ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	79.000	79.400	0.400	0.5%	77.550
High	79.310	79.460	0.150	0.2%	79.150
Low	78.910	79.305	0.395	0.5%	77.405
Close	79.175	79.410	0.235	0.3%	78.730
Range	0.400	0.155	-0.245	-61.3%	1.745
ATR	0.423	0.413	-0.010	-2.3%	0.000
Volume	10	21	11	110.0%	151

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.857	79.788	79.495
R3	79.702	79.633	79.453
R2	79.547	79.547	79.438
R1	79.478	79.478	79.424	79.513
PP	79.392	79.392	79.392	79.409
S1	79.323	79.323	79.396	79.358
S2	79.237	79.237	79.382
S3	79.082	79.168	79.367
S4	78.927	79.013	79.325

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.663	82.942	79.690
R3	81.918	81.197	79.210
R2	80.173	80.173	79.050
R1	79.452	79.452	78.890	79.813
PP	78.428	78.428	78.428	78.609
S1	77.707	77.707	78.570	78.068
S2	76.683	76.683	78.410
S3	74.938	75.962	78.250
S4	73.193	74.217	77.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.460	78.605	0.855	1.1%	0.268	0.3%	94%	True	False	23
10	79.460	77.405	2.055	2.6%	0.318	0.4%	98%	True	False	20

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	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.119
2.618	79.866
1.618	79.711
1.000	79.615
0.618	79.556
HIGH	79.460
0.618	79.401
0.500	79.383
0.382	79.364
LOW	79.305
0.618	79.209
1.000	79.150
1.618	79.054
2.618	78.899
4.250	78.646

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	79.401	79.306
PP	79.392	79.202
S1	79.383	79.098

Download as Excel Spreadsheet

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

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