ICE US Dollar Index Future December 2011

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

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	76.890	77.125	0.235	0.3%	75.215
High	77.505	77.595	0.090	0.1%	77.840
Low	76.775	76.995	0.220	0.3%	75.110
Close	77.162	77.115	-0.047	-0.1%	77.162
Range	0.730	0.600	-0.130	-17.8%	2.730
ATR	0.915	0.893	-0.023	-2.5%	0.000
Volume	33,583	20,689	-12,894	-38.4%	176,817

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.035	78.675	77.445
R3	78.435	78.075	77.280
R2	77.835	77.835	77.225
R1	77.475	77.475	77.170	77.355
PP	77.235	77.235	77.235	77.175
S1	76.875	76.875	77.060	76.755
S2	76.635	76.635	77.005
S3	76.035	76.275	76.950
S4	75.435	75.675	76.785

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	76.595	1.245	1.6%	0.860	1.1%	42%	False	False	32,759
10	77.840	74.860	2.980	3.9%	0.910	1.2%	76%	False	False	33,077
20	78.280	74.860	3.420	4.4%	0.845	1.1%	66%	False	False	31,124
40	80.430	74.860	5.570	7.2%	0.870	1.1%	40%	False	False	32,598
60	80.430	73.900	6.530	8.5%	0.790	1.0%	49%	False	False	22,553
80	80.430	73.900	6.530	8.5%	0.751	1.0%	49%	False	False	16,941
100	80.430	73.900	6.530	8.5%	0.661	0.9%	49%	False	False	13,561

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.122
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	80.145
2.618	79.166
1.618	78.566
1.000	78.195
0.618	77.966
HIGH	77.595
0.618	77.366
0.500	77.295
0.382	77.224
LOW	76.995
0.618	76.624
1.000	76.395
1.618	76.024
2.618	75.424
4.250	74.445

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	77.295	77.215
PP	77.235	77.182
S1	77.175	77.148

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

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