ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	78.330	78.030	-0.300	-0.4%	79.960
High	78.400	78.110	-0.290	-0.4%	80.000
Low	77.870	77.560	-0.310	-0.4%	78.670
Close	77.970	78.012	0.042	0.1%	78.653
Range	0.530	0.550	0.020	3.8%	1.330
ATR
Volume	21	28	7	33.3%	102

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.544	79.328	78.315
R3	78.994	78.778	78.163
R2	78.444	78.444	78.113
R1	78.228	78.228	78.062	78.061
PP	77.894	77.894	77.894	77.811
S1	77.678	77.678	77.962	77.511
S2	77.344	77.344	77.911
S3	76.794	77.128	77.861
S4	76.244	76.578	77.710

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.098	82.205	79.385
R3	81.768	80.875	79.019
R2	80.438	80.438	78.897
R1	79.545	79.545	78.775	79.327
PP	79.108	79.108	79.108	78.998
S1	78.215	78.215	78.531	77.997
S2	77.778	77.778	78.409
S3	76.448	76.885	78.287
S4	75.118	75.555	77.922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.160	77.560	1.600	2.1%	0.526	0.7%	28%	False	True	33
10	80.660	77.560	3.100	4.0%	0.489	0.6%	15%	False	True	22

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	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.448
2.618	79.550
1.618	79.000
1.000	78.660
0.618	78.450
HIGH	78.110
0.618	77.900
0.500	77.835
0.382	77.770
LOW	77.560
0.618	77.220
1.000	77.010
1.618	76.670
2.618	76.120
4.250	75.223

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	77.953	78.360
PP	77.894	78.244
S1	77.835	78.128

Download as Excel Spreadsheet

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

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