ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	86.810	86.770	-0.040	0.0%	85.680
High	87.265	87.350	0.085	0.1%	87.550
Low	86.695	86.385	-0.310	-0.4%	85.655
Close	86.877	87.214	0.337	0.4%	86.582
Range	0.570	0.965	0.395	69.3%	1.895
ATR	0.984	0.983	-0.001	-0.1%	0.000
Volume	27,903	16,985	-10,918	-39.1%	148,041

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.878	89.511	87.745
R3	88.913	88.546	87.479
R2	87.948	87.948	87.391
R1	87.581	87.581	87.302	87.765
PP	86.983	86.983	86.983	87.075
S1	86.616	86.616	87.126	86.800
S2	86.018	86.018	87.037
S3	85.053	85.651	86.949
S4	84.088	84.686	86.683

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.281	91.326	87.624
R3	90.386	89.431	87.103
R2	88.491	88.491	86.929
R1	87.536	87.536	86.756	88.014
PP	86.596	86.596	86.596	86.834
S1	85.641	85.641	86.408	86.119
S2	84.701	84.701	86.235
S3	82.806	83.746	86.061
S4	80.911	81.851	85.540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.580	85.935	1.645	1.9%	1.005	1.2%	78%	False	False	20,674
10	87.580	85.325	2.255	2.6%	1.028	1.2%	84%	False	False	29,662
20	87.625	83.070	4.555	5.2%	1.075	1.2%	91%	False	False	34,060
40	87.625	80.140	7.485	8.6%	0.865	1.0%	95%	False	False	27,870
60	87.625	79.730	7.895	9.1%	0.772	0.9%	95%	False	False	25,912
80	87.625	79.730	7.895	9.1%	0.735	0.8%	95%	False	False	19,751
100	87.625	77.170	10.455	12.0%	0.663	0.8%	96%	False	False	15,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.257
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.451
2.618	89.876
1.618	88.911
1.000	88.315
0.618	87.946
HIGH	87.350
0.618	86.981
0.500	86.868
0.382	86.754
LOW	86.385
0.618	85.789
1.000	85.420
1.618	84.824
2.618	83.859
4.250	82.284

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	87.099	87.109
PP	86.983	87.005
S1	86.868	86.900

Download as Excel Spreadsheet

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

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