ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	79.070	78.760	-0.310	-0.4%	78.620
High	79.165	79.335	0.170	0.2%	79.960
Low	78.690	78.440	-0.250	-0.3%	78.490
Close	78.974	79.148	0.174	0.2%	78.974
Range	0.475	0.895	0.420	88.4%	1.470
ATR	0.729	0.740	0.012	1.6%	0.000
Volume	242	144	-98	-40.5%	1,069

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.659	81.299	79.640
R3	80.764	80.404	79.394
R2	79.869	79.869	79.312
R1	79.509	79.509	79.230	79.689
PP	78.974	78.974	78.974	79.065
S1	78.614	78.614	79.066	78.794
S2	78.079	78.079	78.984
S3	77.184	77.719	78.902
S4	76.289	76.824	78.656

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.551	82.733	79.783
R3	82.081	81.263	79.378
R2	80.611	80.611	79.244
R1	79.793	79.793	79.109	80.202
PP	79.141	79.141	79.141	79.346
S1	78.323	78.323	78.839	78.732
S2	77.671	77.671	78.705
S3	76.201	76.853	78.570
S4	74.731	75.383	78.166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.960	78.440	1.520	1.9%	0.685	0.9%	47%	False	True	209
10	79.960	77.220	2.740	3.5%	0.741	0.9%	70%	False	False	163
20	79.960	76.175	3.785	4.8%	0.739	0.9%	79%	False	False	132
40	79.960	76.175	3.785	4.8%	0.664	0.8%	79%	False	False	87

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.170
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	83.139
2.618	81.678
1.618	80.783
1.000	80.230
0.618	79.888
HIGH	79.335
0.618	78.993
0.500	78.888
0.382	78.782
LOW	78.440
0.618	77.887
1.000	77.545
1.618	76.992
2.618	76.097
4.250	74.636

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	79.061	79.082
PP	78.974	79.016
S1	78.888	78.950

Download as Excel Spreadsheet

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

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