ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	83.240	83.180	-0.060	-0.1%	83.165
High	83.400	83.265	-0.135	-0.2%	83.635
Low	82.925	82.225	-0.700	-0.8%	82.665
Close	83.254	82.549	-0.705	-0.8%	82.968
Range	0.475	1.040	0.565	118.9%	0.970
ATR	0.698	0.723	0.024	3.5%	0.000
Volume	21,309	23,529	2,220	10.4%	133,945

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.800	85.214	83.121
R3	84.760	84.174	82.835
R2	83.720	83.720	82.740
R1	83.134	83.134	82.644	82.907
PP	82.680	82.680	82.680	82.566
S1	82.094	82.094	82.454	81.867
S2	81.640	81.640	82.358
S3	80.600	81.054	82.263
S4	79.560	80.014	81.977

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	83.405	82.225	1.180	1.4%	0.668	0.8%	27%	False	True	22,378
10	83.635	82.095	1.540	1.9%	0.673	0.8%	29%	False	False	23,504
20	83.635	80.170	3.465	4.2%	0.748	0.9%	69%	False	False	20,838
40	84.725	80.170	4.555	5.5%	0.716	0.9%	52%	False	False	19,624
60	88.905	80.170	8.735	10.6%	0.771	0.9%	27%	False	False	19,187
80	89.220	80.170	9.050	11.0%	0.796	1.0%	26%	False	False	14,552
100	89.220	80.170	9.050	11.0%	0.751	0.9%	26%	False	False	11,669

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.152
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	87.685
2.618	85.988
1.618	84.948
1.000	84.305
0.618	83.908
HIGH	83.265
0.618	82.868
0.500	82.745
0.382	82.622
LOW	82.225
0.618	81.582
1.000	81.185
1.618	80.542
2.618	79.502
4.250	77.805

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	82.745	82.815
PP	82.680	82.726
S1	82.614	82.638

Download as Excel Spreadsheet

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

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