ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	77.990	77.925	-0.065	-0.1%	77.620
High	78.360	77.960	-0.400	-0.5%	78.870
Low	77.475	77.475	0.000	0.0%	77.475
Close	77.882	77.901	0.019	0.0%	77.882
Range	0.885	0.485	-0.400	-45.2%	1.395
ATR	0.712	0.695	-0.016	-2.3%	0.000
Volume	145	83	-62	-42.8%	272

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.234	79.052	78.168
R3	78.749	78.567	78.034
R2	78.264	78.264	77.990
R1	78.082	78.082	77.945	77.931
PP	77.779	77.779	77.779	77.703
S1	77.597	77.597	77.857	77.446
S2	77.294	77.294	77.812
S3	76.809	77.112	77.768
S4	76.324	76.627	77.634

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%	0.675	0.9%	31%	False	True	67
10	78.870	77.370	1.500	1.9%	0.736	0.9%	35%	False	False	55
20	79.160	76.750	2.410	3.1%	0.664	0.9%	48%	False	False	55

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.120
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	80.021
2.618	79.230
1.618	78.745
1.000	78.445
0.618	78.260
HIGH	77.960
0.618	77.775
0.500	77.718
0.382	77.660
LOW	77.475
0.618	77.175
1.000	76.990
1.618	76.690
2.618	76.205
4.250	75.414

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	77.840	77.990
PP	77.779	77.960
S1	77.718	77.931

Download as Excel Spreadsheet

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

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