ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	78.680	78.290	-0.390	-0.5%	78.190
High	78.810	78.975	0.165	0.2%	79.585
Low	78.245	78.060	-0.185	-0.2%	78.015
Close	78.594	78.635	0.041	0.1%	78.594
Range	0.565	0.915	0.350	61.9%	1.570
ATR	0.884	0.886	0.002	0.2%	0.000
Volume	17,207	20,328	3,121	18.1%	130,318

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.302	80.883	79.138
R3	80.387	79.968	78.887
R2	79.472	79.472	78.803
R1	79.053	79.053	78.719	79.263
PP	78.557	78.557	78.557	78.661
S1	78.138	78.138	78.551	78.348
S2	77.642	77.642	78.467
S3	76.727	77.223	78.383
S4	75.812	76.308	78.132

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.441	82.588	79.458
R3	81.871	81.018	79.026
R2	80.301	80.301	78.882
R1	79.448	79.448	78.738	79.875
PP	78.731	78.731	78.731	78.945
S1	77.878	77.878	78.450	78.305
S2	77.161	77.161	78.306
S3	75.591	76.308	78.162
S4	74.021	74.738	77.731

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.585	78.060	1.525	1.9%	0.747	0.9%	38%	False	True	24,311
10	79.585	76.830	2.755	3.5%	0.812	1.0%	66%	False	False	28,123
20	79.585	75.235	4.350	5.5%	0.881	1.1%	78%	False	False	26,877
40	80.010	74.600	5.410	6.9%	0.899	1.1%	75%	False	False	25,932
60	83.705	74.600	9.105	11.6%	0.815	1.0%	44%	False	False	22,181
80	83.960	74.600	9.360	11.9%	0.750	1.0%	43%	False	False	16,659
100	85.230	74.600	10.630	13.5%	0.667	0.8%	38%	False	False	13,329

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	0.240
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	82.864
2.618	81.370
1.618	80.455
1.000	79.890
0.618	79.540
HIGH	78.975
0.618	78.625
0.500	78.518
0.382	78.410
LOW	78.060
0.618	77.495
1.000	77.145
1.618	76.580
2.618	75.665
4.250	74.171

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	78.596	78.620
PP	78.557	78.605
S1	78.518	78.590

Download as Excel Spreadsheet

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

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