ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	79.450	79.460	0.010	0.0%	78.230
High	79.580	79.530	-0.050	-0.1%	79.875
Low	78.950	78.695	-0.255	-0.3%	78.145
Close	79.436	79.151	-0.285	-0.4%	79.831
Range	0.630	0.835	0.205	32.5%	1.730
ATR	0.813	0.814	0.002	0.2%	0.000
Volume	24,504	20,979	-3,525	-14.4%	89,497

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.630	81.226	79.610
R3	80.795	80.391	79.381
R2	79.960	79.960	79.304
R1	79.556	79.556	79.228	79.341
PP	79.125	79.125	79.125	79.018
S1	78.721	78.721	79.074	78.506
S2	78.290	78.290	78.998
S3	77.455	77.886	78.921
S4	76.620	77.051	78.692

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	78.160	1.715	2.2%	0.706	0.9%	58%	False	False	22,695
10	79.875	77.620	2.255	2.8%	0.673	0.9%	68%	False	False	23,536
20	79.875	76.595	3.280	4.1%	0.800	1.0%	78%	False	False	25,720
40	80.430	74.860	5.570	7.0%	0.840	1.1%	77%	False	False	28,426
60	80.430	74.860	5.570	7.0%	0.855	1.1%	77%	False	False	28,348
80	80.430	73.900	6.530	8.3%	0.784	1.0%	80%	False	False	21,310
100	80.430	73.900	6.530	8.3%	0.744	0.9%	80%	False	False	17,066
120	80.430	73.900	6.530	8.3%	0.657	0.8%	80%	False	False	14,223

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	0.080
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.079
2.618	81.716
1.618	80.881
1.000	80.365
0.618	80.046
HIGH	79.530
0.618	79.211
0.500	79.113
0.382	79.014
LOW	78.695
0.618	78.179
1.000	77.860
1.618	77.344
2.618	76.509
4.250	75.146

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	79.138	79.285
PP	79.125	79.240
S1	79.113	79.196

Download as Excel Spreadsheet

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

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