ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	78.215	77.885	-0.330	-0.4%	77.125
High	78.420	77.960	-0.460	-0.6%	78.420
Low	77.625	76.920	-0.705	-0.9%	76.675
Close	77.973	77.131	-0.842	-1.1%	77.131
Range	0.795	1.040	0.245	30.8%	1.745
ATR	0.916	0.925	0.010	1.1%	0.000
Volume	26,240	17,019	-9,221	-35.1%	116,773

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.457	79.834	77.703
R3	79.417	78.794	77.417
R2	78.377	78.377	77.322
R1	77.754	77.754	77.226	77.546
PP	77.337	77.337	77.337	77.233
S1	76.714	76.714	77.036	76.506
S2	76.297	76.297	76.940
S3	75.257	75.674	76.845
S4	74.217	74.634	76.559

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.644	81.632	78.091
R3	80.899	79.887	77.611
R2	79.154	79.154	77.451
R1	78.142	78.142	77.291	78.648
PP	77.409	77.409	77.409	77.662
S1	76.397	76.397	76.971	76.903
S2	75.664	75.664	76.811
S3	73.919	74.652	76.651
S4	72.174	72.907	76.171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.420	76.675	1.745	2.3%	0.930	1.2%	26%	False	False	23,354
10	78.420	75.110	3.310	4.3%	0.996	1.3%	61%	False	False	29,359
20	78.420	74.860	3.560	4.6%	0.895	1.2%	64%	False	False	30,929
40	80.430	74.860	5.570	7.2%	0.892	1.2%	41%	False	False	31,378
60	80.430	73.900	6.530	8.5%	0.819	1.1%	49%	False	False	24,149
80	80.430	73.900	6.530	8.5%	0.778	1.0%	49%	False	False	18,139
100	80.430	73.900	6.530	8.5%	0.697	0.9%	49%	False	False	14,522

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.109
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.380
2.618	80.683
1.618	79.643
1.000	79.000
0.618	78.603
HIGH	77.960
0.618	77.563
0.500	77.440
0.382	77.317
LOW	76.920
0.618	76.277
1.000	75.880
1.618	75.237
2.618	74.197
4.250	72.500

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	77.440	77.548
PP	77.337	77.409
S1	77.234	77.270

Download as Excel Spreadsheet

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

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