ICE US Dollar Index Future December 2011

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

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	74.635	74.115	-0.520	-0.7%	76.270
High	74.645	74.775	0.130	0.2%	76.480
Low	74.080	73.980	-0.100	-0.1%	74.660
Close	74.069	74.673	0.604	0.8%	74.857
Range	0.565	0.795	0.230	40.7%	1.820
ATR	0.464	0.488	0.024	5.1%	0.000
Volume	43	173	130	302.3%	290

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.861	76.562	75.110
R3	76.066	75.767	74.892
R2	75.271	75.271	74.819
R1	74.972	74.972	74.746	75.122
PP	74.476	74.476	74.476	74.551
S1	74.177	74.177	74.600	74.327
S2	73.681	73.681	74.527
S3	72.886	73.382	74.454
S4	72.091	72.587	74.236

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.792	79.645	75.858
R3	78.972	77.825	75.358
R2	77.152	77.152	75.191
R1	76.005	76.005	75.024	75.669
PP	75.332	75.332	75.332	75.164
S1	74.185	74.185	74.690	73.849
S2	73.512	73.512	74.523
S3	71.692	72.365	74.357
S4	69.872	70.545	73.856

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.520	73.980	1.540	2.1%	0.489	0.7%	45%	False	True	65
10	76.480	73.980	2.500	3.3%	0.391	0.5%	28%	False	True	68
20	77.420	73.980	3.440	4.6%	0.394	0.5%	20%	False	True	67

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	0.067
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	78.154
2.618	76.856
1.618	76.061
1.000	75.570
0.618	75.266
HIGH	74.775
0.618	74.471
0.500	74.378
0.382	74.284
LOW	73.980
0.618	73.489
1.000	73.185
1.618	72.694
2.618	71.899
4.250	70.601

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	74.575	74.585
PP	74.476	74.498
S1	74.378	74.410

Download as Excel Spreadsheet

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

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