ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	79.775	79.460	-0.315	-0.4%	77.100
High	79.900	79.460	-0.440	-0.6%	79.040
Low	79.390	78.930	-0.460	-0.6%	76.965
Close	79.600	79.104	-0.496	-0.6%	78.640
Range	0.510	0.530	0.020	3.9%	2.075
ATR	0.754	0.748	-0.006	-0.8%	0.000
Volume	265	281	16	6.0%	554

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.755	80.459	79.396
R3	80.225	79.929	79.250
R2	79.695	79.695	79.201
R1	79.399	79.399	79.153	79.282
PP	79.165	79.165	79.165	79.106
S1	78.869	78.869	79.055	78.752
S2	78.635	78.635	79.007
S3	78.105	78.339	78.958
S4	77.575	77.809	78.813

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	78.330	1.630	2.1%	0.702	0.9%	47%	False	False	181
10	79.960	76.330	3.630	4.6%	0.756	1.0%	76%	False	False	147
20	79.960	76.175	3.785	4.8%	0.726	0.9%	77%	False	False	115
40	80.660	76.175	4.485	5.7%	0.656	0.8%	65%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.142
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.713
2.618	80.848
1.618	80.318
1.000	79.990
0.618	79.788
HIGH	79.460
0.618	79.258
0.500	79.195
0.382	79.132
LOW	78.930
0.618	78.602
1.000	78.400
1.618	78.072
2.618	77.542
4.250	76.678

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	79.195	79.445
PP	79.165	79.331
S1	79.134	79.218

Download as Excel Spreadsheet

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

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