ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	74.750	74.790	0.040	0.1%	74.810
High	75.000	75.000	0.000	0.0%	75.000
Low	74.450	74.345	-0.105	-0.1%	73.980
Close	74.811	74.456	-0.355	-0.5%	74.456
Range	0.550	0.655	0.105	19.1%	1.020
ATR	0.492	0.504	0.012	2.4%	0.000
Volume	164	20	-144	-87.8%	420

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.565	76.166	74.816
R3	75.910	75.511	74.636
R2	75.255	75.255	74.576
R1	74.856	74.856	74.516	74.728
PP	74.600	74.600	74.600	74.537
S1	74.201	74.201	74.396	74.073
S2	73.945	73.945	74.336
S3	73.290	73.546	74.276
S4	72.635	72.891	74.096

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.539	77.017	75.017
R3	76.519	75.997	74.737
R2	75.499	75.499	74.643
R1	74.977	74.977	74.550	74.728
PP	74.479	74.479	74.479	74.354
S1	73.957	73.957	74.363	73.708
S2	73.459	73.459	74.269
S3	72.439	72.937	74.176
S4	71.419	71.917	73.895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.000	73.980	1.020	1.4%	0.532	0.7%	47%	True	False	84
10	76.480	73.980	2.500	3.4%	0.479	0.6%	19%	False	False	71
20	77.420	73.980	3.440	4.6%	0.422	0.6%	14%	False	False	75

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	0.111
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.784
2.618	76.715
1.618	76.060
1.000	75.655
0.618	75.405
HIGH	75.000
0.618	74.750
0.500	74.673
0.382	74.595
LOW	74.345
0.618	73.940
1.000	73.690
1.618	73.285
2.618	72.630
4.250	71.561

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	74.673	74.490
PP	74.600	74.479
S1	74.528	74.467

Download as Excel Spreadsheet

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

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