ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 02-Nov-2010

Day Change Summary
	Previous	Current
	01-Nov-2010	02-Nov-2010	Change	Change %	Previous Week
Open	77.120	77.385	0.265	0.3%	77.550
High	77.625	77.495	-0.130	-0.2%	78.510
Low	76.965	76.810	-0.155	-0.2%	76.875
Close	77.481	76.892	-0.589	-0.8%	77.457
Range	0.660	0.685	0.025	3.8%	1.635
ATR	0.936	0.918	-0.018	-1.9%	0.000
Volume	21,595	21,295	-300	-1.4%	113,958

Daily Pivots for day following 02-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.121	78.691	77.269
R3	78.436	78.006	77.080
R2	77.751	77.751	77.018
R1	77.321	77.321	76.955	77.194
PP	77.066	77.066	77.066	77.002
S1	76.636	76.636	76.829	76.509
S2	76.381	76.381	76.766
S3	75.696	75.951	76.704
S4	75.011	75.266	76.515

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.519	81.623	78.356
R3	80.884	79.988	77.907
R2	79.249	79.249	77.757
R1	78.353	78.353	77.607	77.984
PP	77.614	77.614	77.614	77.429
S1	76.718	76.718	77.307	76.349
S2	75.979	75.979	77.157
S3	74.344	75.083	77.007
S4	72.709	73.448	76.558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.510	76.810	1.700	2.2%	0.812	1.1%	5%	False	True	23,445
10	78.610	74.600	4.010	5.2%	1.113	1.4%	57%	False	False	23,343
20	78.610	74.600	4.010	5.2%	0.947	1.2%	57%	False	False	24,921
40	83.315	74.600	8.715	11.3%	0.825	1.1%	26%	False	False	23,247
60	83.960	74.600	9.360	12.2%	0.744	1.0%	24%	False	False	15,596
80	84.045	74.600	9.445	12.3%	0.647	0.8%	24%	False	False	11,700
100	87.000	74.600	12.400	16.1%	0.578	0.8%	18%	False	False	9,362

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.186
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.406
2.618	79.288
1.618	78.603
1.000	78.180
0.618	77.918
HIGH	77.495
0.618	77.233
0.500	77.153
0.382	77.072
LOW	76.810
0.618	76.387
1.000	76.125
1.618	75.702
2.618	75.017
4.250	73.899

Fisher Pivots for day following 02-Nov-2010
Pivot	1 day	3 day
R1	77.153	77.385
PP	77.066	77.221
S1	76.979	77.056

Download as Excel Spreadsheet

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

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