ICE US Dollar Index Future March 2011

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

Day Change Summary
	Previous	Current
	28-Oct-2010	29-Oct-2010	Change	Change %	Previous Week
Open	78.505	77.990	-0.515	-0.7%	77.620
High	78.505	78.360	-0.145	-0.2%	78.870
Low	77.840	77.475	-0.365	-0.5%	77.475
Close	77.938	77.882	-0.056	-0.1%	77.882
Range	0.665	0.885	0.220	33.1%	1.395
ATR	0.698	0.712	0.013	1.9%	0.000
Volume	67	145	78	116.4%	272

Daily Pivots for day following 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.561	80.106	78.369
R3	79.676	79.221	78.125
R2	78.791	78.791	78.044
R1	78.336	78.336	77.963	78.121
PP	77.906	77.906	77.906	77.798
S1	77.451	77.451	77.801	77.236
S2	77.021	77.021	77.720
S3	76.136	76.566	77.639
S4	75.251	75.681	77.395

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.261	81.466	78.649
R3	80.866	80.071	78.266
R2	79.471	79.471	78.138
R1	78.676	78.676	78.010	79.074
PP	78.076	78.076	78.076	78.274
S1	77.281	77.281	77.754	77.679
S2	76.681	76.681	77.626
S3	75.286	75.886	77.498
S4	73.891	74.491	77.115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.870	77.475	1.395	1.8%	0.603	0.8%	29%	False	True	54
10	78.870	77.370	1.500	1.9%	0.754	1.0%	34%	False	False	58
20	79.160	76.750	2.410	3.1%	0.656	0.8%	47%	False	False	51

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	0.124
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.121
2.618	80.677
1.618	79.792
1.000	79.245
0.618	78.907
HIGH	78.360
0.618	78.022
0.500	77.918
0.382	77.813
LOW	77.475
0.618	76.928
1.000	76.590
1.618	76.043
2.618	75.158
4.250	73.714

Fisher Pivots for day following 29-Oct-2010
Pivot	1 day	3 day
R1	77.918	78.173
PP	77.906	78.076
S1	77.894	77.979

Download as Excel Spreadsheet

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

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