ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	80.585	79.800	-0.785	-1.0%	81.845
High	80.670	79.910	-0.760	-0.9%	81.985
Low	79.660	79.415	-0.245	-0.3%	79.415
Close	79.796	79.756	-0.040	-0.1%	79.756
Range	1.010	0.495	-0.515	-51.0%	2.570
ATR	0.510	0.509	-0.001	-0.2%	0.000
Volume	152	126	-26	-17.1%	645

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.179	80.962	80.028
R3	80.684	80.467	79.892
R2	80.189	80.189	79.847
R1	79.972	79.972	79.801	79.833
PP	79.694	79.694	79.694	79.624
S1	79.477	79.477	79.711	79.338
S2	79.199	79.199	79.665
S3	78.704	78.982	79.620
S4	78.209	78.487	79.484

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	88.095	86.496	81.170
R3	85.525	83.926	80.463
R2	82.955	82.955	80.227
R1	81.356	81.356	79.992	80.871
PP	80.385	80.385	80.385	80.143
S1	78.786	78.786	79.520	78.301
S2	77.815	77.815	79.285
S3	75.245	76.216	79.049
S4	72.675	73.646	78.343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.985	79.415	2.570	3.2%	0.638	0.8%	13%	False	True	129
10	81.985	79.415	2.570	3.2%	0.570	0.7%	13%	False	True	275
20	81.985	79.415	2.570	3.2%	0.446	0.6%	13%	False	True	145

Crabel Price Patterns
NR	True
NR4	False
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	False
Stretch	0.102
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.014
2.618	81.206
1.618	80.711
1.000	80.405
0.618	80.216
HIGH	79.910
0.618	79.721
0.500	79.663
0.382	79.604
LOW	79.415
0.618	79.109
1.000	78.920
1.618	78.614
2.618	78.119
4.250	77.311

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	79.725	80.448
PP	79.694	80.217
S1	79.663	79.987

Download as Excel Spreadsheet

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

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