ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 26-Oct-2010

Day Change Summary
	Previous	Current
	25-Oct-2010	26-Oct-2010	Change	Change %	Previous Week
Open	77.620	77.880	0.260	0.3%	77.610
High	77.740	78.400	0.660	0.8%	78.870
Low	77.615	77.750	0.135	0.2%	77.370
Close	77.708	78.315	0.607	0.8%	78.090
Range	0.125	0.650	0.525	420.0%	1.500
ATR	0.678	0.679	0.001	0.2%	0.000
Volume	17	8	-9	-52.9%	313

Daily Pivots for day following 26-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.105	79.860	78.673
R3	79.455	79.210	78.494
R2	78.805	78.805	78.434
R1	78.560	78.560	78.375	78.683
PP	78.155	78.155	78.155	78.216
S1	77.910	77.910	78.255	78.033
S2	77.505	77.505	78.196
S3	76.855	77.260	78.136
S4	76.205	76.610	77.958

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.610	81.850	78.915
R3	81.110	80.350	78.503
R2	79.610	79.610	78.365
R1	78.850	78.850	78.228	79.230
PP	78.110	78.110	78.110	78.300
S1	77.350	77.350	77.953	77.730
S2	76.610	76.610	77.815
S3	75.110	75.850	77.678
S4	73.610	74.350	77.265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.655	77.370	1.285	1.6%	0.676	0.9%	74%	False	False	27
10	78.870	76.750	2.120	2.7%	0.706	0.9%	74%	False	False	40
20	79.560	76.750	2.810	3.6%	0.602	0.8%	56%	False	False	42

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	0.118
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.163
2.618	80.102
1.618	79.452
1.000	79.050
0.618	78.802
HIGH	78.400
0.618	78.152
0.500	78.075
0.382	77.998
LOW	77.750
0.618	77.348
1.000	77.100
1.618	76.698
2.618	76.048
4.250	74.988

Fisher Pivots for day following 26-Oct-2010
Pivot	1 day	3 day
R1	78.235	78.172
PP	78.155	78.028
S1	78.075	77.885

Download as Excel Spreadsheet

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

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