ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 19-May-2011

Day Change Summary
	Previous	Current
	18-May-2011	19-May-2011	Change	Change %	Previous Week
Open	75.940	75.900	-0.040	-0.1%	75.640
High	76.200	76.195	-0.005	0.0%	76.645
Low	75.800	75.715	-0.085	-0.1%	75.020
Close	76.132	75.782	-0.350	-0.5%	76.428
Range	0.400	0.480	0.080	20.0%	1.625
ATR	0.607	0.598	-0.009	-1.5%	0.000
Volume	116	106	-10	-8.6%	1,652

Daily Pivots for day following 19-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.337	77.040	76.046
R3	76.857	76.560	75.914
R2	76.377	76.377	75.870
R1	76.080	76.080	75.826	75.989
PP	75.897	75.897	75.897	75.852
S1	75.600	75.600	75.738	75.509
S2	75.417	75.417	75.694
S3	74.937	75.120	75.650
S4	74.457	74.640	75.518

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.906	80.292	77.322
R3	79.281	78.667	76.875
R2	77.656	77.656	76.726
R1	77.042	77.042	76.577	77.349
PP	76.031	76.031	76.031	76.185
S1	75.417	75.417	76.279	75.724
S2	74.406	74.406	76.130
S3	72.781	73.792	75.981
S4	71.156	72.167	75.534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.655	75.490	1.165	1.5%	0.652	0.9%	25%	False	False	235
10	76.655	74.610	2.045	2.7%	0.696	0.9%	57%	False	False	266
20	76.655	73.325	3.330	4.4%	0.612	0.8%	74%	False	False	171
40	77.250	73.325	3.925	5.2%	0.489	0.6%	63%	False	False	100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.204
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.235
2.618	77.452
1.618	76.972
1.000	76.675
0.618	76.492
HIGH	76.195
0.618	76.012
0.500	75.955
0.382	75.898
LOW	75.715
0.618	75.418
1.000	75.235
1.618	74.938
2.618	74.458
4.250	73.675

Fisher Pivots for day following 19-May-2011
Pivot	1 day	3 day
R1	75.955	76.115
PP	75.897	76.004
S1	75.840	75.893

Download as Excel Spreadsheet

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

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