ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 85.230 85.525 0.295 0.3% 82.410
High 85.285 85.855 0.570 0.7% 85.590
Low 84.835 85.485 0.650 0.8% 82.410
Close 85.312 85.682 0.370 0.4% 84.999
Range 0.450 0.370 -0.080 -17.8% 3.180
ATR 0.652 0.644 -0.008 -1.2% 0.000
Volume 32 19 -13 -40.6% 441
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 86.784 86.603 85.886
R3 86.414 86.233 85.784
R2 86.044 86.044 85.750
R1 85.863 85.863 85.716 85.954
PP 85.674 85.674 85.674 85.719
S1 85.493 85.493 85.648 85.584
S2 85.304 85.304 85.614
S3 84.934 85.123 85.580
S4 84.564 84.753 85.479
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 85.855 83.405 2.450 2.9% 0.685 0.8% 93% True False 90
10 85.855 82.065 3.790 4.4% 0.694 0.8% 95% True False 102
20 85.855 80.940 4.915 5.7% 0.576 0.7% 96% True False 129
40 85.855 80.510 5.345 6.2% 0.461 0.5% 97% True False 97
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 0.144
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 87.428
2.618 86.824
1.618 86.454
1.000 86.225
0.618 86.084
HIGH 85.855
0.618 85.714
0.500 85.670
0.382 85.626
LOW 85.485
0.618 85.256
1.000 85.115
1.618 84.886
2.618 84.516
4.250 83.913
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 85.678 85.556
PP 85.674 85.431
S1 85.670 85.305

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

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