ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	83.365	83.260	-0.105	-0.1%	83.030
High	83.570	83.330	-0.240	-0.3%	83.430
Low	83.000	82.665	-0.335	-0.4%	81.995
Close	83.331	82.983	-0.348	-0.4%	83.160
Range	0.570	0.665	0.095	16.7%	1.435
ATR	0.743	0.737	-0.005	-0.7%	0.000
Volume	25,463	29,362	3,899	15.3%	80,641

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.988	84.650	83.349
R3	84.323	83.985	83.166
R2	83.658	83.658	83.105
R1	83.320	83.320	83.044	83.157
PP	82.993	82.993	82.993	82.911
S1	82.655	82.655	82.922	82.492
S2	82.328	82.328	82.861
S3	81.663	81.990	82.800
S4	80.998	81.325	82.617

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	82.515	1.120	1.3%	0.662	0.8%	42%	False	False	26,428
10	83.635	81.995	1.640	2.0%	0.701	0.8%	60%	False	False	20,655
20	83.635	80.170	3.465	4.2%	0.738	0.9%	81%	False	False	19,996
40	86.545	80.170	6.375	7.7%	0.754	0.9%	44%	False	False	19,426
60	89.220	80.170	9.050	10.9%	0.787	0.9%	31%	False	False	17,999
80	89.220	80.170	9.050	10.9%	0.807	1.0%	31%	False	False	13,528
100	89.220	80.170	9.050	10.9%	0.743	0.9%	31%	False	False	10,846

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	0.174
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.156
2.618	85.071
1.618	84.406
1.000	83.995
0.618	83.741
HIGH	83.330
0.618	83.076
0.500	82.998
0.382	82.919
LOW	82.665
0.618	82.254
1.000	82.000
1.618	81.589
2.618	80.924
4.250	79.839

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	82.998	83.150
PP	82.993	83.094
S1	82.988	83.039

Download as Excel Spreadsheet

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

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