ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	78.780	79.635	0.855	1.1%	78.735
High	79.705	80.455	0.750	0.9%	79.185
Low	78.690	79.350	0.660	0.8%	78.150
Close	79.580	80.289	0.709	0.9%	78.681
Range	1.015	1.105	0.090	8.9%	1.035
ATR	0.789	0.812	0.023	2.9%	0.000
Volume	33,591	40,146	6,555	19.5%	90,562

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.346	82.923	80.897
R3	82.241	81.818	80.593
R2	81.136	81.136	80.492
R1	80.713	80.713	80.390	80.925
PP	80.031	80.031	80.031	80.137
S1	79.608	79.608	80.188	79.820
S2	78.926	78.926	80.086
S3	77.821	78.503	79.985
S4	76.716	77.398	79.681

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.777	81.264	79.250
R3	80.742	80.229	78.966
R2	79.707	79.707	78.871
R1	79.194	79.194	78.776	78.933
PP	78.672	78.672	78.672	78.542
S1	78.159	78.159	78.586	77.898
S2	77.637	77.637	78.491
S3	76.602	77.124	78.396
S4	75.567	76.089	78.112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.455	78.150	2.305	2.9%	0.843	1.0%	93%	True	False	25,397
10	80.455	78.010	2.445	3.0%	0.802	1.0%	93%	True	False	23,681
20	80.455	77.620	2.835	3.5%	0.737	0.9%	94%	True	False	23,609
40	80.455	74.860	5.595	7.0%	0.818	1.0%	97%	True	False	27,135
60	80.455	74.860	5.595	7.0%	0.845	1.1%	97%	True	False	28,525
80	80.455	73.900	6.555	8.2%	0.800	1.0%	97%	True	False	24,252
100	80.455	73.900	6.555	8.2%	0.776	1.0%	97%	True	False	19,424
120	80.455	73.900	6.555	8.2%	0.710	0.9%	97%	True	False	16,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.218
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	85.151
2.618	83.348
1.618	82.243
1.000	81.560
0.618	81.138
HIGH	80.455
0.618	80.033
0.500	79.903
0.382	79.772
LOW	79.350
0.618	78.667
1.000	78.245
1.618	77.562
2.618	76.457
4.250	74.654

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	80.160	80.016
PP	80.031	79.743
S1	79.903	79.470

Download as Excel Spreadsheet

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

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