivots for day following 07-Dec-2010
Pivot	1 day	3 day
R1	79.799	79.813
PP	79.735	79.761
S1	79.670	79.710

Download as Excel Spreadsheet

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

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