ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	74.490	74.500	0.010	0.0%	74.990
High	74.630	74.500	-0.130	-0.2%	75.760
Low	74.430	73.905	-0.525	-0.7%	74.340
Close	74.473	74.138	-0.335	-0.4%	75.143
Range	0.200	0.595	0.395	197.5%	1.420
ATR	0.638	0.635	-0.003	-0.5%	0.000
Volume	91	97	6	6.6%	947

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.966	75.647	74.465
R3	75.371	75.052	74.302
R2	74.776	74.776	74.247
R1	74.457	74.457	74.193	74.319
PP	74.181	74.181	74.181	74.112
S1	73.862	73.862	74.083	73.724
S2	73.586	73.586	74.029
S3	72.991	73.267	73.974
S4	72.396	72.672	73.811

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.341	78.662	75.924
R3	77.921	77.242	75.534
R2	76.501	76.501	75.403
R1	75.822	75.822	75.273	76.162
PP	75.081	75.081	75.081	75.251
S1	74.402	74.402	75.013	74.742
S2	73.661	73.661	74.883
S3	72.241	72.982	74.753
S4	70.821	71.562	74.362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.760	73.905	1.855	2.5%	0.566	0.8%	13%	False	True	123
10	76.000	73.905	2.095	2.8%	0.736	1.0%	11%	False	True	142
20	76.000	73.905	2.095	2.8%	0.654	0.9%	11%	False	True	106
40	77.420	73.905	3.515	4.7%	0.496	0.7%	7%	False	True	79

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	0.093
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.029
2.618	76.058
1.618	75.463
1.000	75.095
0.618	74.868
HIGH	74.500
0.618	74.273
0.500	74.203
0.382	74.132
LOW	73.905
0.618	73.537
1.000	73.310
1.618	72.942
2.618	72.347
4.250	71.376

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	74.203	74.468
PP	74.181	74.358
S1	74.160	74.248

Download as Excel Spreadsheet

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

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