ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 83.260 82.975 -0.285 -0.3% 83.165
High 83.330 83.235 -0.095 -0.1% 83.635
Low 82.665 82.690 0.025 0.0% 82.665
Close 82.983 82.968 -0.015 0.0% 82.968
Range 0.665 0.545 -0.120 -18.0% 0.970
ATR 0.737 0.723 -0.014 -1.9% 0.000
Volume 29,362 23,076 -6,286 -21.4% 133,945
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.599 84.329 83.268
R3 84.054 83.784 83.118
R2 83.509 83.509 83.068
R1 83.239 83.239 83.018 83.102
PP 82.964 82.964 82.964 82.896
S1 82.694 82.694 82.918 82.557
S2 82.419 82.419 82.868
S3 81.874 82.149 82.818
S4 81.329 81.604 82.668
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.999 85.454 83.502
R3 85.029 84.484 83.235
R2 84.059 84.059 83.146
R1 83.514 83.514 83.057 83.302
PP 83.089 83.089 83.089 82.983
S1 82.544 82.544 82.879 82.332
S2 82.119 82.119 82.790
S3 81.149 81.574 82.701
S4 80.179 80.604 82.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.635 82.665 0.970 1.2% 0.588 0.7% 31% False False 26,789
10 83.635 81.995 1.640 2.0% 0.649 0.8% 59% False False 21,458
20 83.635 80.170 3.465 4.2% 0.740 0.9% 81% False False 20,348
40 85.075 80.170 4.905 5.9% 0.721 0.9% 57% False False 19,556
60 89.220 80.170 9.050 10.9% 0.780 0.9% 31% False False 18,375
80 89.220 80.170 9.050 10.9% 0.802 1.0% 31% False False 13,814
100 89.220 80.170 9.050 10.9% 0.744 0.9% 31% False False 11,076
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.159
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.551
2.618 84.662
1.618 84.117
1.000 83.780
0.618 83.572
HIGH 83.235
0.618 83.027
0.500 82.963
0.382 82.898
LOW 82.690
0.618 82.353
1.000 82.145
1.618 81.808
2.618 81.263
4.250 80.374
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 82.966 83.118
PP 82.964 83.068
S1 82.963 83.018

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

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