ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	79.460	79.050	-0.410	-0.5%	79.440
High	79.980	79.250	-0.730	-0.9%	80.430
Low	78.935	78.450	-0.485	-0.6%	78.450
Close	79.088	79.149	0.061	0.1%	79.149
Range	1.045	0.800	-0.245	-23.4%	1.980
ATR	0.886	0.880	-0.006	-0.7%	0.000
Volume	34,505	35,469	964	2.8%	171,449

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.350	81.049	79.589
R3	80.550	80.249	79.369
R2	79.750	79.750	79.296
R1	79.449	79.449	79.222	79.600
PP	78.950	78.950	78.950	79.025
S1	78.649	78.649	79.076	78.800
S2	78.150	78.150	79.002
S3	77.350	77.849	78.929
S4	76.550	77.049	78.709

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	85.283	84.196	80.238
R3	83.303	82.216	79.694
R2	81.323	81.323	79.512
R1	80.236	80.236	79.331	79.790
PP	79.343	79.343	79.343	79.120
S1	78.256	78.256	78.968	77.810
S2	77.363	77.363	78.786
S3	75.383	76.276	78.605
S4	73.403	74.296	78.060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.430	78.450	1.980	2.5%	0.880	1.1%	35%	False	True	34,289
10	80.430	77.835	2.595	3.3%	0.891	1.1%	51%	False	False	32,030
20	80.430	76.585	3.845	4.9%	0.853	1.1%	67%	False	False	33,880
40	80.430	73.900	6.530	8.3%	0.734	0.9%	80%	False	False	17,632
60	80.430	73.900	6.530	8.3%	0.699	0.9%	80%	False	False	11,786
80	80.430	73.900	6.530	8.3%	0.599	0.8%	80%	False	False	8,850

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.231
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.650
2.618	81.344
1.618	80.544
1.000	80.050
0.618	79.744
HIGH	79.250
0.618	78.944
0.500	78.850
0.382	78.756
LOW	78.450
0.618	77.956
1.000	77.650
1.618	77.156
2.618	76.356
4.250	75.050

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	79.049	79.215
PP	78.950	79.193
S1	78.850	79.171

Download as Excel Spreadsheet

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

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