ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 03-Nov-2010

Day Change Summary
	Previous	Current
	02-Nov-2010	03-Nov-2010	Change	Change %	Previous Week
Open	77.905	77.290	-0.615	-0.8%	77.620
High	77.905	77.600	-0.305	-0.4%	78.870
Low	77.270	76.600	-0.670	-0.9%	77.475
Close	77.302	77.043	-0.259	-0.3%	77.882
Range	0.635	1.000	0.365	57.5%	1.395
ATR	0.691	0.713	0.022	3.2%	0.000
Volume	27	269	242	896.3%	272

Daily Pivots for day following 03-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.081	79.562	77.593
R3	79.081	78.562	77.318
R2	78.081	78.081	77.226
R1	77.562	77.562	77.135	77.322
PP	77.081	77.081	77.081	76.961
S1	76.562	76.562	76.951	76.322
S2	76.081	76.081	76.860
S3	75.081	75.562	76.768
S4	74.081	74.562	76.493

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	78.505	76.600	1.905	2.5%	0.734	1.0%	23%	False	True	118
10	78.870	76.600	2.270	2.9%	0.681	0.9%	20%	False	True	71
20	78.870	76.600	2.270	2.9%	0.675	0.9%	20%	False	True	66

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	0.146
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	81.850
2.618	80.218
1.618	79.218
1.000	78.600
0.618	78.218
HIGH	77.600
0.618	77.218
0.500	77.100
0.382	76.982
LOW	76.600
0.618	75.982
1.000	75.600
1.618	74.982
2.618	73.982
4.250	72.350

Fisher Pivots for day following 03-Nov-2010
Pivot	1 day	3 day
R1	77.100	77.280
PP	77.081	77.201
S1	77.062	77.122

Download as Excel Spreadsheet

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

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