ICE US Dollar Index Future March 2011

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

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	78.230	78.495	0.265	0.3%	78.170
High	78.795	78.980	0.185	0.2%	78.795
Low	78.210	78.375	0.165	0.2%	77.580
Close	78.565	78.717	0.152	0.2%	78.565
Range	0.585	0.605	0.020	3.4%	1.215
ATR	0.674	0.669	-0.005	-0.7%	0.000
Volume	23,143	15,978	-7,165	-31.0%	103,838

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.506	80.216	79.050
R3	79.901	79.611	78.883
R2	79.296	79.296	78.828
R1	79.006	79.006	78.772	79.151
PP	78.691	78.691	78.691	78.763
S1	78.401	78.401	78.662	78.546
S2	78.086	78.086	78.606
S3	77.481	77.796	78.551
S4	76.876	77.191	78.384

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.958	81.477	79.233
R3	80.743	80.262	78.899
R2	79.528	79.528	78.788
R1	79.047	79.047	78.676	79.288
PP	78.313	78.313	78.313	78.434
S1	77.832	77.832	78.454	78.073
S2	77.098	77.098	78.342
S3	75.883	76.617	78.231
S4	74.668	75.402	77.897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.980	77.580	1.400	1.8%	0.592	0.8%	81%	True	False	20,685
10	78.980	77.000	1.980	2.5%	0.624	0.8%	87%	True	False	21,082
20	79.665	77.000	2.665	3.4%	0.673	0.9%	64%	False	False	22,462
40	81.635	77.000	4.635	5.9%	0.670	0.9%	37%	False	False	20,477
60	81.935	77.000	4.935	6.3%	0.711	0.9%	35%	False	False	16,124
80	81.935	76.175	5.760	7.3%	0.714	0.9%	44%	False	False	12,122
100	81.935	76.175	5.760	7.3%	0.689	0.9%	44%	False	False	9,706

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.121
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.551
2.618	80.564
1.618	79.959
1.000	79.585
0.618	79.354
HIGH	78.980
0.618	78.749
0.500	78.678
0.382	78.606
LOW	78.375
0.618	78.001
1.000	77.770
1.618	77.396
2.618	76.791
4.250	75.804

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	78.704	78.600
PP	78.691	78.482
S1	78.678	78.365

Download as Excel Spreadsheet

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

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