ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	77.505	76.890	-0.615	-0.8%	75.215
High	77.680	77.505	-0.175	-0.2%	77.840
Low	76.750	76.775	0.025	0.0%	75.110
Close	76.890	77.162	0.272	0.4%	77.162
Range	0.930	0.730	-0.200	-21.5%	2.730
ATR	0.930	0.915	-0.014	-1.5%	0.000
Volume	42,767	33,583	-9,184	-21.5%	176,817

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.337	78.980	77.564
R3	78.607	78.250	77.363
R2	77.877	77.877	77.296
R1	77.520	77.520	77.229	77.699
PP	77.147	77.147	77.147	77.237
S1	76.790	76.790	77.095	76.969
S2	76.417	76.417	77.028
S3	75.687	76.060	76.961
S4	74.957	75.330	76.761

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.894	83.758	78.664
R3	82.164	81.028	77.913
R2	79.434	79.434	77.663
R1	78.298	78.298	77.412	78.866
PP	76.704	76.704	76.704	76.988
S1	75.568	75.568	76.912	76.136
S2	73.974	73.974	76.662
S3	71.244	72.838	76.411
S4	68.514	70.108	75.661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.840	75.110	2.730	3.5%	1.062	1.4%	75%	False	False	35,363
10	77.840	74.860	2.980	3.9%	0.908	1.2%	77%	False	False	34,198
20	79.180	74.860	4.320	5.6%	0.891	1.2%	53%	False	False	31,373
40	80.430	74.860	5.570	7.2%	0.872	1.1%	41%	False	False	32,626
60	80.430	73.900	6.530	8.5%	0.786	1.0%	50%	False	False	22,212
80	80.430	73.900	6.530	8.5%	0.747	1.0%	50%	False	False	16,683
100	80.430	73.900	6.530	8.5%	0.657	0.9%	50%	False	False	13,355

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.126
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	80.608
2.618	79.416
1.618	78.686
1.000	78.235
0.618	77.956
HIGH	77.505
0.618	77.226
0.500	77.140
0.382	77.054
LOW	76.775
0.618	76.324
1.000	76.045
1.618	75.594
2.618	74.864
4.250	73.673

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	77.155	77.215
PP	77.147	77.197
S1	77.140	77.180

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

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