ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	83.165	83.445	0.280	0.3%	83.030
High	83.375	83.635	0.260	0.3%	83.430
Low	82.955	82.895	-0.060	-0.1%	81.995
Close	83.228	83.206	-0.022	0.0%	83.160
Range	0.420	0.740	0.320	76.2%	1.435
ATR	0.757	0.756	-0.001	-0.2%	0.000
Volume	18,461	37,583	19,122	103.6%	80,641

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.465	85.076	83.613
R3	84.725	84.336	83.410
R2	83.985	83.985	83.342
R1	83.596	83.596	83.274	83.421
PP	83.245	83.245	83.245	83.158
S1	82.856	82.856	83.138	82.681
S2	82.505	82.505	83.070
S3	81.765	82.116	83.003
S4	81.025	81.376	82.799

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.167	86.598	83.949
R3	85.732	85.163	83.555
R2	84.297	84.297	83.423
R1	83.728	83.728	83.292	84.013
PP	82.862	82.862	82.862	83.004
S1	82.293	82.293	83.028	82.578
S2	81.427	81.427	82.897
S3	79.992	80.858	82.765
S4	78.557	79.423	82.371

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.635	81.995	1.640	2.0%	0.685	0.8%	74%	True	False	22,349
10	83.635	81.080	2.555	3.1%	0.802	1.0%	83%	True	False	20,089
20	83.635	80.170	3.465	4.2%	0.729	0.9%	88%	True	False	18,738
40	86.600	80.170	6.430	7.7%	0.757	0.9%	47%	False	False	18,934
60	89.220	80.170	9.050	10.9%	0.795	1.0%	34%	False	False	17,091
80	89.220	80.170	9.050	10.9%	0.813	1.0%	34%	False	False	12,844
100	89.220	80.170	9.050	10.9%	0.735	0.9%	34%	False	False	10,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.182
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.780
2.618	85.572
1.618	84.832
1.000	84.375
0.618	84.092
HIGH	83.635
0.618	83.352
0.500	83.265
0.382	83.178
LOW	82.895
0.618	82.438
1.000	82.155
1.618	81.698
2.618	80.958
4.250	79.750

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	83.265	83.162
PP	83.245	83.119
S1	83.226	83.075

Download as Excel Spreadsheet

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

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