ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	74.285	74.360	0.075	0.1%	75.005
High	74.395	74.520	0.125	0.2%	75.030
Low	74.020	74.100	0.080	0.1%	73.905
Close	74.321	74.437	0.116	0.2%	74.486
Range	0.375	0.420	0.045	12.0%	1.125
ATR	0.619	0.605	-0.014	-2.3%	0.000
Volume	26	22	-4	-15.4%	444

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.612	75.445	74.668
R3	75.192	75.025	74.553
R2	74.772	74.772	74.514
R1	74.605	74.605	74.476	74.689
PP	74.352	74.352	74.352	74.394
S1	74.185	74.185	74.399	74.269
S2	73.932	73.932	74.360
S3	73.512	73.765	74.322
S4	73.092	73.345	74.206

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	74.020	0.900	1.2%	0.518	0.7%	46%	False	False	57
10	75.760	73.905	1.855	2.5%	0.542	0.7%	29%	False	False	90
20	76.000	73.905	2.095	2.8%	0.661	0.9%	25%	False	False	104
40	77.420	73.905	3.515	4.7%	0.528	0.7%	15%	False	False	86

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.100
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	76.305
2.618	75.620
1.618	75.200
1.000	74.940
0.618	74.780
HIGH	74.520
0.618	74.360
0.500	74.310
0.382	74.260
LOW	74.100
0.618	73.840
1.000	73.680
1.618	73.420
2.618	73.000
4.250	72.315

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	74.395	74.390
PP	74.352	74.342
S1	74.310	74.295

Download as Excel Spreadsheet

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

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