ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 02-Dec-2010

Day Change Summary
	Previous	Current
	01-Dec-2010	02-Dec-2010	Change	Change %	Previous Week
Open	81.730	81.205	-0.525	-0.6%	78.760
High	81.820	81.490	-0.330	-0.4%	80.990
Low	80.950	80.535	-0.415	-0.5%	78.440
Close	81.167	80.731	-0.436	-0.5%	80.828
Range	0.870	0.955	0.085	9.8%	2.550
ATR	0.761	0.774	0.014	1.8%	0.000
Volume	570	687	117	20.5%	1,079

Daily Pivots for day following 02-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.784	83.212	81.256
R3	82.829	82.257	80.994
R2	81.874	81.874	80.906
R1	81.302	81.302	80.819	81.111
PP	80.919	80.919	80.919	80.823
S1	80.347	80.347	80.643	80.156
S2	79.964	79.964	80.556
S3	79.009	79.392	80.468
S4	78.054	78.437	80.206

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	81.935	80.270	1.665	2.1%	0.862	1.1%	28%	False	False	391
10	81.935	78.440	3.495	4.3%	0.756	0.9%	66%	False	False	322
20	81.935	76.330	5.605	6.9%	0.756	0.9%	79%	False	False	234
40	81.935	76.175	5.760	7.1%	0.722	0.9%	79%	False	False	154

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	0.144
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.549
2.618	83.990
1.618	83.035
1.000	82.445
0.618	82.080
HIGH	81.490
0.618	81.125
0.500	81.013
0.382	80.900
LOW	80.535
0.618	79.945
1.000	79.580
1.618	78.990
2.618	78.035
4.250	76.476

Fisher Pivots for day following 02-Dec-2010
Pivot	1 day	3 day
R1	81.013	81.235
PP	80.919	81.067
S1	80.825	80.899

Download as Excel Spreadsheet

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

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