ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 23-Nov-2010

Day Change Summary
	Previous	Current
	22-Nov-2010	23-Nov-2010	Change	Change %	Previous Week
Open	78.760	79.320	0.560	0.7%	78.620
High	79.335	80.205	0.870	1.1%	79.960
Low	78.440	79.225	0.785	1.0%	78.490
Close	79.148	80.157	1.009	1.3%	78.974
Range	0.895	0.980	0.085	9.5%	1.470
ATR	0.740	0.763	0.023	3.1%	0.000
Volume	144	172	28	19.4%	1,069

Daily Pivots for day following 23-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.802	82.460	80.696
R3	81.822	81.480	80.427
R2	80.842	80.842	80.337
R1	80.500	80.500	80.247	80.671
PP	79.862	79.862	79.862	79.948
S1	79.520	79.520	80.067	79.691
S2	78.882	78.882	79.977
S3	77.902	78.540	79.888
S4	76.922	77.560	79.618

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	80.205	78.440	1.765	2.2%	0.678	0.8%	97%	True	False	220
10	80.205	78.025	2.180	2.7%	0.723	0.9%	98%	True	False	172
20	80.205	76.175	4.030	5.0%	0.755	0.9%	99%	True	False	141
40	80.205	76.175	4.030	5.0%	0.678	0.8%	99%	True	False	91

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	0.126
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.370
2.618	82.771
1.618	81.791
1.000	81.185
0.618	80.811
HIGH	80.205
0.618	79.831
0.500	79.715
0.382	79.599
LOW	79.225
0.618	78.619
1.000	78.245
1.618	77.639
2.618	76.659
4.250	75.060

Fisher Pivots for day following 23-Nov-2010
Pivot	1 day	3 day
R1	80.010	79.879
PP	79.862	79.601
S1	79.715	79.323

Download as Excel Spreadsheet

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

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