ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 82.870 84.000 1.130 1.4% 81.905
High 83.725 84.625 0.900 1.1% 83.060
Low 82.870 83.795 0.925 1.1% 81.700
Close 83.701 84.500 0.799 1.0% 82.266
Range 0.855 0.830 -0.025 -2.9% 1.360
ATR 0.542 0.569 0.027 5.0% 0.000
Volume 66 53 -13 -19.7% 1,265
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 86.797 86.478 84.957
R3 85.967 85.648 84.728
R2 85.137 85.137 84.652
R1 84.818 84.818 84.576 84.978
PP 84.307 84.307 84.307 84.386
S1 83.988 83.988 84.424 84.148
S2 83.477 83.477 84.348
S3 82.647 83.158 84.272
S4 81.817 82.328 84.044
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 86.422 85.704 83.014
R3 85.062 84.344 82.640
R2 83.702 83.702 82.515
R1 82.984 82.984 82.391 83.343
PP 82.342 82.342 82.342 82.522
S1 81.624 81.624 82.141 81.983
S2 80.982 80.982 82.017
S3 79.622 80.264 81.892
S4 78.262 78.904 81.518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.625 82.065 2.560 3.0% 0.560 0.7% 95% True False 102
10 84.625 81.440 3.185 3.8% 0.613 0.7% 96% True False 158
20 84.625 80.510 4.115 4.9% 0.484 0.6% 97% True False 120
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 0.072
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.153
2.618 86.798
1.618 85.968
1.000 85.455
0.618 85.138
HIGH 84.625
0.618 84.308
0.500 84.210
0.382 84.112
LOW 83.795
0.618 83.282
1.000 82.965
1.618 82.452
2.618 81.622
4.250 80.268
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 84.403 84.173
PP 84.307 83.845
S1 84.210 83.518

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

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