ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	76.600	76.445	-0.155	-0.2%	75.940
High	76.600	76.600	0.000	0.0%	76.600
Low	76.600	76.445	-0.155	-0.2%	75.375
Close	76.344	76.645	0.301	0.4%	76.645
Range	0.000	0.155	0.155		1.225
ATR
Volume	5	1	-4	-80.0%	33

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.028	76.992	76.730
R3	76.873	76.837	76.688
R2	76.718	76.718	76.673
R1	76.682	76.682	76.659	76.700
PP	76.563	76.563	76.563	76.573
S1	76.527	76.527	76.631	76.545
S2	76.408	76.408	76.617
S3	76.253	76.372	76.602
S4	76.098	76.217	76.560

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.882	79.488	77.319
R3	78.657	78.263	76.982
R2	77.432	77.432	76.870
R1	77.038	77.038	76.757	77.235
PP	76.207	76.207	76.207	76.305
S1	75.813	75.813	76.533	76.010
S2	74.982	74.982	76.420
S3	73.757	74.588	76.308
S4	72.532	73.363	75.971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.600	75.375	1.225	1.6%	0.104	0.1%	104%	True	False	6
10	76.765	75.050	1.715	2.2%	0.162	0.2%	93%	False	False	6

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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.259
2.618	77.006
1.618	76.851
1.000	76.755
0.618	76.696
HIGH	76.600
0.618	76.541
0.500	76.523
0.382	76.504
LOW	76.445
0.618	76.349
1.000	76.290
1.618	76.194
2.618	76.039
4.250	75.786

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	76.604	76.426
PP	76.563	76.207
S1	76.523	75.988

Download as Excel Spreadsheet

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

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