ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	78.295	78.735	0.440	0.6%	79.450
High	78.890	78.780	-0.110	-0.1%	79.580
Low	78.060	78.265	0.205	0.3%	78.010
Close	78.731	78.671	-0.060	-0.1%	78.731
Range	0.830	0.515	-0.315	-38.0%	1.570
ATR	0.837	0.814	-0.023	-2.7%	0.000
Volume	20,893	20,669	-224	-1.1%	117,998

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.117	79.909	78.954
R3	79.602	79.394	78.813
R2	79.087	79.087	78.765
R1	78.879	78.879	78.718	78.726
PP	78.572	78.572	78.572	78.495
S1	78.364	78.364	78.624	78.211
S2	78.057	78.057	78.577
S3	77.542	77.849	78.529
S4	77.027	77.334	78.388

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	79.530	78.010	1.520	1.9%	0.836	1.1%	43%	False	False	22,832
10	79.875	78.010	1.865	2.4%	0.744	0.9%	35%	False	False	22,816
20	79.875	76.675	3.200	4.1%	0.782	1.0%	62%	False	False	23,224
40	79.875	74.860	5.015	6.4%	0.836	1.1%	76%	False	False	27,298
60	80.430	74.860	5.570	7.1%	0.842	1.1%	68%	False	False	29,492
80	80.430	73.900	6.530	8.3%	0.785	1.0%	73%	False	False	22,465
100	80.430	73.900	6.530	8.3%	0.754	1.0%	73%	False	False	17,991
120	80.430	73.900	6.530	8.3%	0.678	0.9%	73%	False	False	14,999

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.126
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.969
2.618	80.128
1.618	79.613
1.000	79.295
0.618	79.098
HIGH	78.780
0.618	78.583
0.500	78.523
0.382	78.462
LOW	78.265
0.618	77.947
1.000	77.750
1.618	77.432
2.618	76.917
4.250	76.076

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	78.622	78.606
PP	78.572	78.540
S1	78.523	78.475

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

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