ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	88.900	88.950	0.050	0.1%	87.120
High	89.220	89.100	-0.120	-0.1%	88.920
Low	88.730	88.495	-0.235	-0.3%	86.595
Close	88.928	88.945	0.017	0.0%	88.905
Range	0.490	0.605	0.115	23.5%	2.325
ATR	0.860	0.842	-0.018	-2.1%	0.000
Volume	3,341	4,009	668	20.0%	4,494

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.662	90.408	89.278
R3	90.057	89.803	89.111
R2	89.452	89.452	89.056
R1	89.198	89.198	89.000	89.023
PP	88.847	88.847	88.847	88.759
S1	88.593	88.593	88.890	88.418
S2	88.242	88.242	88.834
S3	87.637	87.988	88.779
S4	87.032	87.383	88.612

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	89.220	86.755	2.465	2.8%	0.814	0.9%	89%	False	False	2,306
10	89.220	86.290	2.930	3.3%	0.846	1.0%	91%	False	False	1,222
20	89.220	84.835	4.385	4.9%	0.869	1.0%	94%	False	False	647
40	89.220	80.510	8.710	9.8%	0.720	0.8%	97%	False	False	392

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	0.195
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.671
2.618	90.684
1.618	90.079
1.000	89.705
0.618	89.474
HIGH	89.100
0.618	88.869
0.500	88.798
0.382	88.726
LOW	88.495
0.618	88.121
1.000	87.890
1.618	87.516
2.618	86.911
4.250	85.924

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	88.896	88.728
PP	88.847	88.510
S1	88.798	88.293

Download as Excel Spreadsheet

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

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