ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	78.230	78.460	0.230	0.3%	76.975
High	78.710	78.610	-0.100	-0.1%	78.690
Low	78.145	78.160	0.015	0.0%	76.925
Close	78.463	78.435	-0.028	0.0%	78.255
Range	0.565	0.450	-0.115	-20.4%	1.765
ATR	0.836	0.809	-0.028	-3.3%	0.000
Volume	21,501	22,876	1,375	6.4%	119,554

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.752	79.543	78.683
R3	79.302	79.093	78.559
R2	78.852	78.852	78.518
R1	78.643	78.643	78.476	78.523
PP	78.402	78.402	78.402	78.341
S1	78.193	78.193	78.394	78.073
S2	77.952	77.952	78.353
S3	77.502	77.743	78.311
S4	77.052	77.293	78.188

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.252	82.518	79.226
R3	81.487	80.753	78.740
R2	79.722	79.722	78.579
R1	78.988	78.988	78.417	79.355
PP	77.957	77.957	77.957	78.140
S1	77.223	77.223	78.093	77.590
S2	76.192	76.192	77.931
S3	74.427	75.458	77.770
S4	72.662	73.693	77.284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.710	77.740	0.970	1.2%	0.591	0.8%	72%	False	False	23,911
10	78.710	76.675	2.035	2.6%	0.798	1.0%	86%	False	False	24,096
20	78.710	74.860	3.850	4.9%	0.860	1.1%	93%	False	False	27,754
40	80.430	74.860	5.570	7.1%	0.848	1.1%	64%	False	False	29,216
60	80.430	74.060	6.370	8.1%	0.837	1.1%	69%	False	False	26,874
80	80.430	73.900	6.530	8.3%	0.788	1.0%	69%	False	False	20,181
100	80.430	73.900	6.530	8.3%	0.721	0.9%	69%	False	False	16,160

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.096
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	80.523
2.618	79.788
1.618	79.338
1.000	79.060
0.618	78.888
HIGH	78.610
0.618	78.438
0.500	78.385
0.382	78.332
LOW	78.160
0.618	77.882
1.000	77.710
1.618	77.432
2.618	76.982
4.250	76.248

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	78.418	78.365
PP	78.402	78.295
S1	78.385	78.225

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

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