ICE US Dollar Index Future March 2011

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

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	80.290	79.415	-0.875	-1.1%	81.460
High	80.445	79.605	-0.840	-1.0%	81.635
Low	79.210	78.970	-0.240	-0.3%	78.970
Close	79.406	79.366	-0.040	-0.1%	79.366
Range	1.235	0.635	-0.600	-48.6%	2.665
ATR	0.725	0.719	-0.006	-0.9%	0.000
Volume	33,121	22,516	-10,605	-32.0%	124,281

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.219	80.927	79.715
R3	80.584	80.292	79.541
R2	79.949	79.949	79.482
R1	79.657	79.657	79.424	79.486
PP	79.314	79.314	79.314	79.228
S1	79.022	79.022	79.308	78.851
S2	78.679	78.679	79.250
S3	78.044	78.387	79.191
S4	77.409	77.752	79.017

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	87.985	86.341	80.832
R3	85.320	83.676	80.099
R2	82.655	82.655	79.855
R1	81.011	81.011	79.610	80.501
PP	79.990	79.990	79.990	79.735
S1	78.346	78.346	79.122	77.836
S2	77.325	77.325	78.877
S3	74.660	75.681	78.633
S4	71.995	73.016	77.900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.635	78.970	2.665	3.4%	0.750	0.9%	15%	False	True	24,856
10	81.635	78.970	2.665	3.4%	0.707	0.9%	15%	False	True	24,808
20	81.635	78.970	2.665	3.4%	0.668	0.8%	15%	False	True	18,492
40	81.935	78.440	3.495	4.4%	0.730	0.9%	26%	False	False	12,955
60	81.935	76.175	5.760	7.3%	0.728	0.9%	55%	False	False	8,675
80	81.935	76.175	5.760	7.3%	0.693	0.9%	55%	False	False	6,517

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.140
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.304
2.618	81.267
1.618	80.632
1.000	80.240
0.618	79.997
HIGH	79.605
0.618	79.362
0.500	79.288
0.382	79.213
LOW	78.970
0.618	78.578
1.000	78.335
1.618	77.943
2.618	77.308
4.250	76.271

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	79.340	80.058
PP	79.314	79.827
S1	79.288	79.597

Download as Excel Spreadsheet

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

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