ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	78.135	78.055	-0.080	-0.1%	78.455
High	78.195	78.185	-0.010	0.0%	78.470
Low	77.715	77.580	-0.135	-0.2%	77.000
Close	78.094	77.721	-0.373	-0.5%	78.180
Range	0.480	0.605	0.125	26.0%	1.470
ATR	0.684	0.678	-0.006	-0.8%	0.000
Volume	19,607	22,374	2,767	14.1%	114,220

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.644	79.287	78.054
R3	79.039	78.682	77.887
R2	78.434	78.434	77.832
R1	78.077	78.077	77.776	77.953
PP	77.829	77.829	77.829	77.767
S1	77.472	77.472	77.666	77.348
S2	77.224	77.224	77.610
S3	76.619	76.867	77.555
S4	76.014	76.262	77.388

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.293	81.707	78.989
R3	80.823	80.237	78.584
R2	79.353	79.353	78.450
R1	78.767	78.767	78.315	78.325
PP	77.883	77.883	77.883	77.663
S1	77.297	77.297	78.045	76.855
S2	76.413	76.413	77.911
S3	74.943	75.827	77.776
S4	73.473	74.357	77.372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.440	77.135	1.305	1.7%	0.641	0.8%	45%	False	False	21,957
10	78.470	77.000	1.470	1.9%	0.646	0.8%	49%	False	False	22,021
20	81.145	77.000	4.145	5.3%	0.720	0.9%	17%	False	False	23,871
40	81.635	77.000	4.635	6.0%	0.677	0.9%	16%	False	False	20,448
60	81.935	77.000	4.935	6.3%	0.714	0.9%	15%	False	False	15,111
80	81.935	76.175	5.760	7.4%	0.727	0.9%	27%	False	False	11,356

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 3 trading days

Fibonacci Retracements and Extensions
4.250	80.756
2.618	79.769
1.618	79.164
1.000	78.790
0.618	78.559
HIGH	78.185
0.618	77.954
0.500	77.883
0.382	77.811
LOW	77.580
0.618	77.206
1.000	76.975
1.618	76.601
2.618	75.996
4.250	75.009

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	77.883	78.010
PP	77.829	77.914
S1	77.775	77.817

Download as Excel Spreadsheet

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

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