ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 18-Jan-2011

Day Change Summary
	Previous	Current
	17-Jan-2011	18-Jan-2011	Change	Change %	Previous Week
Open	79.655	80.085	0.430	0.5%	81.845
High	80.040	80.085	0.045	0.1%	81.985
Low	79.655	79.215	-0.440	-0.6%	79.415
Close	79.905	79.535	-0.370	-0.5%	79.756
Range	0.385	0.870	0.485	126.0%	2.570
ATR	0.500	0.526	0.026	5.3%	0.000
Volume	91	51	-40	-44.0%	645

Daily Pivots for day following 18-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.222	81.748	80.014
R3	81.352	80.878	79.774
R2	80.482	80.482	79.695
R1	80.008	80.008	79.615	79.810
PP	79.612	79.612	79.612	79.513
S1	79.138	79.138	79.455	78.940
S2	78.742	78.742	79.376
S3	77.872	78.268	79.296
S4	77.002	77.398	79.057

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	81.480	79.215	2.265	2.8%	0.726	0.9%	14%	False	True	97
10	81.985	79.215	2.770	3.5%	0.616	0.8%	12%	False	True	262
20	81.985	79.215	2.770	3.5%	0.450	0.6%	12%	False	True	151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.082
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.783
2.618	82.363
1.618	81.493
1.000	80.955
0.618	80.623
HIGH	80.085
0.618	79.753
0.500	79.650
0.382	79.547
LOW	79.215
0.618	78.677
1.000	78.345
1.618	77.807
2.618	76.937
4.250	75.518

Fisher Pivots for day following 18-Jan-2011
Pivot	1 day	3 day
R1	79.650	79.650
PP	79.612	79.612
S1	79.573	79.573

Download as Excel Spreadsheet

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

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