ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	79.850	80.460	0.610	0.8%	78.290
High	80.600	81.215	0.615	0.8%	80.600
Low	79.815	80.150	0.335	0.4%	78.060
Close	80.433	80.902	0.469	0.6%	80.433
Range	0.785	1.065	0.280	35.7%	2.540
ATR	0.880	0.893	0.013	1.5%	0.000
Volume	12,673	38,499	25,826	203.8%	87,174

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.951	83.491	81.488
R3	82.886	82.426	81.195
R2	81.821	81.821	81.097
R1	81.361	81.361	81.000	81.591
PP	80.756	80.756	80.756	80.871
S1	80.296	80.296	80.804	80.526
S2	79.691	79.691	80.707
S3	78.626	79.231	80.609
S4	77.561	78.166	80.316

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.318	86.415	81.830
R3	84.778	83.875	81.132
R2	82.238	82.238	80.899
R1	81.335	81.335	80.666	81.787
PP	79.698	79.698	79.698	79.923
S1	78.795	78.795	80.200	79.247
S2	77.158	77.158	79.967
S3	74.618	76.255	79.735
S4	72.078	73.715	79.036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.215	78.060	3.155	3.9%	0.882	1.1%	90%	True	False	25,134
10	81.215	78.015	3.200	4.0%	0.808	1.0%	90%	True	False	25,599
20	81.215	75.235	5.980	7.4%	0.880	1.1%	95%	True	False	27,256
40	81.215	74.600	6.615	8.2%	0.917	1.1%	95%	True	False	26,067
60	83.315	74.600	8.715	10.8%	0.836	1.0%	72%	False	False	23,910
80	83.960	74.600	9.360	11.6%	0.773	1.0%	67%	False	False	17,975
100	84.935	74.600	10.335	12.8%	0.692	0.9%	61%	False	False	14,382
120	87.350	74.600	12.750	15.8%	0.620	0.8%	49%	False	False	11,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.172
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	85.741
2.618	84.003
1.618	82.938
1.000	82.280
0.618	81.873
HIGH	81.215
0.618	80.808
0.500	80.683
0.382	80.557
LOW	80.150
0.618	79.492
1.000	79.085
1.618	78.427
2.618	77.362
4.250	75.624

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	80.829	80.715
PP	80.756	80.527
S1	80.683	80.340

Download as Excel Spreadsheet

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

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