ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	79.120	78.885	-0.235	-0.3%	81.460
High	79.120	79.340	0.220	0.3%	81.635
Low	78.470	78.600	0.130	0.2%	78.970
Close	78.811	78.984	0.173	0.2%	79.366
Range	0.650	0.740	0.090	13.8%	2.665
ATR	0.729	0.730	0.001	0.1%	0.000
Volume	22,266	24,532	2,266	10.2%	124,281

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.195	80.829	79.391
R3	80.455	80.089	79.188
R2	79.715	79.715	79.120
R1	79.349	79.349	79.052	79.532
PP	78.975	78.975	78.975	79.066
S1	78.609	78.609	78.916	78.792
S2	78.235	78.235	78.848
S3	77.495	77.869	78.781
S4	76.755	77.129	78.577

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	87.985	86.341	80.832
R3	85.320	83.676	80.099
R2	82.655	82.655	79.855
R1	81.011	81.011	79.610	80.501
PP	79.990	79.990	79.990	79.735
S1	78.346	78.346	79.122	77.836
S2	77.325	77.325	78.877
S3	74.660	75.681	78.633
S4	71.995	73.016	77.900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.445	78.470	1.975	2.5%	0.834	1.1%	26%	False	False	27,095
10	81.635	78.470	3.165	4.0%	0.728	0.9%	16%	False	False	26,453
20	81.635	78.470	3.165	4.0%	0.676	0.9%	16%	False	False	19,981
40	81.935	78.470	3.465	4.4%	0.729	0.9%	15%	False	False	14,937
60	81.935	76.175	5.760	7.3%	0.737	0.9%	49%	False	False	10,005
80	81.935	76.175	5.760	7.3%	0.703	0.9%	49%	False	False	7,514

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	0.136
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.485
2.618	81.277
1.618	80.537
1.000	80.080
0.618	79.797
HIGH	79.340
0.618	79.057
0.500	78.970
0.382	78.883
LOW	78.600
0.618	78.143
1.000	77.860
1.618	77.403
2.618	76.663
4.250	75.455

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	78.979	79.068
PP	78.975	79.040
S1	78.970	79.012

Download as Excel Spreadsheet

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

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