ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 27-May-2010

Day Change Summary
	Previous	Current
	26-May-2010	27-May-2010	Change	Change %	Previous Week
Open	87.270	87.665	0.395	0.5%	87.000
High	87.800	87.665	-0.135	-0.2%	87.925
Low	87.050	86.535	-0.515	-0.6%	85.750
Close	87.584	86.622	-0.962	-1.1%	85.907
Range	0.750	1.130	0.380	50.7%	2.175
ATR	0.833	0.854	0.021	2.5%	0.000
Volume	74	51	-23	-31.1%	563

Daily Pivots for day following 27-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.331	89.606	87.244
R3	89.201	88.476	86.933
R2	88.071	88.071	86.829
R1	87.346	87.346	86.726	87.144
PP	86.941	86.941	86.941	86.839
S1	86.216	86.216	86.518	86.014
S2	85.811	85.811	86.415
S3	84.681	85.086	86.311
S4	83.551	83.956	86.001

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	87.850	85.750	2.100	2.4%	0.872	1.0%	42%	False	False	69
10	87.925	85.750	2.175	2.5%	0.998	1.2%	40%	False	False	80
20	87.925	82.065	5.860	6.8%	0.846	1.0%	78%	False	False	91
40	87.925	80.510	7.415	8.6%	0.623	0.7%	82%	False	False	103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.171
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	92.468
2.618	90.623
1.618	89.493
1.000	88.795
0.618	88.363
HIGH	87.665
0.618	87.233
0.500	87.100
0.382	86.967
LOW	86.535
0.618	85.837
1.000	85.405
1.618	84.707
2.618	83.577
4.250	81.733

Fisher Pivots for day following 27-May-2010
Pivot	1 day	3 day
R1	87.100	87.193
PP	86.941	87.002
S1	86.781	86.812

Download as Excel Spreadsheet

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

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