ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	80.360	80.345	-0.015	0.0%	80.840
High	80.810	80.820	0.010	0.0%	81.935
Low	80.295	80.055	-0.240	-0.3%	79.490
Close	80.371	80.480	0.109	0.1%	79.797
Range	0.515	0.765	0.250	48.5%	2.445
ATR	0.805	0.802	-0.003	-0.4%	0.000
Volume	14,999	21,086	6,087	40.6%	2,786

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.747	82.378	80.901
R3	81.982	81.613	80.690
R2	81.217	81.217	80.620
R1	80.848	80.848	80.550	81.033
PP	80.452	80.452	80.452	80.544
S1	80.083	80.083	80.410	80.268
S2	79.687	79.687	80.340
S3	78.922	79.318	80.270
S4	78.157	78.553	80.059

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.742	86.215	81.142
R3	85.297	83.770	80.469
R2	82.852	82.852	80.245
R1	81.325	81.325	80.021	80.866
PP	80.407	80.407	80.407	80.178
S1	78.880	78.880	79.573	78.421
S2	77.962	77.962	79.349
S3	75.517	76.435	79.125
S4	73.072	73.990	78.452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.820	79.490	1.330	1.7%	0.877	1.1%	74%	True	False	9,068
10	81.935	79.490	2.445	3.0%	0.870	1.1%	40%	False	False	4,729
20	81.935	78.330	3.605	4.5%	0.773	1.0%	60%	False	False	2,473
40	81.935	76.175	5.760	7.2%	0.772	1.0%	75%	False	False	1,280

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.162
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.071
2.618	82.823
1.618	82.058
1.000	81.585
0.618	81.293
HIGH	80.820
0.618	80.528
0.500	80.438
0.382	80.347
LOW	80.055
0.618	79.582
1.000	79.290
1.618	78.817
2.618	78.052
4.250	76.804

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	80.466	80.393
PP	80.452	80.307
S1	80.438	80.220

Download as Excel Spreadsheet

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

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