ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 11-May-2011

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	75.390	75.230	-0.160	-0.2%	73.510
High	75.660	76.080	0.420	0.6%	75.520
Low	75.185	75.020	-0.165	-0.2%	73.325
Close	75.272	76.007	0.735	1.0%	75.550
Range	0.475	1.060	0.585	123.2%	2.195
ATR	0.550	0.587	0.036	6.6%	0.000
Volume	227	393	166	73.1%	612

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.882	78.505	76.590
R3	77.822	77.445	76.299
R2	76.762	76.762	76.201
R1	76.385	76.385	76.104	76.574
PP	75.702	75.702	75.702	75.797
S1	75.325	75.325	75.910	75.514
S2	74.642	74.642	75.813
S3	73.582	74.265	75.716
S4	72.522	73.205	75.424

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.383	80.662	76.757
R3	79.188	78.467	76.154
R2	76.993	76.993	75.952
R1	76.272	76.272	75.751	76.633
PP	74.798	74.798	74.798	74.979
S1	74.077	74.077	75.349	74.438
S2	72.603	72.603	75.148
S3	70.408	71.882	74.946
S4	68.213	69.687	74.343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.080	73.500	2.580	3.4%	0.904	1.2%	97%	True	False	225
10	76.080	73.325	2.755	3.6%	0.651	0.9%	97%	True	False	164
20	76.350	73.325	3.025	4.0%	0.560	0.7%	89%	False	False	107
40	77.515	73.325	4.190	5.5%	0.436	0.6%	64%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.147
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.585
2.618	78.855
1.618	77.795
1.000	77.140
0.618	76.735
HIGH	76.080
0.618	75.675
0.500	75.550
0.382	75.425
LOW	75.020
0.618	74.365
1.000	73.960
1.618	73.305
2.618	72.245
4.250	70.515

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	75.855	75.855
PP	75.702	75.702
S1	75.550	75.550

Download as Excel Spreadsheet

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

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