ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	77.855	77.845	-0.010	0.0%	78.310
High	78.280	78.425	0.145	0.2%	78.630
Low	77.710	77.705	-0.005	0.0%	77.705
Close	77.854	78.280	0.426	0.5%	78.280
Range	0.570	0.720	0.150	26.3%	0.925
ATR	0.708	0.709	0.001	0.1%	0.000
Volume	22,142	25,486	3,344	15.1%	115,262

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.297	80.008	78.676
R3	79.577	79.288	78.478
R2	78.857	78.857	78.412
R1	78.568	78.568	78.346	78.713
PP	78.137	78.137	78.137	78.209
S1	77.848	77.848	78.214	77.993
S2	77.417	77.417	78.148
S3	76.697	77.128	78.082
S4	75.977	76.408	77.884

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.980	80.555	78.789
R3	80.055	79.630	78.534
R2	79.130	79.130	78.450
R1	78.705	78.705	78.365	78.455
PP	78.205	78.205	78.205	78.080
S1	77.780	77.780	78.195	77.530
S2	77.280	77.280	78.110
S3	76.355	76.855	78.026
S4	75.430	75.930	77.771

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.630	77.705	0.925	1.2%	0.605	0.8%	62%	False	True	23,052
10	79.665	77.705	1.960	2.5%	0.705	0.9%	29%	False	True	23,773
20	81.635	77.705	3.930	5.0%	0.712	0.9%	15%	False	True	23,758
40	81.635	77.705	3.930	5.0%	0.725	0.9%	15%	False	True	18,272
60	81.935	76.175	5.760	7.4%	0.733	0.9%	37%	False	False	12,251
80	81.935	76.175	5.760	7.4%	0.719	0.9%	37%	False	False	9,205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.150
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.485
2.618	80.310
1.618	79.590
1.000	79.145
0.618	78.870
HIGH	78.425
0.618	78.150
0.500	78.065
0.382	77.980
LOW	77.705
0.618	77.260
1.000	76.985
1.618	76.540
2.618	75.820
4.250	74.645

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	78.208	78.208
PP	78.137	78.137
S1	78.065	78.065

Download as Excel Spreadsheet

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

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