ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	76.550	77.380	0.830	1.1%	77.120
High	77.300	78.020	0.720	0.9%	77.625
Low	76.515	76.830	0.315	0.4%	75.235
Close	77.180	77.584	0.404	0.5%	76.691
Range	0.785	1.190	0.405	51.6%	2.390
ATR	0.971	0.986	0.016	1.6%	0.000
Volume	23,890	34,811	10,921	45.7%	134,664

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.048	80.506	78.239
R3	79.858	79.316	77.911
R2	78.668	78.668	77.802
R1	78.126	78.126	77.693	78.397
PP	77.478	77.478	77.478	77.614
S1	76.936	76.936	77.475	77.207
S2	76.288	76.288	77.366
S3	75.098	75.746	77.257
S4	73.908	74.556	76.930

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.687	82.579	78.006
R3	81.297	80.189	77.348
R2	78.907	78.907	77.129
R1	77.799	77.799	76.910	77.158
PP	76.517	76.517	76.517	76.197
S1	75.409	75.409	76.472	74.768
S2	74.127	74.127	76.253
S3	71.737	73.019	76.034
S4	69.347	70.629	75.377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.020	75.235	2.785	3.6%	1.167	1.5%	84%	True	False	30,095
10	78.510	75.235	3.275	4.2%	0.990	1.3%	72%	False	False	26,770
20	78.610	74.600	4.010	5.2%	1.062	1.4%	74%	False	False	26,326
40	81.990	74.600	7.390	9.5%	0.878	1.1%	40%	False	False	24,653
60	83.960	74.600	9.360	12.1%	0.781	1.0%	32%	False	False	18,097
80	83.960	74.600	9.360	12.1%	0.703	0.9%	32%	False	False	13,580
100	87.000	74.600	12.400	16.0%	0.620	0.8%	24%	False	False	10,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.216
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	83.078
2.618	81.135
1.618	79.945
1.000	79.210
0.618	78.755
HIGH	78.020
0.618	77.565
0.500	77.425
0.382	77.285
LOW	76.830
0.618	76.095
1.000	75.640
1.618	74.905
2.618	73.715
4.250	71.773

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	77.531	77.382
PP	77.478	77.180
S1	77.425	76.978

Download as Excel Spreadsheet

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

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