ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 01-Aug-2011

Day Change Summary
	Previous	Current
	29-Jul-2011	01-Aug-2011	Change	Change %	Previous Week
Open	74.790	74.460	-0.330	-0.4%	74.810
High	75.000	75.140	0.140	0.2%	75.000
Low	74.345	74.270	-0.075	-0.1%	73.980
Close	74.456	74.876	0.420	0.6%	74.456
Range	0.655	0.870	0.215	32.8%	1.020
ATR	0.504	0.530	0.026	5.2%	0.000
Volume	20	79	59	295.0%	420

Daily Pivots for day following 01-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.372	76.994	75.355
R3	76.502	76.124	75.115
R2	75.632	75.632	75.036
R1	75.254	75.254	74.956	75.443
PP	74.762	74.762	74.762	74.857
S1	74.384	74.384	74.796	74.573
S2	73.892	73.892	74.717
S3	73.022	73.514	74.637
S4	72.152	72.644	74.398

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	75.140	73.980	1.160	1.5%	0.687	0.9%	77%	True	False	95
10	76.070	73.980	2.090	2.8%	0.528	0.7%	43%	False	False	70
20	77.420	73.980	3.440	4.6%	0.455	0.6%	26%	False	False	78

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	0.113
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	78.838
2.618	77.418
1.618	76.548
1.000	76.010
0.618	75.678
HIGH	75.140
0.618	74.808
0.500	74.705
0.382	74.602
LOW	74.270
0.618	73.732
1.000	73.400
1.618	72.862
2.618	71.992
4.250	70.573

Fisher Pivots for day following 01-Aug-2011
Pivot	1 day	3 day
R1	74.819	74.819
PP	74.762	74.762
S1	74.705	74.705

Download as Excel Spreadsheet

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

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