ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 30-Dec-2010

Day Change Summary
	Previous	Current
	29-Dec-2010	30-Dec-2010	Change	Change %	Previous Week
Open	80.965	80.375	-0.590	-0.7%	81.320
High	80.965	80.395	-0.570	-0.7%	81.505
Low	80.900	80.005	-0.895	-1.1%	81.100
Close	80.502	80.198	-0.304	-0.4%	81.242
Range	0.065	0.390	0.325	500.0%	0.405
ATR	0.372	0.381	0.009	2.4%	0.000
Volume	61	4	-57	-93.4%	37

Daily Pivots for day following 30-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.369	81.174	80.413
R3	80.979	80.784	80.305
R2	80.589	80.589	80.270
R1	80.394	80.394	80.234	80.297
PP	80.199	80.199	80.199	80.151
S1	80.004	80.004	80.162	79.907
S2	79.809	79.809	80.127
S3	79.419	79.614	80.091
S4	79.029	79.224	79.984

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	80.005	1.500	1.9%	0.269	0.3%	13%	False	True	15
10	81.505	80.005	1.500	1.9%	0.259	0.3%	13%	False	True	11
20	81.690	79.790	1.900	2.4%	0.253	0.3%	21%	False	False	47

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	82.053
2.618	81.416
1.618	81.026
1.000	80.785
0.618	80.636
HIGH	80.395
0.618	80.246
0.500	80.200
0.382	80.154
LOW	80.005
0.618	79.764
1.000	79.615
1.618	79.374
2.618	78.984
4.250	78.348

Fisher Pivots for day following 30-Dec-2010
Pivot	1 day	3 day
R1	80.200	80.485
PP	80.199	80.389
S1	80.199	80.294

Download as Excel Spreadsheet

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

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