ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	74.440	74.620	0.180	0.2%	74.545
High	74.570	75.130	0.560	0.8%	74.880
Low	74.250	74.550	0.300	0.4%	74.020
Close	74.493	74.892	0.399	0.5%	74.189
Range	0.320	0.580	0.260	81.3%	0.860
ATR	0.568	0.573	0.005	0.9%	0.000
Volume	236	749	513	217.4%	237

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.597	76.325	75.211
R3	76.017	75.745	75.052
R2	75.437	75.437	74.998
R1	75.165	75.165	74.945	75.301
PP	74.857	74.857	74.857	74.926
S1	74.585	74.585	74.839	74.721
S2	74.277	74.277	74.786
S3	73.697	74.005	74.733
S4	73.117	73.425	74.573

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	75.130	73.900	1.230	1.6%	0.504	0.7%	81%	True	False	262
10	75.130	73.900	1.230	1.6%	0.492	0.7%	81%	True	False	157
20	76.000	73.900	2.100	2.8%	0.583	0.8%	47%	False	False	150
40	77.420	73.900	3.520	4.7%	0.571	0.8%	28%	False	False	118

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.112
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	77.595
2.618	76.648
1.618	76.068
1.000	75.710
0.618	75.488
HIGH	75.130
0.618	74.908
0.500	74.840
0.382	74.772
LOW	74.550
0.618	74.192
1.000	73.970
1.618	73.612
2.618	73.032
4.250	72.085

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	74.875	74.793
PP	74.857	74.694
S1	74.840	74.595

Download as Excel Spreadsheet

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

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