ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	81.625	81.845	0.220	0.3%	80.025
High	81.750	81.985	0.235	0.3%	81.750
Low	81.430	81.500	0.070	0.1%	79.640
Close	81.701	81.538	-0.163	-0.2%	81.701
Range	0.320	0.485	0.165	51.6%	2.110
ATR	0.444	0.447	0.003	0.7%	0.000
Volume	1,031	210	-821	-79.6%	2,114

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.129	82.819	81.805
R3	82.644	82.334	81.671
R2	82.159	82.159	81.627
R1	81.849	81.849	81.582	81.762
PP	81.674	81.674	81.674	81.631
S1	81.364	81.364	81.494	81.277
S2	81.189	81.189	81.449
S3	80.704	80.879	81.405
S4	80.219	80.394	81.271

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	87.360	86.641	82.862
R3	85.250	84.531	82.281
R2	83.140	83.140	82.088
R1	82.421	82.421	81.894	82.781
PP	81.030	81.030	81.030	81.210
S1	80.311	80.311	81.508	80.671
S2	78.920	78.920	81.314
S3	76.810	78.201	81.121
S4	74.700	76.091	80.541

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.985	79.640	2.345	2.9%	0.526	0.6%	81%	True	False	458
10	81.985	79.525	2.460	3.0%	0.435	0.5%	82%	True	False	242
20	81.985	79.525	2.460	3.0%	0.362	0.4%	82%	True	False	129

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	0.072
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.046
2.618	83.255
1.618	82.770
1.000	82.470
0.618	82.285
HIGH	81.985
0.618	81.800
0.500	81.743
0.382	81.685
LOW	81.500
0.618	81.200
1.000	81.015
1.618	80.715
2.618	80.230
4.250	79.439

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	81.743	81.506
PP	81.674	81.474
S1	81.606	81.443

Download as Excel Spreadsheet

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

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