ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 02-May-2011

Day Change Summary
	Previous	Current
	29-Apr-2011	02-May-2011	Change	Change %	Previous Week
Open	73.685	73.510	-0.175	-0.2%	74.625
High	73.750	73.860	0.110	0.1%	74.950
Low	73.500	73.325	-0.175	-0.2%	73.500
Close	73.532	73.559	0.027	0.0%	73.532
Range	0.250	0.535	0.285	114.0%	1.450
ATR	0.447	0.454	0.006	1.4%	0.000
Volume	89	86	-3	-3.4%	269

Daily Pivots for day following 02-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.186	74.908	73.853
R3	74.651	74.373	73.706
R2	74.116	74.116	73.657
R1	73.838	73.838	73.608	73.977
PP	73.581	73.581	73.581	73.651
S1	73.303	73.303	73.510	73.442
S2	73.046	73.046	73.461
S3	72.511	72.768	73.412
S4	71.976	72.233	73.265

Weekly Pivots for week ending 29-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.344	77.388	74.330
R3	76.894	75.938	73.931
R2	75.444	75.444	73.798
R1	74.488	74.488	73.665	74.241
PP	73.994	73.994	73.994	73.871
S1	73.038	73.038	73.399	72.791
S2	72.544	72.544	73.266
S3	71.094	71.588	73.133
S4	69.644	70.138	72.735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.950	73.325	1.625	2.2%	0.473	0.6%	14%	False	True	71
10	76.350	73.325	3.025	4.1%	0.493	0.7%	8%	False	True	67
20	76.720	73.325	3.395	4.6%	0.388	0.5%	7%	False	True	44

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	0.097
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	76.134
2.618	75.261
1.618	74.726
1.000	74.395
0.618	74.191
HIGH	73.860
0.618	73.656
0.500	73.593
0.382	73.529
LOW	73.325
0.618	72.994
1.000	72.790
1.618	72.459
2.618	71.924
4.250	71.051

Fisher Pivots for day following 02-May-2011
Pivot	1 day	3 day
R1	73.593	73.600
PP	73.581	73.586
S1	73.570	73.573

Download as Excel Spreadsheet

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

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