ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	79.185	78.485	-0.700	-0.9%	78.230
High	79.515	78.640	-0.875	-1.1%	79.875
Low	78.010	78.145	0.135	0.2%	78.145
Close	78.491	78.433	-0.058	-0.1%	79.831
Range	1.505	0.495	-1.010	-67.1%	1.730
ATR	0.864	0.837	-0.026	-3.0%	0.000
Volume	30,418	21,204	-9,214	-30.3%	89,497

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.891	79.657	78.705
R3	79.396	79.162	78.569
R2	78.901	78.901	78.524
R1	78.667	78.667	78.478	78.537
PP	78.406	78.406	78.406	78.341
S1	78.172	78.172	78.388	78.042
S2	77.911	77.911	78.342
S3	77.416	77.677	78.297
S4	76.921	77.182	78.161

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	78.010	1.865	2.4%	0.802	1.0%	23%	False	False	22,358
10	79.875	77.740	2.135	2.7%	0.747	1.0%	32%	False	False	23,546
20	79.875	76.675	3.200	4.1%	0.798	1.0%	55%	False	False	24,963
40	79.980	74.860	5.120	6.5%	0.849	1.1%	70%	False	False	28,009
60	80.430	74.860	5.570	7.1%	0.854	1.1%	64%	False	False	29,120
80	80.430	73.900	6.530	8.3%	0.791	1.0%	69%	False	False	21,951
100	80.430	73.900	6.530	8.3%	0.750	1.0%	69%	False	False	17,581
120	80.430	73.900	6.530	8.3%	0.670	0.9%	69%	False	False	14,653

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.111
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	80.744
2.618	79.936
1.618	79.441
1.000	79.135
0.618	78.946
HIGH	78.640
0.618	78.451
0.500	78.393
0.382	78.334
LOW	78.145
0.618	77.839
1.000	77.650
1.618	77.344
2.618	76.849
4.250	76.041

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	78.420	78.770
PP	78.406	78.658
S1	78.393	78.545

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

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