ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	76.500	76.755	0.255	0.3%	75.720
High	76.850	76.905	0.055	0.1%	76.925
Low	76.500	76.425	-0.075	-0.1%	75.720
Close	76.785	76.770	-0.015	0.0%	76.785
Range	0.350	0.480	0.130	37.1%	1.205
ATR	0.488	0.488	-0.001	-0.1%	0.000
Volume	18	14	-4	-22.2%	131

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.140	77.935	77.034
R3	77.660	77.455	76.902
R2	77.180	77.180	76.858
R1	76.975	76.975	76.814	77.078
PP	76.700	76.700	76.700	76.751
S1	76.495	76.495	76.726	76.598
S2	76.220	76.220	76.682
S3	75.740	76.015	76.638
S4	75.260	75.535	76.506

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.092	79.643	77.448
R3	78.887	78.438	77.116
R2	77.682	77.682	77.006
R1	77.233	77.233	76.895	77.458
PP	76.477	76.477	76.477	76.589
S1	76.028	76.028	76.675	76.253
S2	75.272	75.272	76.564
S3	74.067	74.823	76.454
S4	72.862	73.618	76.122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.925	76.300	0.625	0.8%	0.446	0.6%	75%	False	False	22
10	76.925	75.390	1.535	2.0%	0.506	0.7%	90%	False	False	33
20	77.025	75.390	1.635	2.1%	0.439	0.6%	84%	False	False	26

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.945
2.618	78.162
1.618	77.682
1.000	77.385
0.618	77.202
HIGH	76.905
0.618	76.722
0.500	76.665
0.382	76.608
LOW	76.425
0.618	76.128
1.000	75.945
1.618	75.648
2.618	75.168
4.250	74.385

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	76.735	76.722
PP	76.700	76.673
S1	76.665	76.625

Download as Excel Spreadsheet

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

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