ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	82.370	82.625	0.255	0.3%	80.485
High	82.605	82.835	0.230	0.3%	83.350
Low	81.995	82.095	0.100	0.1%	80.345
Close	82.310	82.540	0.230	0.3%	83.038
Range	0.610	0.740	0.130	21.3%	3.005
ATR	0.775	0.773	-0.003	-0.3%	0.000
Volume	14,055	20,378	6,323	45.0%	108,600

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.710	84.365	82.947
R3	83.970	83.625	82.744
R2	83.230	83.230	82.676
R1	82.885	82.885	82.608	82.688
PP	82.490	82.490	82.490	82.391
S1	82.145	82.145	82.472	81.948
S2	81.750	81.750	82.404
S3	81.010	81.405	82.337
S4	80.270	80.665	82.133

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	81.995	1.355	1.6%	0.739	0.9%	40%	False	False	14,882
10	83.350	80.170	3.180	3.9%	0.838	1.0%	75%	False	False	18,794
20	83.350	80.170	3.180	3.9%	0.728	0.9%	75%	False	False	17,993
40	86.600	80.170	6.430	7.8%	0.758	0.9%	37%	False	False	18,539
60	89.220	80.170	9.050	11.0%	0.800	1.0%	26%	False	False	15,812
80	89.220	80.170	9.050	11.0%	0.801	1.0%	26%	False	False	11,882
100	89.220	80.170	9.050	11.0%	0.721	0.9%	26%	False	False	9,530

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	0.191
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.980
2.618	84.772
1.618	84.032
1.000	83.575
0.618	83.292
HIGH	82.835
0.618	82.552
0.500	82.465
0.382	82.378
LOW	82.095
0.618	81.638
1.000	81.355
1.618	80.898
2.618	80.158
4.250	78.950

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	82.515	82.498
PP	82.490	82.457
S1	82.465	82.415

Download as Excel Spreadsheet

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

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