ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	77.610	77.620	0.010	0.0%	77.560
High	78.205	78.870	0.665	0.9%	78.370
Low	77.535	77.620	0.085	0.1%	76.750
Close	77.507	78.801	1.294	1.7%	77.638
Range	0.670	1.250	0.580	86.6%	1.620
ATR	0.582	0.638	0.056	9.6%	0.000
Volume	114	86	-28	-24.6%	288

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.180	81.741	79.489
R3	80.930	80.491	79.145
R2	79.680	79.680	79.030
R1	79.241	79.241	78.916	79.461
PP	78.430	78.430	78.430	78.540
S1	77.991	77.991	78.686	78.211
S2	77.180	77.180	78.572
S3	75.930	76.741	78.457
S4	74.680	75.491	78.114

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.446	81.662	78.529
R3	80.826	80.042	78.084
R2	79.206	79.206	77.935
R1	78.422	78.422	77.787	78.814
PP	77.586	77.586	77.586	77.782
S1	76.802	76.802	77.490	77.194
S2	75.966	75.966	77.341
S3	74.346	75.182	77.193
S4	72.726	73.562	76.747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.870	76.750	2.120	2.7%	0.736	0.9%	97%	True	False	52
10	78.870	76.750	2.120	2.7%	0.628	0.8%	97%	True	False	58
20	80.775	76.750	4.025	5.1%	0.542	0.7%	51%	False	False	39

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	0.094
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	84.183
2.618	82.143
1.618	80.893
1.000	80.120
0.618	79.643
HIGH	78.870
0.618	78.393
0.500	78.245
0.382	78.098
LOW	77.620
0.618	76.848
1.000	76.370
1.618	75.598
2.618	74.348
4.250	72.308

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	78.616	78.471
PP	78.430	78.140
S1	78.245	77.810

Download as Excel Spreadsheet

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

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