ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	87.030	87.170	0.140	0.2%	86.200
High	87.875	87.600	-0.275	-0.3%	87.850
Low	86.595	87.125	0.530	0.6%	86.090
Close	87.085	87.257	0.172	0.2%	86.922
Range	1.280	0.475	-0.805	-62.9%	1.760
ATR	0.853	0.829	-0.024	-2.8%	0.000
Volume	25	307	282	1,128.0%	480

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.752	88.480	87.518
R3	88.277	88.005	87.388
R2	87.802	87.802	87.344
R1	87.530	87.530	87.301	87.666
PP	87.327	87.327	87.327	87.396
S1	87.055	87.055	87.213	87.191
S2	86.852	86.852	87.170
S3	86.377	86.580	87.126
S4	85.902	86.105	86.996

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.234	91.338	87.890
R3	90.474	89.578	87.406
R2	88.714	88.714	87.245
R1	87.818	87.818	87.083	88.266
PP	86.954	86.954	86.954	87.178
S1	86.058	86.058	86.761	86.506
S2	85.194	85.194	86.599
S3	83.434	84.298	86.438
S4	81.674	82.538	85.954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.875	86.290	1.585	1.8%	0.822	0.9%	61%	False	False	184
10	87.875	85.750	2.125	2.4%	0.858	1.0%	71%	False	False	133
20	87.925	83.405	4.520	5.2%	0.868	1.0%	85%	False	False	114
40	87.925	80.510	7.415	8.5%	0.676	0.8%	91%	False	False	117

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.177
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.619
2.618	88.844
1.618	88.369
1.000	88.075
0.618	87.894
HIGH	87.600
0.618	87.419
0.500	87.363
0.382	87.306
LOW	87.125
0.618	86.831
1.000	86.650
1.618	86.356
2.618	85.881
4.250	85.106

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	87.363	87.250
PP	87.327	87.242
S1	87.292	87.235

Download as Excel Spreadsheet

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

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