ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	80.845	81.090	0.245	0.3%	81.570
High	81.650	82.630	0.980	1.2%	81.670
Low	80.775	81.080	0.305	0.4%	80.170
Close	80.924	82.428	1.504	1.9%	80.496
Range	0.875	1.550	0.675	77.1%	1.500
ATR	0.728	0.798	0.070	9.6%	0.000
Volume	32,536	31,465	-1,071	-3.3%	83,792

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.696	86.112	83.281
R3	85.146	84.562	82.854
R2	83.596	83.596	82.712
R1	83.012	83.012	82.570	83.304
PP	82.046	82.046	82.046	82.192
S1	81.462	81.462	82.286	81.754
S2	80.496	80.496	82.144
S3	78.946	79.912	82.002
S4	77.396	78.362	81.576

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.279	84.387	81.321
R3	83.779	82.887	80.909
R2	82.279	82.279	80.771
R1	81.387	81.387	80.634	81.083
PP	80.779	80.779	80.779	80.627
S1	79.887	79.887	80.359	79.583
S2	79.279	79.279	80.221
S3	77.779	78.387	80.084
S4	76.279	76.887	79.671

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.630	80.170	2.460	3.0%	0.916	1.1%	92%	True	False	21,996
10	82.630	80.170	2.460	3.0%	0.775	0.9%	92%	True	False	18,967
20	83.685	80.170	3.515	4.3%	0.758	0.9%	64%	False	False	19,338
40	86.810	80.170	6.640	8.1%	0.751	0.9%	34%	False	False	18,610
60	89.220	80.170	9.050	11.0%	0.820	1.0%	25%	False	False	14,286
80	89.220	80.170	9.050	11.0%	0.791	1.0%	25%	False	False	10,745
100	89.220	80.170	9.050	11.0%	0.700	0.8%	25%	False	False	8,612

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	0.130
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	89.218
2.618	86.688
1.618	85.138
1.000	84.180
0.618	83.588
HIGH	82.630
0.618	82.038
0.500	81.855
0.382	81.672
LOW	81.080
0.618	80.122
1.000	79.530
1.618	78.572
2.618	77.022
4.250	74.493

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	82.237	82.115
PP	82.046	81.801
S1	81.855	81.488

Download as Excel Spreadsheet

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

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