ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	80.000	79.765	-0.235	-0.3%	78.795
High	80.000	79.765	-0.235	-0.3%	79.970
Low	79.670	79.485	-0.185	-0.2%	78.690
Close	79.730	79.490	-0.240	-0.3%	79.960
Range	0.330	0.280	-0.050	-15.2%	1.280
ATR	0.417	0.407	-0.010	-2.3%	0.000
Volume	24	19	-5	-20.8%	75

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.420	80.235	79.644
R3	80.140	79.955	79.567
R2	79.860	79.860	79.541
R1	79.675	79.675	79.516	79.628
PP	79.580	79.580	79.580	79.556
S1	79.395	79.395	79.464	79.348
S2	79.300	79.300	79.439
S3	79.020	79.115	79.413
S4	78.740	78.835	79.336

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.380	82.950	80.664
R3	82.100	81.670	80.312
R2	80.820	80.820	80.195
R1	80.390	80.390	80.077	80.605
PP	79.540	79.540	79.540	79.648
S1	79.110	79.110	79.843	79.325
S2	78.260	78.260	79.725
S3	76.980	77.830	79.608
S4	75.700	76.550	79.256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.000	78.910	1.090	1.4%	0.310	0.4%	53%	False	False	19
10	80.000	78.315	1.685	2.1%	0.322	0.4%	70%	False	False	25
20	80.000	77.170	2.830	3.6%	0.327	0.4%	82%	False	False	26

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	0.022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.955
2.618	80.498
1.618	80.218
1.000	80.045
0.618	79.938
HIGH	79.765
0.618	79.658
0.500	79.625
0.382	79.592
LOW	79.485
0.618	79.312
1.000	79.205
1.618	79.032
2.618	78.752
4.250	78.295

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	79.625	79.743
PP	79.580	79.658
S1	79.535	79.574

Download as Excel Spreadsheet

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

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