ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 14-May-2010

Day Change Summary
	Previous	Current
	13-May-2010	14-May-2010	Change	Change %	Previous Week
Open	85.525	85.900	0.375	0.4%	84.275
High	85.855	86.780	0.925	1.1%	86.780
Low	85.485	85.760	0.275	0.3%	83.405
Close	85.682	86.561	0.879	1.0%	86.561
Range	0.370	1.020	0.650	175.7%	3.375
ATR	0.644	0.677	0.032	5.0%	0.000
Volume	19	15	-4	-21.1%	331

Daily Pivots for day following 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.427	89.014	87.122
R3	88.407	87.994	86.842
R2	87.387	87.387	86.748
R1	86.974	86.974	86.655	87.181
PP	86.367	86.367	86.367	86.470
S1	85.954	85.954	86.468	86.161
S2	85.347	85.347	86.374
S3	84.327	84.934	86.281
S4	83.307	83.914	86.000

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.707	94.509	88.417
R3	92.332	91.134	87.489
R2	88.957	88.957	87.180
R1	87.759	87.759	86.870	88.358
PP	85.582	85.582	85.582	85.882
S1	84.384	84.384	86.252	84.983
S2	82.207	82.207	85.942
S3	78.832	81.009	85.633
S4	75.457	77.634	84.705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.780	83.405	3.375	3.9%	0.745	0.9%	94%	True	False	66
10	86.780	82.410	4.370	5.0%	0.763	0.9%	95%	True	False	77
20	86.780	81.265	5.515	6.4%	0.613	0.7%	96%	True	False	121
40	86.780	80.510	6.270	7.2%	0.474	0.5%	97%	True	False	97

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	91.115
2.618	89.450
1.618	88.430
1.000	87.800
0.618	87.410
HIGH	86.780
0.618	86.390
0.500	86.270
0.382	86.150
LOW	85.760
0.618	85.130
1.000	84.740
1.618	84.110
2.618	83.090
4.250	81.425

Fisher Pivots for day following 14-May-2010
Pivot	1 day	3 day
R1	86.464	86.310
PP	86.367	86.059
S1	86.270	85.808

Download as Excel Spreadsheet

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

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