ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 20-May-2010

Day Change Summary
	Previous	Current
	19-May-2010	20-May-2010	Change	Change %	Previous Week
Open	87.760	86.975	-0.785	-0.9%	84.275
High	87.925	87.290	-0.635	-0.7%	86.780
Low	86.810	86.050	-0.760	-0.9%	83.405
Close	86.870	86.086	-0.784	-0.9%	86.561
Range	1.115	1.240	0.125	11.2%	3.375
ATR	0.773	0.806	0.033	4.3%	0.000
Volume	124	120	-4	-3.2%	331

Daily Pivots for day following 20-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.195	89.381	86.768
R3	88.955	88.141	86.427
R2	87.715	87.715	86.313
R1	86.901	86.901	86.200	86.688
PP	86.475	86.475	86.475	86.369
S1	85.661	85.661	85.972	85.448
S2	85.235	85.235	85.859
S3	83.995	84.421	85.745
S4	82.755	83.181	85.404

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	87.925	85.760	2.165	2.5%	1.124	1.3%	15%	False	False	91
10	87.925	83.405	4.520	5.3%	0.905	1.1%	59%	False	False	91
20	87.925	81.700	6.225	7.2%	0.775	0.9%	70%	False	False	132
40	87.925	80.510	7.415	8.6%	0.569	0.7%	75%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.212
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.560
2.618	90.536
1.618	89.296
1.000	88.530
0.618	88.056
HIGH	87.290
0.618	86.816
0.500	86.670
0.382	86.524
LOW	86.050
0.618	85.284
1.000	84.810
1.618	84.044
2.618	82.804
4.250	80.780

Fisher Pivots for day following 20-May-2010
Pivot	1 day	3 day
R1	86.670	86.988
PP	86.475	86.687
S1	86.281	86.387

Download as Excel Spreadsheet

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

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