ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	78.690	78.575	-0.115	-0.1%	79.450
High	78.975	78.810	-0.165	-0.2%	79.580
Low	78.520	78.355	-0.165	-0.2%	78.010
Close	78.571	78.552	-0.019	0.0%	78.731
Range	0.455	0.455	0.000	0.0%	1.570
ATR	0.788	0.764	-0.024	-3.0%	0.000
Volume	16,645	15,682	-963	-5.8%	117,998

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.937	79.700	78.802
R3	79.482	79.245	78.677
R2	79.027	79.027	78.635
R1	78.790	78.790	78.594	78.681
PP	78.572	78.572	78.572	78.518
S1	78.335	78.335	78.510	78.226
S2	78.117	78.117	78.469
S3	77.662	77.880	78.427
S4	77.207	77.425	78.302

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	78.975	78.060	0.915	1.2%	0.550	0.7%	54%	False	False	19,018
10	79.875	78.010	1.865	2.4%	0.734	0.9%	29%	False	False	21,611
20	79.875	76.675	3.200	4.1%	0.766	1.0%	59%	False	False	22,853
40	79.875	74.860	5.015	6.4%	0.809	1.0%	74%	False	False	26,933
60	80.430	74.860	5.570	7.1%	0.832	1.1%	66%	False	False	29,159
80	80.430	73.900	6.530	8.3%	0.782	1.0%	71%	False	False	22,865
100	80.430	73.900	6.530	8.3%	0.756	1.0%	71%	False	False	18,313
120	80.430	73.900	6.530	8.3%	0.682	0.9%	71%	False	False	15,269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.142

Fibonacci Retracements and Extensions
4.250	80.744
2.618	80.001
1.618	79.546
1.000	79.265
0.618	79.091
HIGH	78.810
0.618	78.636
0.500	78.583
0.382	78.529
LOW	78.355
0.618	78.074
1.000	77.900
1.618	77.619
2.618	77.164
4.250	76.421

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	78.583	78.620
PP	78.572	78.597
S1	78.562	78.575

Download as Excel Spreadsheet

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

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