ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	79.470	79.305	-0.165	-0.2%	81.845
High	79.470	79.705	0.235	0.3%	81.985
Low	78.875	79.015	0.140	0.2%	79.415
Close	79.181	79.349	0.168	0.2%	79.756
Range	0.595	0.690	0.095	16.0%	2.570
ATR	0.536	0.547	0.011	2.1%	0.000
Volume	136	120	-16	-11.8%	645

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.426	81.078	79.729
R3	80.736	80.388	79.539
R2	80.046	80.046	79.476
R1	79.698	79.698	79.412	79.872
PP	79.356	79.356	79.356	79.444
S1	79.008	79.008	79.286	79.182
S2	78.666	78.666	79.223
S3	77.976	78.318	79.159
S4	77.286	77.628	78.970

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	80.085	78.875	1.210	1.5%	0.607	0.8%	39%	False	False	104
10	81.985	78.875	3.110	3.9%	0.605	0.8%	15%	False	False	207
20	81.985	78.875	3.110	3.9%	0.511	0.6%	15%	False	False	163

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	0.091
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.638
2.618	81.511
1.618	80.821
1.000	80.395
0.618	80.131
HIGH	79.705
0.618	79.441
0.500	79.360
0.382	79.279
LOW	79.015
0.618	78.589
1.000	78.325
1.618	77.899
2.618	77.209
4.250	76.083

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	79.360	79.480
PP	79.356	79.436
S1	79.353	79.393

Download as Excel Spreadsheet

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

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