ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	79.305	79.235	-0.070	-0.1%	79.655
High	79.705	79.235	-0.470	-0.6%	80.085
Low	79.015	78.620	-0.395	-0.5%	78.620
Close	79.349	78.735	-0.614	-0.8%	78.735
Range	0.690	0.615	-0.075	-10.9%	1.465
ATR	0.547	0.560	0.013	2.4%	0.000
Volume	120	44	-76	-63.3%	442

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.708	80.337	79.073
R3	80.093	79.722	78.904
R2	79.478	79.478	78.848
R1	79.107	79.107	78.791	78.985
PP	78.863	78.863	78.863	78.803
S1	78.492	78.492	78.679	78.370
S2	78.248	78.248	78.622
S3	77.633	77.877	78.566
S4	77.018	77.262	78.397

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.542	82.603	79.541
R3	82.077	81.138	79.138
R2	80.612	80.612	79.004
R1	79.673	79.673	78.869	79.410
PP	79.147	79.147	79.147	79.015
S1	78.208	78.208	78.601	77.945
S2	77.682	77.682	78.466
S3	76.217	76.743	78.332
S4	74.752	75.278	77.929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.085	78.620	1.465	1.9%	0.631	0.8%	8%	False	True	88
10	81.985	78.620	3.365	4.3%	0.635	0.8%	3%	False	True	108
20	81.985	78.620	3.365	4.3%	0.527	0.7%	3%	False	True	165

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	0.078
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.849
2.618	80.845
1.618	80.230
1.000	79.850
0.618	79.615
HIGH	79.235
0.618	79.000
0.500	78.928
0.382	78.855
LOW	78.620
0.618	78.240
1.000	78.005
1.618	77.625
2.618	77.010
4.250	76.006

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	78.928	79.163
PP	78.863	79.020
S1	78.799	78.878

Download as Excel Spreadsheet

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

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