ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	74.500	74.205	-0.295	-0.4%	74.990
High	74.500	74.910	0.410	0.6%	75.760
Low	73.905	74.175	0.270	0.4%	74.340
Close	74.138	74.695	0.557	0.8%	75.143
Range	0.595	0.735	0.140	23.5%	1.420
ATR	0.635	0.645	0.010	1.5%	0.000
Volume	97	56	-41	-42.3%	947

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.798	76.482	75.099
R3	76.063	75.747	74.897
R2	75.328	75.328	74.830
R1	75.012	75.012	74.762	75.170
PP	74.593	74.593	74.593	74.673
S1	74.277	74.277	74.628	74.435
S2	73.858	73.858	74.560
S3	73.123	73.542	74.493
S4	72.388	72.807	74.291

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	75.325	73.905	1.420	1.9%	0.536	0.7%	56%	False	False	106
10	76.000	73.905	2.095	2.8%	0.675	0.9%	38%	False	False	143
20	76.000	73.905	2.095	2.8%	0.653	0.9%	38%	False	False	108
40	77.420	73.905	3.515	4.7%	0.515	0.7%	22%	False	False	81

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	0.096
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	78.034
2.618	76.834
1.618	76.099
1.000	75.645
0.618	75.364
HIGH	74.910
0.618	74.629
0.500	74.543
0.382	74.456
LOW	74.175
0.618	73.721
1.000	73.440
1.618	72.986
2.618	72.251
4.250	71.051

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	74.644	74.599
PP	74.593	74.503
S1	74.543	74.408

Download as Excel Spreadsheet

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

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