ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	77.885	76.975	-0.910	-1.2%	77.125
High	77.960	77.840	-0.120	-0.2%	78.420
Low	76.920	76.925	0.005	0.0%	76.675
Close	77.131	77.753	0.622	0.8%	77.131
Range	1.040	0.915	-0.125	-12.0%	1.745
ATR	0.925	0.925	-0.001	-0.1%	0.000
Volume	17,019	19,166	2,147	12.6%	116,773

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.251	79.917	78.256
R3	79.336	79.002	78.005
R2	78.421	78.421	77.921
R1	78.087	78.087	77.837	78.254
PP	77.506	77.506	77.506	77.590
S1	77.172	77.172	77.669	77.339
S2	76.591	76.591	77.585
S3	75.676	76.257	77.501
S4	74.761	75.342	77.250

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	2.2%	0.993	1.3%	62%	False	False	23,050
10	78.420	76.595	1.825	2.3%	0.927	1.2%	63%	False	False	27,904
20	78.420	74.860	3.560	4.6%	0.899	1.2%	81%	False	False	30,661
40	80.430	74.860	5.570	7.2%	0.898	1.2%	52%	False	False	30,983
60	80.430	73.900	6.530	8.4%	0.822	1.1%	59%	False	False	24,467
80	80.430	73.900	6.530	8.4%	0.786	1.0%	59%	False	False	18,378
100	80.430	73.900	6.530	8.4%	0.705	0.9%	59%	False	False	14,714

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	0.104
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.729
2.618	80.235
1.618	79.320
1.000	78.755
0.618	78.405
HIGH	77.840
0.618	77.490
0.500	77.383
0.382	77.275
LOW	76.925
0.618	76.360
1.000	76.010
1.618	75.445
2.618	74.530
4.250	73.036

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	77.630	77.725
PP	77.506	77.698
S1	77.383	77.670

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

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