ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	78.630	78.590	-0.040	-0.1%	78.170
High	78.830	78.870	0.040	0.1%	78.795
Low	78.395	78.220	-0.175	-0.2%	77.580
Close	78.660	78.277	-0.383	-0.5%	78.565
Range	0.435	0.650	0.215	49.4%	1.215
ATR	0.652	0.652	0.000	0.0%	0.000
Volume	14,250	25,516	11,266	79.1%	103,838

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.406	79.991	78.635
R3	79.756	79.341	78.456
R2	79.106	79.106	78.396
R1	78.691	78.691	78.337	78.574
PP	78.456	78.456	78.456	78.397
S1	78.041	78.041	78.217	77.924
S2	77.806	77.806	78.158
S3	77.156	77.391	78.098
S4	76.506	76.741	77.920

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.958	81.477	79.233
R3	80.743	80.262	78.899
R2	79.528	79.528	78.788
R1	79.047	79.047	78.676	79.288
PP	78.313	78.313	78.313	78.434
S1	77.832	77.832	78.454	78.073
S2	77.098	77.098	78.342
S3	75.883	76.617	78.231
S4	74.668	75.402	77.897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.980	77.750	1.230	1.6%	0.592	0.8%	43%	False	False	20,242
10	78.980	77.135	1.845	2.4%	0.617	0.8%	62%	False	False	21,100
20	79.340	77.000	2.340	3.0%	0.649	0.8%	55%	False	False	21,685
40	81.635	77.000	4.635	5.9%	0.659	0.8%	28%	False	False	20,581
60	81.935	77.000	4.935	6.3%	0.706	0.9%	26%	False	False	16,781
80	81.935	76.175	5.760	7.4%	0.714	0.9%	36%	False	False	12,619
100	81.935	76.175	5.760	7.4%	0.689	0.9%	36%	False	False	10,103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.152
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.633
2.618	80.572
1.618	79.922
1.000	79.520
0.618	79.272
HIGH	78.870
0.618	78.622
0.500	78.545
0.382	78.468
LOW	78.220
0.618	77.818
1.000	77.570
1.618	77.168
2.618	76.518
4.250	75.458

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	78.545	78.600
PP	78.456	78.492
S1	78.366	78.385

Download as Excel Spreadsheet

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

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