ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	80.280	80.840	0.560	0.7%	78.760
High	80.990	81.630	0.640	0.8%	80.990
Low	80.270	80.600	0.330	0.4%	78.440
Close	80.828	81.332	0.504	0.6%	80.828
Range	0.720	1.030	0.310	43.1%	2.550
ATR	0.732	0.753	0.021	2.9%	0.000
Volume	48	202	154	320.8%	1,079

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.277	83.835	81.899
R3	83.247	82.805	81.615
R2	82.217	82.217	81.521
R1	81.775	81.775	81.426	81.996
PP	81.187	81.187	81.187	81.298
S1	80.745	80.745	81.238	80.966
S2	80.157	80.157	81.143
S3	79.127	79.715	81.049
S4	78.097	78.685	80.766

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.736	86.832	82.231
R3	85.186	84.282	81.529
R2	82.636	82.636	81.296
R1	81.732	81.732	81.062	82.184
PP	80.086	80.086	80.086	80.312
S1	79.182	79.182	80.594	79.634
S2	77.536	77.536	80.361
S3	74.986	76.632	80.127
S4	72.436	74.082	79.426

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.630	79.225	2.405	3.0%	0.725	0.9%	88%	True	False	227
10	81.630	78.440	3.190	3.9%	0.705	0.9%	91%	True	False	218
20	81.630	76.175	5.455	6.7%	0.751	0.9%	95%	True	False	172
40	81.630	76.175	5.455	6.7%	0.707	0.9%	95%	True	False	113

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	0.121
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	86.008
2.618	84.327
1.618	83.297
1.000	82.660
0.618	82.267
HIGH	81.630
0.618	81.237
0.500	81.115
0.382	80.993
LOW	80.600
0.618	79.963
1.000	79.570
1.618	78.933
2.618	77.903
4.250	76.223

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	81.260	81.176
PP	81.187	81.019
S1	81.115	80.863

Download as Excel Spreadsheet

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

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