ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	74.545	74.285	-0.260	-0.3%	75.005
High	74.570	74.395	-0.175	-0.2%	75.030
Low	74.280	74.020	-0.260	-0.4%	73.905
Close	74.528	74.321	-0.207	-0.3%	74.486
Range	0.290	0.375	0.085	29.3%	1.125
ATR	0.628	0.619	-0.009	-1.4%	0.000
Volume	76	26	-50	-65.8%	444

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.370	75.221	74.527
R3	74.995	74.846	74.424
R2	74.620	74.620	74.390
R1	74.471	74.471	74.355	74.546
PP	74.245	74.245	74.245	74.283
S1	74.096	74.096	74.287	74.171
S2	73.870	73.870	74.252
S3	73.495	73.721	74.218
S4	73.120	73.346	74.115

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.849	77.292	75.105
R3	76.724	76.167	74.795
R2	75.599	75.599	74.692
R1	75.042	75.042	74.589	74.758
PP	74.474	74.474	74.474	74.332
S1	73.917	73.917	74.383	73.633
S2	73.349	73.349	74.280
S3	72.224	72.792	74.177
S4	71.099	71.667	73.867

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.920	73.905	1.015	1.4%	0.553	0.7%	41%	False	False	72
10	75.760	73.905	1.855	2.5%	0.593	0.8%	22%	False	False	116
20	76.000	73.905	2.095	2.8%	0.680	0.9%	20%	False	False	112
40	77.420	73.905	3.515	4.7%	0.523	0.7%	12%	False	False	85

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.086
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.989
2.618	75.377
1.618	75.002
1.000	74.770
0.618	74.627
HIGH	74.395
0.618	74.252
0.500	74.208
0.382	74.163
LOW	74.020
0.618	73.788
1.000	73.645
1.618	73.413
2.618	73.038
4.250	72.426

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	74.283	74.470
PP	74.245	74.420
S1	74.208	74.371

Download as Excel Spreadsheet

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

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