ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	77.100	77.760	0.660	0.9%	77.925
High	77.650	78.380	0.730	0.9%	77.960
Low	76.965	77.220	0.255	0.3%	76.175
Close	77.544	77.969	0.425	0.5%	77.081
Range	0.685	1.160	0.475	69.3%	1.785
ATR	0.728	0.759	0.031	4.2%	0.000
Volume	136	78	-58	-42.6%	637

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.336	80.813	78.607
R3	80.176	79.653	78.288
R2	79.016	79.016	78.182
R1	78.493	78.493	78.075	78.755
PP	77.856	77.856	77.856	77.987
S1	77.333	77.333	77.863	77.595
S2	76.696	76.696	77.756
S3	75.536	76.173	77.650
S4	74.376	75.013	77.331

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.427	81.539	78.063
R3	80.642	79.754	77.572
R2	78.857	78.857	77.408
R1	77.969	77.969	77.245	77.521
PP	77.072	77.072	77.072	76.848
S1	76.184	76.184	76.917	75.736
S2	75.287	75.287	76.754
S3	73.502	74.399	76.590
S4	71.717	72.614	76.099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.380	76.175	2.205	2.8%	0.903	1.2%	81%	True	False	148
10	78.870	76.175	2.695	3.5%	0.788	1.0%	67%	False	False	109
20	78.870	76.175	2.695	3.5%	0.747	1.0%	67%	False	False	75

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	0.148
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	83.310
2.618	81.417
1.618	80.257
1.000	79.540
0.618	79.097
HIGH	78.380
0.618	77.937
0.500	77.800
0.382	77.663
LOW	77.220
0.618	76.503
1.000	76.060
1.618	75.343
2.618	74.183
4.250	72.290

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	77.913	77.764
PP	77.856	77.560
S1	77.800	77.355

Download as Excel Spreadsheet

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

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