ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 84.275 84.880 0.605 0.7% 82.410
High 84.895 85.150 0.255 0.3% 85.590
Low 83.405 84.755 1.350 1.6% 82.410
Close 84.685 84.963 0.278 0.3% 84.999
Range 1.490 0.395 -1.095 -73.5% 3.180
ATR 0.683 0.668 -0.016 -2.3% 0.000
Volume 105 160 55 52.4% 441
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 86.141 85.947 85.180
R3 85.746 85.552 85.072
R2 85.351 85.351 85.035
R1 85.157 85.157 84.999 85.254
PP 84.956 84.956 84.956 85.005
S1 84.762 84.762 84.927 84.859
S2 84.561 84.561 84.891
S3 84.166 84.367 84.854
S4 83.771 83.972 84.746
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 93.873 92.616 86.748
R3 90.693 89.436 85.874
R2 87.513 87.513 85.582
R1 86.256 86.256 85.291 86.885
PP 84.333 84.333 84.333 84.647
S1 83.076 83.076 84.708 83.705
S2 81.153 81.153 84.416
S3 77.973 79.896 84.125
S4 74.793 76.716 83.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.590 83.405 2.185 2.6% 0.883 1.0% 71% False False 124
10 85.590 82.065 3.525 4.1% 0.682 0.8% 82% False False 154
20 85.590 80.510 5.080 6.0% 0.572 0.7% 88% False False 136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.151
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.829
2.618 86.184
1.618 85.789
1.000 85.545
0.618 85.394
HIGH 85.150
0.618 84.999
0.500 84.953
0.382 84.906
LOW 84.755
0.618 84.511
1.000 84.360
1.618 84.116
2.618 83.721
4.250 83.076
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 84.960 84.808
PP 84.956 84.653
S1 84.953 84.498

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

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