ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	87.005	87.550	0.545	0.6%	87.120
High	87.700	88.920	1.220	1.4%	88.920
Low	86.755	87.365	0.610	0.7%	86.595
Close	87.584	88.905	1.321	1.5%	88.905
Range	0.945	1.555	0.610	64.6%	2.325
ATR	0.837	0.888	0.051	6.1%	0.000
Volume	534	3,341	2,807	525.7%	4,494

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.062	92.538	89.760
R3	91.507	90.983	89.333
R2	89.952	89.952	89.190
R1	89.428	89.428	89.048	89.690
PP	88.397	88.397	88.397	88.528
S1	87.873	87.873	88.762	88.135
S2	86.842	86.842	88.620
S3	85.287	86.318	88.477
S4	83.732	84.763	88.050

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.115	94.335	90.184
R3	92.790	92.010	89.544
R2	90.465	90.465	89.331
R1	89.685	89.685	89.118	90.075
PP	88.140	88.140	88.140	88.335
S1	87.360	87.360	88.692	87.750
S2	85.815	85.815	88.479
S3	83.490	85.035	88.266
S4	81.165	82.710	87.626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.920	86.595	2.325	2.6%	0.910	1.0%	99%	True	False	898
10	88.920	86.090	2.830	3.2%	0.920	1.0%	99%	True	False	497
20	88.920	83.405	5.515	6.2%	0.908	1.0%	100%	True	False	293
40	88.920	80.510	8.410	9.5%	0.716	0.8%	100%	True	False	209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.180
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	95.529
2.618	92.991
1.618	91.436
1.000	90.475
0.618	89.881
HIGH	88.920
0.618	88.326
0.500	88.143
0.382	87.959
LOW	87.365
0.618	86.404
1.000	85.810
1.618	84.849
2.618	83.294
4.250	80.756

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	88.651	88.549
PP	88.397	88.193
S1	88.143	87.838

Download as Excel Spreadsheet

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

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