ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	75.300	74.360	-0.940	-1.2%	74.460
High	75.345	75.270	-0.075	-0.1%	76.000
Low	74.665	74.340	-0.325	-0.4%	74.270
Close	75.124	75.159	0.035	0.0%	75.212
Range	0.680	0.930	0.250	36.8%	1.730
ATR	0.628	0.649	0.022	3.4%	0.000
Volume	255	278	23	9.0%	400

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.713	77.366	75.671
R3	76.783	76.436	75.415
R2	75.853	75.853	75.330
R1	75.506	75.506	75.244	75.680
PP	74.923	74.923	74.923	75.010
S1	74.576	74.576	75.074	74.750
S2	73.993	73.993	74.989
S3	73.063	73.646	74.903
S4	72.133	72.716	74.648

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.351	79.511	76.164
R3	78.621	77.781	75.688
R2	76.891	76.891	75.529
R1	76.051	76.051	75.371	76.471
PP	75.161	75.161	75.161	75.371
S1	74.321	74.321	75.053	74.741
S2	73.431	73.431	74.895
S3	71.701	72.591	74.736
S4	69.971	70.861	74.261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.000	74.340	1.660	2.2%	0.906	1.2%	49%	False	True	162
10	76.000	74.270	1.730	2.3%	0.780	1.0%	51%	False	False	119
20	76.480	73.980	2.500	3.3%	0.585	0.8%	47%	False	False	94
40	77.420	73.980	3.440	4.6%	0.447	0.6%	34%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.105
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	79.223
2.618	77.705
1.618	76.775
1.000	76.200
0.618	75.845
HIGH	75.270
0.618	74.915
0.500	74.805
0.382	74.695
LOW	74.340
0.618	73.765
1.000	73.410
1.618	72.835
2.618	71.905
4.250	70.388

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	75.041	75.087
PP	74.923	75.015
S1	74.805	74.943

Download as Excel Spreadsheet

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

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