ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	80.887	80.435	-0.452	-0.6%	80.437
High	80.887	80.655	-0.232	-0.3%	80.915
Low	80.887	80.000	-0.887	-1.1%	79.875
Close	80.887	80.006	-0.881	-1.1%	80.887
Range	0.000	0.655	0.655		1.040
ATR
Volume	0	58	58		700

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.185	81.751	80.366
R3	81.530	81.096	80.186
R2	80.875	80.875	80.126
R1	80.441	80.441	80.066	80.331
PP	80.220	80.220	80.220	80.165
S1	79.786	79.786	79.946	79.676
S2	79.565	79.565	79.886
S3	78.910	79.131	79.826
S4	78.255	78.476	79.646

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.679	83.323	81.459
R3	82.639	82.283	81.173
R2	81.599	81.599	81.078
R1	81.243	81.243	80.982	81.421
PP	80.559	80.559	80.559	80.648
S1	80.203	80.203	80.792	80.381
S2	79.519	79.519	80.696
S3	78.479	79.163	80.601
S4	77.439	78.123	80.315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.915	79.875	1.040	1.3%	0.156	0.2%	13%	False	False	151
10	82.150	79.875	2.275	2.8%	0.210	0.3%	6%	False	False	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.439
2.618	82.370
1.618	81.715
1.000	81.310
0.618	81.060
HIGH	80.655
0.618	80.405
0.500	80.328
0.382	80.250
LOW	80.000
0.618	79.595
1.000	79.345
1.618	78.940
2.618	78.285
4.250	77.216

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	80.328	80.458
PP	80.220	80.307
S1	80.113	80.157

Download as Excel Spreadsheet

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

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