ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	74.825	75.175	0.350	0.5%	74.810
High	75.245	75.275	0.030	0.0%	75.000
Low	74.825	74.500	-0.325	-0.4%	73.980
Close	75.091	74.619	-0.472	-0.6%	74.456
Range	0.420	0.775	0.355	84.5%	1.020
ATR	0.522	0.540	0.018	3.5%	0.000
Volume	36	83	47	130.6%	420

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.123	76.646	75.045
R3	76.348	75.871	74.832
R2	75.573	75.573	74.761
R1	75.096	75.096	74.690	74.947
PP	74.798	74.798	74.798	74.724
S1	74.321	74.321	74.548	74.172
S2	74.023	74.023	74.477
S3	73.248	73.546	74.406
S4	72.473	72.771	74.193

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	75.275	74.270	1.005	1.3%	0.654	0.9%	35%	True	False	76
10	75.520	73.980	1.540	2.1%	0.572	0.8%	41%	False	False	70
20	77.420	73.980	3.440	4.6%	0.500	0.7%	19%	False	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.114
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.569
2.618	77.304
1.618	76.529
1.000	76.050
0.618	75.754
HIGH	75.275
0.618	74.979
0.500	74.888
0.382	74.796
LOW	74.500
0.618	74.021
1.000	73.725
1.618	73.246
2.618	72.471
4.250	71.206

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	74.888	74.773
PP	74.798	74.721
S1	74.709	74.670

Download as Excel Spreadsheet

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

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