ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	76.630	77.620	0.990	1.3%	76.600
High	77.840	77.645	-0.195	-0.3%	76.870
Low	76.595	76.850	0.255	0.3%	74.860
Close	77.455	77.181	-0.274	-0.4%	75.216
Range	1.245	0.795	-0.450	-36.1%	2.010
ATR	0.940	0.930	-0.010	-1.1%	0.000
Volume	37,570	29,190	-8,380	-22.3%	165,165

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.610	79.191	77.618
R3	78.815	78.396	77.400
R2	78.020	78.020	77.327
R1	77.601	77.601	77.254	77.413
PP	77.225	77.225	77.225	77.132
S1	76.806	76.806	77.108	76.618
S2	76.430	76.430	77.035
S3	75.635	76.011	76.962
S4	74.840	75.216	76.744

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.679	80.457	76.322
R3	79.669	78.447	75.769
R2	77.659	77.659	75.585
R1	76.437	76.437	75.400	76.043
PP	75.649	75.649	75.649	75.452
S1	74.427	74.427	75.032	74.033
S2	73.639	73.639	74.848
S3	71.629	72.417	74.663
S4	69.619	70.407	74.111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.840	74.860	2.980	3.9%	1.102	1.4%	78%	False	False	33,199
10	77.840	74.860	2.980	3.9%	0.928	1.2%	78%	False	False	33,532
20	79.980	74.860	5.120	6.6%	0.900	1.2%	45%	False	False	31,054
40	80.430	74.860	5.570	7.2%	0.882	1.1%	42%	False	False	31,198
60	80.430	73.900	6.530	8.5%	0.789	1.0%	50%	False	False	20,946
80	80.430	73.900	6.530	8.5%	0.738	1.0%	50%	False	False	15,735
100	80.430	73.900	6.530	8.5%	0.645	0.8%	50%	False	False	12,591

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.168
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.024
2.618	79.726
1.618	78.931
1.000	78.440
0.618	78.136
HIGH	77.645
0.618	77.341
0.500	77.248
0.382	77.154
LOW	76.850
0.618	76.359
1.000	76.055
1.618	75.564
2.618	74.769
4.250	73.471

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	77.248	76.946
PP	77.225	76.710
S1	77.203	76.475

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

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