ICE US Dollar Index Future September 2010

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

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	81.010	80.720	-0.290	-0.4%	82.700
High	81.130	81.220	0.090	0.1%	82.815
Low	80.555	80.600	0.045	0.1%	81.565
Close	80.684	80.992	0.308	0.4%	81.655
Range	0.575	0.620	0.045	7.8%	1.250
ATR	0.725	0.717	-0.007	-1.0%	0.000
Volume	14,516	17,992	3,476	23.9%	87,119

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.797	82.515	81.333
R3	82.177	81.895	81.163
R2	81.557	81.557	81.106
R1	81.275	81.275	81.049	81.416
PP	80.937	80.937	80.937	81.008
S1	80.655	80.655	80.935	80.796
S2	80.317	80.317	80.878
S3	79.697	80.035	80.822
S4	79.077	79.415	80.651

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.762	84.958	82.343
R3	84.512	83.708	81.999
R2	83.262	83.262	81.884
R1	82.458	82.458	81.770	82.235
PP	82.012	82.012	82.012	81.900
S1	81.208	81.208	81.540	80.985
S2	80.762	80.762	81.426
S3	79.512	79.958	81.311
S4	78.262	78.708	80.968

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.285	80.555	1.730	2.1%	0.633	0.8%	25%	False	False	15,939
10	83.545	80.555	2.990	3.7%	0.650	0.8%	15%	False	False	17,661
20	84.725	80.555	4.170	5.1%	0.684	0.8%	10%	False	False	18,411
40	88.905	80.555	8.350	10.3%	0.783	1.0%	5%	False	False	18,362
60	89.220	80.555	8.665	10.7%	0.812	1.0%	5%	False	False	12,457
80	89.220	80.510	8.710	10.8%	0.752	0.9%	6%	False	False	9,377

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	0.147
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.855
2.618	82.843
1.618	82.223
1.000	81.840
0.618	81.603
HIGH	81.220
0.618	80.983
0.500	80.910
0.382	80.837
LOW	80.600
0.618	80.217
1.000	79.980
1.618	79.597
2.618	78.977
4.250	77.965

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	80.965	81.113
PP	80.937	81.072
S1	80.910	81.032

Download as Excel Spreadsheet

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

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