ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	78.410	78.750	0.340	0.4%	78.785
High	78.735	78.755	0.020	0.0%	78.935
Low	78.175	78.050	-0.125	-0.2%	78.165
Close	78.630	78.225	-0.405	-0.5%	78.630
Range	0.560	0.705	0.145	25.9%	0.770
ATR	0.530	0.543	0.012	2.4%	0.000
Volume	32	19	-13	-40.6%	212

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.458	80.047	78.613
R3	79.753	79.342	78.419
R2	79.048	79.048	78.354
R1	78.637	78.637	78.290	78.490
PP	78.343	78.343	78.343	78.270
S1	77.932	77.932	78.160	77.785
S2	77.638	77.638	78.096
S3	76.933	77.227	78.031
S4	76.228	76.522	77.837

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.887	80.528	79.054
R3	80.117	79.758	78.842
R2	79.347	79.347	78.771
R1	78.988	78.988	78.701	78.783
PP	78.577	78.577	78.577	78.474
S1	78.218	78.218	78.559	78.013
S2	77.807	77.807	78.489
S3	77.037	77.448	78.418
S4	76.267	76.678	78.207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.875	78.050	0.825	1.1%	0.492	0.6%	21%	False	True	30
10	80.085	78.050	2.035	2.6%	0.581	0.7%	9%	False	True	58
20	81.985	78.050	3.935	5.0%	0.577	0.7%	4%	False	True	169
40	81.985	78.050	3.935	5.0%	0.407	0.5%	4%	False	True	110

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.098
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	81.751
2.618	80.601
1.618	79.896
1.000	79.460
0.618	79.191
HIGH	78.755
0.618	78.486
0.500	78.403
0.382	78.319
LOW	78.050
0.618	77.614
1.000	77.345
1.618	76.909
2.618	76.204
4.250	75.054

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	78.403	78.403
PP	78.343	78.343
S1	78.284	78.284

Download as Excel Spreadsheet

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

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