ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	77.405	78.315	0.910	1.2%	77.465
High	78.135	78.865	0.730	0.9%	77.715
Low	77.405	78.315	0.910	1.2%	77.170
Close	77.955	78.805	0.850	1.1%	77.785
Range	0.730	0.550	-0.180	-24.7%	0.545
ATR
Volume	1	7	6	600.0%	252

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.312	80.108	79.108
R3	79.762	79.558	78.956
R2	79.212	79.212	78.906
R1	79.008	79.008	78.855	79.110
PP	78.662	78.662	78.662	78.713
S1	78.458	78.458	78.755	78.560
S2	78.112	78.112	78.704
S3	77.562	77.908	78.654
S4	77.012	77.358	78.503

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.192	79.033	78.085
R3	78.647	78.488	77.935
R2	78.102	78.102	77.885
R1	77.943	77.943	77.835	78.023
PP	77.557	77.557	77.557	77.596
S1	77.398	77.398	77.735	77.478
S2	77.012	77.012	77.685
S3	76.467	76.853	77.635
S4	75.922	76.308	77.485

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.865	77.170	1.695	2.2%	0.301	0.4%	96%	True	False	5
10	78.865	77.170	1.695	2.2%	0.358	0.5%	96%	True	False	27

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.203
2.618	80.305
1.618	79.755
1.000	79.415
0.618	79.205
HIGH	78.865
0.618	78.655
0.500	78.590
0.382	78.525
LOW	78.315
0.618	77.975
1.000	77.765
1.618	77.425
2.618	76.875
4.250	75.978

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	78.733	78.582
PP	78.662	78.358
S1	78.590	78.135

Download as Excel Spreadsheet

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

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