ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 13-Aug-2010

Day Change Summary
	Previous	Current
	12-Aug-2010	13-Aug-2010	Change	Change %	Previous Week
Open	82.590	82.700	0.110	0.1%	80.485
High	82.935	83.350	0.415	0.5%	83.350
Low	82.235	82.290	0.055	0.1%	80.345
Close	82.767	83.038	0.271	0.3%	83.038
Range	0.700	1.060	0.360	51.4%	3.005
ATR	0.791	0.810	0.019	2.4%	0.000
Volume	17,701	15,041	-2,660	-15.0%	108,600

Daily Pivots for day following 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.073	85.615	83.621
R3	85.013	84.555	83.330
R2	83.953	83.953	83.232
R1	83.495	83.495	83.135	83.724
PP	82.893	82.893	82.893	83.007
S1	82.435	82.435	82.941	82.664
S2	81.833	81.833	82.844
S3	80.773	81.375	82.747
S4	79.713	80.315	82.455

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.259	90.154	84.691
R3	88.254	87.149	83.864
R2	85.249	85.249	83.589
R1	84.144	84.144	83.313	84.697
PP	82.244	82.244	82.244	82.521
S1	81.139	81.139	82.763	81.692
S2	79.239	79.239	82.487
S3	76.234	78.134	82.212
S4	73.229	75.129	81.385

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.350	80.345	3.005	3.6%	0.936	1.1%	90%	True	False	21,720
10	83.350	80.170	3.180	3.8%	0.831	1.0%	90%	True	False	19,239
20	83.640	80.170	3.470	4.2%	0.756	0.9%	83%	False	False	18,880
40	86.710	80.170	6.540	7.9%	0.757	0.9%	44%	False	False	18,646
60	89.220	80.170	9.050	10.9%	0.810	1.0%	32%	False	False	14,827
80	89.220	80.170	9.050	10.9%	0.801	1.0%	32%	False	False	11,153
100	89.220	80.170	9.050	10.9%	0.714	0.9%	32%	False	False	8,939

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	0.179
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.855
2.618	86.125
1.618	85.065
1.000	84.410
0.618	84.005
HIGH	83.350
0.618	82.945
0.500	82.820
0.382	82.695
LOW	82.290
0.618	81.635
1.000	81.230
1.618	80.575
2.618	79.515
4.250	77.785

Fisher Pivots for day following 13-Aug-2010
Pivot	1 day	3 day
R1	82.965	82.764
PP	82.893	82.489
S1	82.820	82.215

Download as Excel Spreadsheet

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

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