ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	74.450	74.600	0.150	0.2%	74.545
High	74.815	74.880	0.065	0.1%	74.880
Low	74.270	74.075	-0.195	-0.3%	74.020
Close	74.717	74.189	-0.528	-0.7%	74.189
Range	0.545	0.805	0.260	47.7%	0.860
ATR	0.601	0.615	0.015	2.4%	0.000
Volume	32	81	49	153.1%	237

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.796	76.298	74.632
R3	75.991	75.493	74.410
R2	75.186	75.186	74.337
R1	74.688	74.688	74.263	74.535
PP	74.381	74.381	74.381	74.305
S1	73.883	73.883	74.115	73.730
S2	73.576	73.576	74.041
S3	72.771	73.078	73.968
S4	71.966	72.273	73.746

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.943	76.426	74.662
R3	76.083	75.566	74.426
R2	75.223	75.223	74.347
R1	74.706	74.706	74.268	74.535
PP	74.363	74.363	74.363	74.277
S1	73.846	73.846	74.110	73.675
S2	73.503	73.503	74.031
S3	72.643	72.986	73.953
S4	71.783	72.126	73.716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.880	74.020	0.860	1.2%	0.487	0.7%	20%	True	False	47
10	75.030	73.905	1.125	1.5%	0.553	0.7%	25%	False	False	68
20	76.000	73.905	2.095	2.8%	0.668	0.9%	14%	False	False	101
40	77.420	73.905	3.515	4.7%	0.545	0.7%	8%	False	False	88

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.092
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	78.301
2.618	76.987
1.618	76.182
1.000	75.685
0.618	75.377
HIGH	74.880
0.618	74.572
0.500	74.478
0.382	74.383
LOW	74.075
0.618	73.578
1.000	73.270
1.618	72.773
2.618	71.968
4.250	70.654

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	74.478	74.478
PP	74.381	74.381
S1	74.285	74.285

Download as Excel Spreadsheet

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

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