ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	78.485	78.295	-0.190	-0.2%	79.450
High	78.640	78.890	0.250	0.3%	79.580
Low	78.145	78.060	-0.085	-0.1%	78.010
Close	78.433	78.731	0.298	0.4%	78.731
Range	0.495	0.830	0.335	67.7%	1.570
ATR	0.837	0.837	-0.001	-0.1%	0.000
Volume	21,204	20,893	-311	-1.5%	117,998

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.050	80.721	79.188
R3	80.220	79.891	78.959
R2	79.390	79.390	78.883
R1	79.061	79.061	78.807	79.226
PP	78.560	78.560	78.560	78.643
S1	78.231	78.231	78.655	78.396
S2	77.730	77.730	78.579
S3	76.900	77.401	78.503
S4	76.070	76.571	78.275

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.484	82.677	79.595
R3	81.914	81.107	79.163
R2	80.344	80.344	79.019
R1	79.537	79.537	78.875	79.156
PP	78.774	78.774	78.774	78.583
S1	77.967	77.967	78.587	77.586
S2	77.204	77.204	78.443
S3	75.634	76.397	78.299
S4	74.064	74.827	77.868

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.580	78.010	1.570	2.0%	0.859	1.1%	46%	False	False	23,599
10	79.875	77.740	2.135	2.7%	0.775	1.0%	46%	False	False	23,332
20	79.875	76.675	3.200	4.1%	0.793	1.0%	64%	False	False	23,870
40	79.875	74.860	5.015	6.4%	0.843	1.1%	77%	False	False	27,668
60	80.430	74.860	5.570	7.1%	0.854	1.1%	69%	False	False	29,375
80	80.430	73.900	6.530	8.3%	0.790	1.0%	74%	False	False	22,208
100	80.430	73.900	6.530	8.3%	0.749	1.0%	74%	False	False	17,785
120	80.430	73.900	6.530	8.3%	0.675	0.9%	74%	False	False	14,827

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.124
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.418
2.618	81.063
1.618	80.233
1.000	79.720
0.618	79.403
HIGH	78.890
0.618	78.573
0.500	78.475
0.382	78.377
LOW	78.060
0.618	77.547
1.000	77.230
1.618	76.717
2.618	75.887
4.250	74.533

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	78.646	78.763
PP	78.560	78.752
S1	78.475	78.742

Download as Excel Spreadsheet

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

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