ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 29-Dec-2010

Day Change Summary
	Previous	Current
	28-Dec-2010	29-Dec-2010	Change	Change %	Previous Week
Open	80.760	80.965	0.205	0.3%	81.320
High	80.760	80.965	0.205	0.3%	81.505
Low	80.495	80.900	0.405	0.5%	81.100
Close	81.080	80.502	-0.578	-0.7%	81.242
Range	0.265	0.065	-0.200	-75.5%	0.405
ATR	0.387	0.372	-0.015	-3.8%	0.000
Volume	5	61	56	1,120.0%	37

Daily Pivots for day following 29-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.984	80.808	80.538
R3	80.919	80.743	80.520
R2	80.854	80.854	80.514
R1	80.678	80.678	80.508	80.734
PP	80.789	80.789	80.789	80.817
S1	80.613	80.613	80.496	80.669
S2	80.724	80.724	80.490
S3	80.659	80.548	80.484
S4	80.594	80.483	80.466

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.497	82.275	81.465
R3	82.092	81.870	81.353
R2	81.687	81.687	81.316
R1	81.465	81.465	81.279	81.374
PP	81.282	81.282	81.282	81.237
S1	81.060	81.060	81.205	80.969
S2	80.877	80.877	81.168
S3	80.472	80.655	81.131
S4	80.067	80.250	81.019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.505	80.495	1.010	1.3%	0.191	0.2%	1%	False	False	16
10	81.505	80.375	1.130	1.4%	0.221	0.3%	11%	False	False	11
20	82.000	79.790	2.210	2.7%	0.233	0.3%	32%	False	False	47

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	True
Stretch	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.241
2.618	81.135
1.618	81.070
1.000	81.030
0.618	81.005
HIGH	80.965
0.618	80.940
0.500	80.933
0.382	80.925
LOW	80.900
0.618	80.860
1.000	80.835
1.618	80.795
2.618	80.730
4.250	80.624

Fisher Pivots for day following 29-Dec-2010
Pivot	1 day	3 day
R1	80.933	80.898
PP	80.789	80.766
S1	80.646	80.634

Download as Excel Spreadsheet

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

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