ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	79.390	79.450	0.060	0.1%	78.230
High	79.875	79.580	-0.295	-0.4%	79.875
Low	79.330	78.950	-0.380	-0.5%	78.145
Close	79.831	79.436	-0.395	-0.5%	79.831
Range	0.545	0.630	0.085	15.6%	1.730
ATR	0.807	0.813	0.005	0.7%	0.000
Volume	14,688	24,504	9,816	66.8%	89,497

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.212	80.954	79.783
R3	80.582	80.324	79.609
R2	79.952	79.952	79.552
R1	79.694	79.694	79.494	79.508
PP	79.322	79.322	79.322	79.229
S1	79.064	79.064	79.378	78.878
S2	78.692	78.692	79.321
S3	78.062	78.434	79.263
S4	77.432	77.804	79.090

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.474	83.882	80.783
R3	82.744	82.152	80.307
R2	81.014	81.014	80.148
R1	80.422	80.422	79.990	80.718
PP	79.284	79.284	79.284	79.432
S1	78.692	78.692	79.672	78.988
S2	77.554	77.554	79.514
S3	75.824	76.962	79.355
S4	74.094	75.232	78.880

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.875	78.145	1.730	2.2%	0.652	0.8%	75%	False	False	22,800
10	79.875	76.925	2.950	3.7%	0.681	0.9%	85%	False	False	23,355
20	79.875	75.110	4.765	6.0%	0.839	1.1%	91%	False	False	26,357
40	80.430	74.860	5.570	7.0%	0.842	1.1%	82%	False	False	28,730
60	80.430	74.600	5.830	7.3%	0.851	1.1%	83%	False	False	28,016
80	80.430	73.900	6.530	8.2%	0.784	1.0%	85%	False	False	21,049
100	80.430	73.900	6.530	8.2%	0.739	0.9%	85%	False	False	16,857

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	0.078
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.258
2.618	81.229
1.618	80.599
1.000	80.210
0.618	79.969
HIGH	79.580
0.618	79.339
0.500	79.265
0.382	79.191
LOW	78.950
0.618	78.561
1.000	78.320
1.618	77.931
2.618	77.301
4.250	76.273

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	79.379	79.325
PP	79.322	79.214
S1	79.265	79.103

Download as Excel Spreadsheet

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

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