ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	74.120	74.095	-0.025	0.0%	74.545
High	74.200	74.575	0.375	0.5%	74.880
Low	73.900	74.060	0.160	0.2%	74.020
Close	74.107	74.331	0.224	0.3%	74.189
Range	0.300	0.515	0.215	71.7%	0.860
ATR	0.593	0.587	-0.006	-0.9%	0.000
Volume	98	150	52	53.1%	237

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.867	75.614	74.614
R3	75.352	75.099	74.473
R2	74.837	74.837	74.425
R1	74.584	74.584	74.378	74.711
PP	74.322	74.322	74.322	74.385
S1	74.069	74.069	74.284	74.196
S2	73.807	73.807	74.237
S3	73.292	73.554	74.189
S4	72.777	73.039	74.048

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	73.900	0.980	1.3%	0.517	0.7%	44%	False	False	76
10	74.920	73.900	1.020	1.4%	0.535	0.7%	42%	False	False	74
20	76.000	73.900	2.100	2.8%	0.645	0.9%	21%	False	False	108
40	77.420	73.900	3.520	4.7%	0.560	0.8%	12%	False	False	94

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	0.095
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.764
2.618	75.923
1.618	75.408
1.000	75.090
0.618	74.893
HIGH	74.575
0.618	74.378
0.500	74.318
0.382	74.257
LOW	74.060
0.618	73.742
1.000	73.545
1.618	73.227
2.618	72.712
4.250	71.871

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	74.327	74.390
PP	74.322	74.370
S1	74.318	74.351

Download as Excel Spreadsheet

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

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