ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	80.565	80.175	-0.390	-0.5%	78.780
High	80.630	80.395	-0.235	-0.3%	80.775
Low	80.130	79.935	-0.195	-0.2%	78.690
Close	80.341	80.249	-0.092	-0.1%	80.249
Range	0.500	0.460	-0.040	-8.0%	2.085
ATR	0.778	0.755	-0.023	-2.9%	0.000
Volume	22,853	13,154	-9,699	-42.4%	146,276

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.573	81.371	80.502
R3	81.113	80.911	80.376
R2	80.653	80.653	80.333
R1	80.451	80.451	80.291	80.552
PP	80.193	80.193	80.193	80.244
S1	79.991	79.991	80.207	80.092
S2	79.733	79.733	80.165
S3	79.273	79.531	80.123
S4	78.813	79.071	79.996

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	86.160	85.289	81.396
R3	84.075	83.204	80.822
R2	81.990	81.990	80.631
R1	81.119	81.119	80.440	81.555
PP	79.905	79.905	79.905	80.122
S1	79.034	79.034	80.058	79.470
S2	77.820	77.820	79.867
S3	75.735	76.949	79.676
S4	73.650	74.864	79.102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.775	78.690	2.085	2.6%	0.743	0.9%	75%	False	False	29,255
10	80.775	78.150	2.625	3.3%	0.678	0.8%	80%	False	False	23,683
20	80.775	77.740	3.035	3.8%	0.726	0.9%	83%	False	False	23,507
40	80.775	74.860	5.915	7.4%	0.801	1.0%	91%	False	False	26,404
60	80.775	74.860	5.915	7.4%	0.823	1.0%	91%	False	False	27,745
80	80.775	73.900	6.875	8.6%	0.807	1.0%	92%	False	False	25,158
100	80.775	73.900	6.875	8.6%	0.778	1.0%	92%	False	False	20,147
120	80.775	73.900	6.875	8.6%	0.714	0.9%	92%	False	False	16,800

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.190
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	82.350
2.618	81.599
1.618	81.139
1.000	80.855
0.618	80.679
HIGH	80.395
0.618	80.219
0.500	80.165
0.382	80.111
LOW	79.935
0.618	79.651
1.000	79.475
1.618	79.191
2.618	78.731
4.250	77.980

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	80.221	80.355
PP	80.193	80.320
S1	80.165	80.284

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

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