ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	88.950	88.655	-0.295	-0.3%	87.120
High	89.100	88.905	-0.195	-0.2%	88.920
Low	88.495	87.915	-0.580	-0.7%	86.595
Close	88.945	88.414	-0.531	-0.6%	88.905
Range	0.605	0.990	0.385	63.6%	2.325
ATR	0.842	0.855	0.013	1.6%	0.000
Volume	4,009	5,144	1,135	28.3%	4,494

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.381	90.888	88.959
R3	90.391	89.898	88.686
R2	89.401	89.401	88.596
R1	88.908	88.908	88.505	88.660
PP	88.411	88.411	88.411	88.287
S1	87.918	87.918	88.323	87.670
S2	87.421	87.421	88.233
S3	86.431	86.928	88.142
S4	85.441	85.938	87.870

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%	0.917	1.0%	67%	False	False	3,273
10	89.220	86.290	2.930	3.3%	0.870	1.0%	72%	False	False	1,729
20	89.220	85.485	3.735	4.2%	0.896	1.0%	78%	False	False	903
40	89.220	80.675	8.545	9.7%	0.736	0.8%	91%	False	False	520

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	0.198
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.113
2.618	91.497
1.618	90.507
1.000	89.895
0.618	89.517
HIGH	88.905
0.618	88.527
0.500	88.410
0.382	88.293
LOW	87.915
0.618	87.303
1.000	86.925
1.618	86.313
2.618	85.323
4.250	83.708

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	88.413	88.568
PP	88.411	88.516
S1	88.410	88.465

Download as Excel Spreadsheet

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

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