ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 26-Apr-2011

Day Change Summary
	Previous	Current
	25-Apr-2011	26-Apr-2011	Change	Change %	Previous Week
Open	74.625	74.910	0.285	0.4%	75.620
High	74.785	74.950	0.165	0.2%	76.350
Low	74.480	74.375	-0.105	-0.1%	74.510
Close	74.596	74.450	-0.146	-0.2%	74.605
Range	0.305	0.575	0.270	88.5%	1.840
ATR	0.426	0.437	0.011	2.5%	0.000
Volume	0	87	87		321

Daily Pivots for day following 26-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.317	75.958	74.766
R3	75.742	75.383	74.608
R2	75.167	75.167	74.555
R1	74.808	74.808	74.503	74.700
PP	74.592	74.592	74.592	74.538
S1	74.233	74.233	74.397	74.125
S2	74.017	74.017	74.345
S3	73.442	73.658	74.292
S4	72.867	73.083	74.134

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.675	79.480	75.617
R3	78.835	77.640	75.111
R2	76.995	76.995	74.942
R1	75.800	75.800	74.774	75.478
PP	75.155	75.155	75.155	74.994
S1	73.960	73.960	74.436	73.638
S2	73.315	73.315	74.268
S3	71.475	72.120	74.099
S4	69.635	70.280	73.593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.255	74.375	1.880	2.5%	0.481	0.6%	4%	False	True	74
10	76.350	74.375	1.975	2.7%	0.446	0.6%	4%	False	True	49
20	77.250	74.375	2.875	3.9%	0.361	0.5%	3%	False	True	31

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	0.071
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	77.394
2.618	76.455
1.618	75.880
1.000	75.525
0.618	75.305
HIGH	74.950
0.618	74.730
0.500	74.663
0.382	74.595
LOW	74.375
0.618	74.020
1.000	73.800
1.618	73.445
2.618	72.870
4.250	71.931

Fisher Pivots for day following 26-Apr-2011
Pivot	1 day	3 day
R1	74.663	74.663
PP	74.592	74.592
S1	74.521	74.521

Download as Excel Spreadsheet

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

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