ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 24-May-2010

Day Change Summary
	Previous	Current
	21-May-2010	24-May-2010	Change	Change %	Previous Week
Open	86.300	86.200	-0.100	-0.1%	87.000
High	86.390	86.980	0.590	0.7%	87.925
Low	85.750	86.090	0.340	0.4%	85.750
Close	85.907	86.687	0.780	0.9%	85.907
Range	0.640	0.890	0.250	39.1%	2.175
ATR	0.794	0.814	0.020	2.5%	0.000
Volume	120	45	-75	-62.5%	563

Daily Pivots for day following 24-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.256	88.861	87.177
R3	88.366	87.971	86.932
R2	87.476	87.476	86.850
R1	87.081	87.081	86.769	87.279
PP	86.586	86.586	86.586	86.684
S1	86.191	86.191	86.605	86.389
S2	85.696	85.696	86.524
S3	84.806	85.301	86.442
S4	83.916	84.411	86.198

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.052	91.655	87.103
R3	90.877	89.480	86.505
R2	88.702	88.702	86.306
R1	87.305	87.305	86.106	86.916
PP	86.527	86.527	86.527	86.333
S1	85.130	85.130	85.708	84.741
S2	84.352	84.352	85.508
S3	82.177	82.955	85.309
S4	80.002	80.780	84.711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.925	85.750	2.175	2.5%	1.072	1.2%	43%	False	False	100
10	87.925	84.755	3.170	3.7%	0.837	1.0%	61%	False	False	83
20	87.925	81.720	6.205	7.2%	0.802	0.9%	80%	False	False	124
40	87.925	80.510	7.415	8.6%	0.590	0.7%	83%	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	0.165
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.763
2.618	89.310
1.618	88.420
1.000	87.870
0.618	87.530
HIGH	86.980
0.618	86.640
0.500	86.535
0.382	86.430
LOW	86.090
0.618	85.540
1.000	85.200
1.618	84.650
2.618	83.760
4.250	82.308

Fisher Pivots for day following 24-May-2010
Pivot	1 day	3 day
R1	86.636	86.631
PP	86.586	86.576
S1	86.535	86.520

Download as Excel Spreadsheet

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

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