ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	82.880	83.470	0.590	0.7%	84.080
High	83.640	83.545	-0.095	-0.1%	84.725
Low	82.760	82.640	-0.120	-0.1%	82.250
Close	83.593	82.782	-0.811	-1.0%	82.658
Range	0.880	0.905	0.025	2.8%	2.475
ATR	0.798	0.809	0.011	1.4%	0.000
Volume	17,417	18,836	1,419	8.1%	96,506

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.704	85.148	83.280
R3	84.799	84.243	83.031
R2	83.894	83.894	82.948
R1	83.338	83.338	82.865	83.164
PP	82.989	82.989	82.989	82.902
S1	82.433	82.433	82.699	82.259
S2	82.084	82.084	82.616
S3	81.179	81.528	82.533
S4	80.274	80.623	82.284

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.636	89.122	84.019
R3	88.161	86.647	83.339
R2	85.686	85.686	83.112
R1	84.172	84.172	82.885	83.692
PP	83.211	83.211	83.211	82.971
S1	81.697	81.697	82.431	81.217
S2	80.736	80.736	82.204
S3	78.261	79.222	81.977
S4	75.786	76.747	81.297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.640	82.250	1.390	1.7%	0.748	0.9%	38%	False	False	20,447
10	84.725	82.250	2.475	3.0%	0.772	0.9%	21%	False	False	19,143
20	86.600	82.250	4.350	5.3%	0.787	1.0%	12%	False	False	19,084
40	89.220	82.250	6.970	8.4%	0.836	1.0%	8%	False	False	14,721
60	89.220	82.065	7.155	8.6%	0.825	1.0%	10%	False	False	9,845
80	89.220	80.510	8.710	10.5%	0.719	0.9%	26%	False	False	7,415

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	0.176
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.391
2.618	85.914
1.618	85.009
1.000	84.450
0.618	84.104
HIGH	83.545
0.618	83.199
0.500	83.093
0.382	82.986
LOW	82.640
0.618	82.081
1.000	81.735
1.618	81.176
2.618	80.271
4.250	78.794

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	83.093	82.998
PP	82.989	82.926
S1	82.886	82.854

Download as Excel Spreadsheet

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

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