ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	78.575	78.490	-0.085	-0.1%	79.450
High	78.810	79.090	0.280	0.4%	79.580
Low	78.355	78.150	-0.205	-0.3%	78.010
Close	78.552	78.912	0.360	0.5%	78.731
Range	0.455	0.940	0.485	106.6%	1.570
ATR	0.764	0.777	0.013	1.6%	0.000
Volume	15,682	22,613	6,931	44.2%	117,998

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.537	81.165	79.429
R3	80.597	80.225	79.171
R2	79.657	79.657	79.084
R1	79.285	79.285	78.998	79.471
PP	78.717	78.717	78.717	78.811
S1	78.345	78.345	78.826	78.531
S2	77.777	77.777	78.740
S3	76.837	77.405	78.654
S4	75.897	76.465	78.395

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	79.090	78.060	1.030	1.3%	0.639	0.8%	83%	True	False	19,300
10	79.875	78.010	1.865	2.4%	0.721	0.9%	48%	False	False	20,829
20	79.875	76.920	2.955	3.7%	0.734	0.9%	67%	False	False	22,295
40	79.875	74.860	5.015	6.4%	0.804	1.0%	81%	False	False	26,623
60	80.430	74.860	5.570	7.1%	0.834	1.1%	73%	False	False	28,914
80	80.430	73.900	6.530	8.3%	0.791	1.0%	77%	False	False	23,147
100	80.430	73.900	6.530	8.3%	0.762	1.0%	77%	False	False	18,538
120	80.430	73.900	6.530	8.3%	0.690	0.9%	77%	False	False	15,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.176
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.085
2.618	81.551
1.618	80.611
1.000	80.030
0.618	79.671
HIGH	79.090
0.618	78.731
0.500	78.620
0.382	78.509
LOW	78.150
0.618	77.569
1.000	77.210
1.618	76.629
2.618	75.689
4.250	74.155

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	78.815	78.815
PP	78.717	78.717
S1	78.620	78.620

Download as Excel Spreadsheet

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

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