ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 14-Dec-2011

Day Change Summary
	Previous	Current
	13-Dec-2011	14-Dec-2011	Change	Change %	Previous Week
Open	79.635	80.290	0.655	0.8%	78.735
High	80.455	80.775	0.320	0.4%	79.185
Low	79.350	80.140	0.790	1.0%	78.150
Close	80.289	80.622	0.333	0.4%	78.681
Range	1.105	0.635	-0.470	-42.5%	1.035
ATR	0.812	0.799	-0.013	-1.6%	0.000
Volume	40,146	36,532	-3,614	-9.0%	90,562

Daily Pivots for day following 14-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.417	82.155	80.971
R3	81.782	81.520	80.797
R2	81.147	81.147	80.738
R1	80.885	80.885	80.680	81.016
PP	80.512	80.512	80.512	80.578
S1	80.250	80.250	80.564	80.381
S2	79.877	79.877	80.506
S3	79.242	79.615	80.447
S4	78.607	78.980	80.273

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	80.775	78.150	2.625	3.3%	0.879	1.1%	94%	True	False	29,567
10	80.775	78.060	2.715	3.4%	0.715	0.9%	94%	True	False	24,292
20	80.775	77.740	3.035	3.8%	0.734	0.9%	95%	True	False	24,175
40	80.775	74.860	5.915	7.3%	0.814	1.0%	97%	True	False	27,165
60	80.775	74.860	5.915	7.3%	0.845	1.0%	97%	True	False	28,723
80	80.775	73.900	6.875	8.5%	0.805	1.0%	98%	True	False	24,708
100	80.775	73.900	6.875	8.5%	0.782	1.0%	98%	True	False	19,789
120	80.775	73.900	6.875	8.5%	0.710	0.9%	98%	True	False	16,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.200
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	83.474
2.618	82.437
1.618	81.802
1.000	81.410
0.618	81.167
HIGH	80.775
0.618	80.532
0.500	80.458
0.382	80.383
LOW	80.140
0.618	79.748
1.000	79.505
1.618	79.113
2.618	78.478
4.250	77.441

Fisher Pivots for day following 14-Dec-2011
Pivot	1 day	3 day
R1	80.567	80.326
PP	80.512	80.029
S1	80.458	79.733

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

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