ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	78.735	78.690	-0.045	-0.1%	79.450
High	78.780	78.975	0.195	0.2%	79.580
Low	78.265	78.520	0.255	0.3%	78.010
Close	78.671	78.571	-0.100	-0.1%	78.731
Range	0.515	0.455	-0.060	-11.7%	1.570
ATR	0.814	0.788	-0.026	-3.1%	0.000
Volume	20,669	16,645	-4,024	-19.5%	117,998

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.054	79.767	78.821
R3	79.599	79.312	78.696
R2	79.144	79.144	78.654
R1	78.857	78.857	78.613	78.773
PP	78.689	78.689	78.689	78.647
S1	78.402	78.402	78.529	78.318
S2	78.234	78.234	78.488
S3	77.779	77.947	78.446
S4	77.324	77.492	78.321

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	79.515	78.010	1.505	1.9%	0.760	1.0%	37%	False	False	21,965
10	79.875	78.010	1.865	2.4%	0.733	0.9%	30%	False	False	22,330
20	79.875	76.675	3.200	4.1%	0.775	1.0%	59%	False	False	23,022
40	79.875	74.860	5.015	6.4%	0.810	1.0%	74%	False	False	27,073
60	80.430	74.860	5.570	7.1%	0.838	1.1%	67%	False	False	29,406
80	80.430	73.900	6.530	8.3%	0.786	1.0%	72%	False	False	22,671
100	80.430	73.900	6.530	8.3%	0.755	1.0%	72%	False	False	18,157
120	80.430	73.900	6.530	8.3%	0.680	0.9%	72%	False	False	15,138

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.135
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	80.909
2.618	80.166
1.618	79.711
1.000	79.430
0.618	79.256
HIGH	78.975
0.618	78.801
0.500	78.748
0.382	78.694
LOW	78.520
0.618	78.239
1.000	78.065
1.618	77.784
2.618	77.329
4.250	76.586

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	78.748	78.553
PP	78.689	78.535
S1	78.630	78.518

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

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