ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 04-May-2011

Day Change Summary
	Previous	Current
	03-May-2011	04-May-2011	Change	Change %	Previous Week
Open	73.720	73.690	-0.030	0.0%	74.625
High	73.845	73.890	0.045	0.1%	74.950
Low	73.500	73.370	-0.130	-0.2%	73.500
Close	73.745	73.663	-0.082	-0.1%	73.532
Range	0.345	0.520	0.175	50.7%	1.450
ATR	0.446	0.451	0.005	1.2%	0.000
Volume	247	44	-203	-82.2%	269

Daily Pivots for day following 04-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.201	74.952	73.949
R3	74.681	74.432	73.806
R2	74.161	74.161	73.758
R1	73.912	73.912	73.711	73.777
PP	73.641	73.641	73.641	73.573
S1	73.392	73.392	73.615	73.257
S2	73.121	73.121	73.568
S3	72.601	72.872	73.520
S4	72.081	72.352	73.377

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	73.890	73.325	0.565	0.8%	0.398	0.5%	60%	True	False	104
10	75.530	73.325	2.205	3.0%	0.448	0.6%	15%	False	False	85
20	76.465	73.325	3.140	4.3%	0.409	0.6%	11%	False	False	56
40	77.977	73.325	4.652	6.3%	0.330	0.4%	7%	False	False	33

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	0.121
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.100
2.618	75.251
1.618	74.731
1.000	74.410
0.618	74.211
HIGH	73.890
0.618	73.691
0.500	73.630
0.382	73.569
LOW	73.370
0.618	73.049
1.000	72.850
1.618	72.529
2.618	72.009
4.250	71.160

Fisher Pivots for day following 04-May-2011
Pivot	1 day	3 day
R1	73.652	73.645
PP	73.641	73.626
S1	73.630	73.608

Download as Excel Spreadsheet

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

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