ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	78.290	78.860	0.570	0.7%	78.190
High	78.975	79.825	0.850	1.1%	79.585
Low	78.060	78.800	0.740	0.9%	78.015
Close	78.635	79.762	1.127	1.4%	78.594
Range	0.915	1.025	0.110	12.0%	1.570
ATR	0.886	0.908	0.022	2.4%	0.000
Volume	20,328	31,153	10,825	53.3%	130,318

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.537	82.175	80.326
R3	81.512	81.150	80.044
R2	80.487	80.487	79.950
R1	80.125	80.125	79.856	80.306
PP	79.462	79.462	79.462	79.553
S1	79.100	79.100	79.668	79.281
S2	78.437	78.437	79.574
S3	77.412	78.075	79.480
S4	76.387	77.050	79.198

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	79.825	78.060	1.765	2.2%	0.724	0.9%	96%	True	False	23,177
10	79.825	77.585	2.240	2.8%	0.796	1.0%	97%	True	False	27,757
20	79.825	75.235	4.590	5.8%	0.893	1.1%	99%	True	False	27,263
40	79.825	74.600	5.225	6.6%	0.901	1.1%	99%	True	False	25,996
60	83.530	74.600	8.930	11.2%	0.825	1.0%	58%	False	False	22,698
80	83.960	74.600	9.360	11.7%	0.761	1.0%	55%	False	False	17,048
100	84.935	74.600	10.335	13.0%	0.669	0.8%	50%	False	False	13,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.191
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.181
2.618	82.508
1.618	81.483
1.000	80.850
0.618	80.458
HIGH	79.825
0.618	79.433
0.500	79.313
0.382	79.192
LOW	78.800
0.618	78.167
1.000	77.775
1.618	77.142
2.618	76.117
4.250	74.444

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	79.612	79.489
PP	79.462	79.216
S1	79.313	78.943

Download as Excel Spreadsheet

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

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