ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	82.975	82.850	-0.125	-0.2%	83.165
High	83.235	83.405	0.170	0.2%	83.635
Low	82.690	82.790	0.100	0.1%	82.665
Close	82.968	83.226	0.258	0.3%	82.968
Range	0.545	0.615	0.070	12.8%	0.970
ATR	0.723	0.716	-0.008	-1.1%	0.000
Volume	23,076	14,616	-8,460	-36.7%	133,945

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.985	84.721	83.564
R3	84.370	84.106	83.395
R2	83.755	83.755	83.339
R1	83.491	83.491	83.282	83.623
PP	83.140	83.140	83.140	83.207
S1	82.876	82.876	83.170	83.008
S2	82.525	82.525	83.113
S3	81.910	82.261	83.057
S4	81.295	81.646	82.888

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%	0.627	0.8%	58%	False	False	26,020
10	83.635	81.995	1.640	2.0%	0.632	0.8%	75%	False	False	21,807
20	83.635	80.170	3.465	4.2%	0.732	0.9%	88%	False	False	20,221
40	85.075	80.170	4.905	5.9%	0.720	0.9%	62%	False	False	19,022
60	89.220	80.170	9.050	10.9%	0.764	0.9%	34%	False	False	18,562
80	89.220	80.170	9.050	10.9%	0.800	1.0%	34%	False	False	13,995
100	89.220	80.170	9.050	10.9%	0.745	0.9%	34%	False	False	11,221

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.154
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.019
2.618	85.015
1.618	84.400
1.000	84.020
0.618	83.785
HIGH	83.405
0.618	83.170
0.500	83.098
0.382	83.025
LOW	82.790
0.618	82.410
1.000	82.175
1.618	81.795
2.618	81.180
4.250	80.176

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	83.183	83.162
PP	83.140	83.099
S1	83.098	83.035

Download as Excel Spreadsheet

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

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