ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	76.445	76.795	0.350	0.5%	75.940
High	76.600	76.885	0.285	0.4%	76.600
Low	76.445	76.155	-0.290	-0.4%	75.375
Close	76.645	76.278	-0.367	-0.5%	76.645
Range	0.155	0.730	0.575	371.0%	1.225
ATR
Volume	1	3	2	200.0%	33

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.629	78.184	76.680
R3	77.899	77.454	76.479
R2	77.169	77.169	76.412
R1	76.724	76.724	76.345	76.582
PP	76.439	76.439	76.439	76.368
S1	75.994	75.994	76.211	75.852
S2	75.709	75.709	76.144
S3	74.979	75.264	76.077
S4	74.249	74.534	75.877

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	76.885	75.375	1.510	2.0%	0.222	0.3%	60%	True	False	2
10	76.885	75.050	1.835	2.4%	0.225	0.3%	67%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	79.988
2.618	78.796
1.618	78.066
1.000	77.615
0.618	77.336
HIGH	76.885
0.618	76.606
0.500	76.520
0.382	76.434
LOW	76.155
0.618	75.704
1.000	75.425
1.618	74.974
2.618	74.244
4.250	73.053

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	76.520	76.520
PP	76.439	76.439
S1	76.359	76.359

Download as Excel Spreadsheet

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

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