ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	79.395	79.035	-0.360	-0.5%	76.550
High	79.495	79.120	-0.375	-0.5%	78.640
Low	78.970	78.530	-0.440	-0.6%	76.515
Close	79.210	78.729	-0.481	-0.6%	78.231
Range	0.525	0.590	0.065	12.4%	2.125
ATR	0.926	0.909	-0.018	-1.9%	0.000
Volume	26,795	20,404	-6,391	-23.9%	154,476

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.563	80.236	79.054
R3	79.973	79.646	78.891
R2	79.383	79.383	78.837
R1	79.056	79.056	78.783	78.925
PP	78.793	78.793	78.793	78.727
S1	78.466	78.466	78.675	78.335
S2	78.203	78.203	78.621
S3	77.613	77.876	78.567
S4	77.023	77.286	78.405

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.170	83.326	79.400
R3	82.045	81.201	78.815
R2	79.920	79.920	78.621
R1	79.076	79.076	78.426	79.498
PP	77.795	77.795	77.795	78.007
S1	76.951	76.951	78.036	77.373
S2	75.670	75.670	77.841
S3	73.545	74.826	77.647
S4	71.420	72.701	77.062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.585	77.830	1.755	2.2%	0.782	1.0%	51%	False	False	30,121
10	79.585	75.935	3.650	4.6%	0.828	1.1%	77%	False	False	29,164
20	79.585	74.600	4.985	6.3%	1.014	1.3%	83%	False	False	26,578
40	80.470	74.600	5.870	7.5%	0.896	1.1%	70%	False	False	25,930
60	83.705	74.600	9.105	11.6%	0.805	1.0%	45%	False	False	21,562
80	83.960	74.600	9.360	11.9%	0.735	0.9%	44%	False	False	16,190
100	85.230	74.600	10.630	13.5%	0.653	0.8%	39%	False	False	12,953

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	0.207
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.628
2.618	80.665
1.618	80.075
1.000	79.710
0.618	79.485
HIGH	79.120
0.618	78.895
0.500	78.825
0.382	78.755
LOW	78.530
0.618	78.165
1.000	77.940
1.618	77.575
2.618	76.985
4.250	76.023

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	78.825	79.015
PP	78.793	78.920
S1	78.761	78.824

Download as Excel Spreadsheet

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

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