ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 06-May-2010

Day Change Summary
	Previous	Current
	05-May-2010	06-May-2010	Change	Change %	Previous Week
Open	84.000	84.800	0.800	1.0%	81.905
High	84.625	85.575	0.950	1.1%	83.060
Low	83.795	84.595	0.800	1.0%	81.700
Close	84.500	85.377	0.877	1.0%	82.266
Range	0.830	0.980	0.150	18.1%	1.360
ATR	0.569	0.605	0.036	6.4%	0.000
Volume	53	166	113	213.2%	1,265

Daily Pivots for day following 06-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.122	87.730	85.916
R3	87.142	86.750	85.647
R2	86.162	86.162	85.557
R1	85.770	85.770	85.467	85.966
PP	85.182	85.182	85.182	85.281
S1	84.790	84.790	85.287	84.986
S2	84.202	84.202	85.197
S3	83.222	83.810	85.108
S4	82.242	82.830	84.838

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	85.575	82.065	3.510	4.1%	0.703	0.8%	94%	True	False	114
10	85.575	81.700	3.875	4.5%	0.645	0.8%	95%	True	False	172
20	85.575	80.510	5.065	5.9%	0.514	0.6%	96%	True	False	124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.087
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	89.740
2.618	88.141
1.618	87.161
1.000	86.555
0.618	86.181
HIGH	85.575
0.618	85.201
0.500	85.085
0.382	84.969
LOW	84.595
0.618	83.989
1.000	83.615
1.618	83.009
2.618	82.029
4.250	80.430

Fisher Pivots for day following 06-May-2010
Pivot	1 day	3 day
R1	85.280	84.992
PP	85.182	84.607
S1	85.085	84.223

Download as Excel Spreadsheet

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

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