ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 16-Nov-2010

Day Change Summary
	Previous	Current
	15-Nov-2010	16-Nov-2010	Change	Change %	Previous Week
Open	78.620	79.070	0.450	0.6%	77.100
High	79.235	79.960	0.725	0.9%	79.040
Low	78.490	78.945	0.455	0.6%	76.965
Close	79.073	79.743	0.670	0.8%	78.640
Range	0.745	1.015	0.270	36.2%	2.075
ATR	0.754	0.773	0.019	2.5%	0.000
Volume	166	115	-51	-30.7%	554

Daily Pivots for day following 16-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.594	82.184	80.301
R3	81.579	81.169	80.022
R2	80.564	80.564	79.929
R1	80.154	80.154	79.836	80.359
PP	79.549	79.549	79.549	79.652
S1	79.139	79.139	79.650	79.344
S2	78.534	78.534	79.557
S3	77.519	78.124	79.464
S4	76.504	77.109	79.185

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.440	83.615	79.781
R3	82.365	81.540	79.211
R2	80.290	80.290	79.020
R1	79.465	79.465	78.830	79.878
PP	78.215	78.215	78.215	78.421
S1	77.390	77.390	78.450	77.803
S2	76.140	76.140	78.260
S3	74.065	75.315	78.069
S4	71.990	73.240	77.499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.960	78.025	1.935	2.4%	0.768	1.0%	89%	True	False	124
10	79.960	76.175	3.785	4.7%	0.836	1.0%	94%	True	False	136
20	79.960	76.175	3.785	4.7%	0.755	0.9%	94%	True	False	92
40	80.775	76.175	4.600	5.8%	0.648	0.8%	78%	False	False	66

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	0.169
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.274
2.618	82.617
1.618	81.602
1.000	80.975
0.618	80.587
HIGH	79.960
0.618	79.572
0.500	79.453
0.382	79.333
LOW	78.945
0.618	78.318
1.000	77.930
1.618	77.303
2.618	76.288
4.250	74.631

Fisher Pivots for day following 16-Nov-2010
Pivot	1 day	3 day
R1	79.646	79.544
PP	79.549	79.344
S1	79.453	79.145

Download as Excel Spreadsheet

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

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