ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	80.290	80.565	0.275	0.3%	78.735
High	80.775	80.630	-0.145	-0.2%	79.185
Low	80.140	80.130	-0.010	0.0%	78.150
Close	80.622	80.341	-0.281	-0.3%	78.681
Range	0.635	0.500	-0.135	-21.3%	1.035
ATR	0.799	0.778	-0.021	-2.7%	0.000
Volume	36,532	22,853	-13,679	-37.4%	90,562

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.867	81.604	80.616
R3	81.367	81.104	80.479
R2	80.867	80.867	80.433
R1	80.604	80.604	80.387	80.486
PP	80.367	80.367	80.367	80.308
S1	80.104	80.104	80.295	79.986
S2	79.867	79.867	80.249
S3	79.367	79.604	80.204
S4	78.867	79.104	80.066

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	78.485	2.290	2.9%	0.791	1.0%	81%	False	False	29,615
10	80.775	78.060	2.715	3.4%	0.715	0.9%	84%	False	False	24,457
20	80.775	77.740	3.035	3.8%	0.731	0.9%	86%	False	False	24,002
40	80.775	74.860	5.915	7.4%	0.810	1.0%	93%	False	False	26,979
60	80.775	74.860	5.915	7.4%	0.833	1.0%	93%	False	False	28,356
80	80.775	73.900	6.875	8.6%	0.806	1.0%	94%	False	False	24,993
100	80.775	73.900	6.875	8.6%	0.781	1.0%	94%	False	False	20,017
120	80.775	73.900	6.875	8.6%	0.712	0.9%	94%	False	False	16,691

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	0.191
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	82.755
2.618	81.939
1.618	81.439
1.000	81.130
0.618	80.939
HIGH	80.630
0.618	80.439
0.500	80.380
0.382	80.321
LOW	80.130
0.618	79.821
1.000	79.630
1.618	79.321
2.618	78.821
4.250	78.005

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	80.380	80.248
PP	80.367	80.155
S1	80.354	80.063

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

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