ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	82.775	82.675	-0.100	-0.1%	82.330
High	82.995	82.680	-0.315	-0.4%	82.995
Low	82.465	82.060	-0.405	-0.5%	82.305
Close	82.701	82.092	-0.609	-0.7%	82.701
Range	0.530	0.620	0.090	17.0%	0.690
ATR	0.664	0.663	-0.002	-0.3%	0.000
Volume	10,068	859	-9,209	-91.5%	85,846

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.137	83.735	82.433
R3	83.517	83.115	82.263
R2	82.897	82.897	82.206
R1	82.495	82.495	82.149	82.386
PP	82.277	82.277	82.277	82.223
S1	81.875	81.875	82.035	81.766
S2	81.657	81.657	81.978
S3	81.037	81.255	81.922
S4	80.417	80.635	81.751

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.737	84.409	83.081
R3	84.047	83.719	82.891
R2	83.357	83.357	82.828
R1	83.029	83.029	82.764	83.193
PP	82.667	82.667	82.667	82.749
S1	82.339	82.339	82.638	82.503
S2	81.977	81.977	82.575
S3	81.287	81.649	82.511
S4	80.597	80.959	82.322

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.995	82.060	0.935	1.1%	0.568	0.7%	3%	False	True	17,341
10	83.405	82.015	1.390	1.7%	0.592	0.7%	6%	False	False	18,409
20	83.635	81.995	1.640	2.0%	0.621	0.8%	6%	False	False	19,934
40	83.640	80.170	3.470	4.2%	0.688	0.8%	55%	False	False	19,407
60	86.710	80.170	6.540	8.0%	0.712	0.9%	29%	False	False	19,076
80	89.220	80.170	9.050	11.0%	0.763	0.9%	21%	False	False	16,104
100	89.220	80.170	9.050	11.0%	0.765	0.9%	21%	False	False	12,909
120	89.220	80.170	9.050	11.0%	0.698	0.9%	21%	False	False	10,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.112
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.315
2.618	84.303
1.618	83.683
1.000	83.300
0.618	83.063
HIGH	82.680
0.618	82.443
0.500	82.370
0.382	82.297
LOW	82.060
0.618	81.677
1.000	81.440
1.618	81.057
2.618	80.437
4.250	79.425

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	82.370	82.528
PP	82.277	82.382
S1	82.185	82.237

Download as Excel Spreadsheet

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

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