ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	74.360	74.450	0.090	0.1%	75.005
High	74.520	74.815	0.295	0.4%	75.030
Low	74.100	74.270	0.170	0.2%	73.905
Close	74.437	74.717	0.280	0.4%	74.486
Range	0.420	0.545	0.125	29.8%	1.125
ATR	0.605	0.601	-0.004	-0.7%	0.000
Volume	22	32	10	45.5%	444

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.236	76.021	75.017
R3	75.691	75.476	74.867
R2	75.146	75.146	74.817
R1	74.931	74.931	74.767	75.039
PP	74.601	74.601	74.601	74.654
S1	74.386	74.386	74.667	74.494
S2	74.056	74.056	74.617
S3	73.511	73.841	74.567
S4	72.966	73.296	74.417

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%	0.480	0.6%	77%	False	False	53
10	75.325	73.905	1.420	1.9%	0.508	0.7%	57%	False	False	79
20	76.000	73.905	2.095	2.8%	0.661	0.9%	39%	False	False	98
40	77.420	73.905	3.515	4.7%	0.532	0.7%	23%	False	False	86

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.076
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	77.131
2.618	76.242
1.618	75.697
1.000	75.360
0.618	75.152
HIGH	74.815
0.618	74.607
0.500	74.543
0.382	74.478
LOW	74.270
0.618	73.933
1.000	73.725
1.618	73.388
2.618	72.843
4.250	71.954

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	74.659	74.617
PP	74.601	74.517
S1	74.543	74.418

Download as Excel Spreadsheet

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

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