ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	75.920	75.400	-0.520	-0.7%	76.255
High	76.005	75.520	-0.485	-0.6%	77.420
Low	75.560	74.770	-0.790	-1.0%	75.875
Close	75.559	74.681	-0.878	-1.2%	75.970
Range	0.445	0.750	0.305	68.5%	1.545
ATR	0.477	0.499	0.022	4.7%	0.000
Volume	26	30	4	15.4%	761

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.240	76.711	75.094
R3	76.490	75.961	74.887
R2	75.740	75.740	74.819
R1	75.211	75.211	74.750	75.101
PP	74.990	74.990	74.990	74.935
S1	74.461	74.461	74.612	74.351
S2	74.240	74.240	74.544
S3	73.490	73.711	74.475
S4	72.740	72.961	74.269

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.057	80.058	76.820
R3	79.512	78.513	76.395
R2	77.967	77.967	76.253
R1	76.968	76.968	76.112	76.695
PP	76.422	76.422	76.422	76.285
S1	75.423	75.423	75.828	75.150
S2	74.877	74.877	75.687
S3	73.332	73.878	75.545
S4	71.787	72.333	75.120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.480	74.770	1.710	2.3%	0.442	0.6%	-5%	False	True	55
10	77.420	74.770	2.650	3.5%	0.488	0.7%	-3%	False	True	100
20	77.420	74.770	2.650	3.5%	0.377	0.5%	-3%	False	True	54

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.086
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	78.708
2.618	77.484
1.618	76.734
1.000	76.270
0.618	75.984
HIGH	75.520
0.618	75.234
0.500	75.145
0.382	75.057
LOW	74.770
0.618	74.307
1.000	74.020
1.618	73.557
2.618	72.807
4.250	71.583

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	75.145	75.420
PP	74.990	75.174
S1	74.836	74.927

Download as Excel Spreadsheet

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

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