ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 07-Sep-2010

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	82.485	82.330	-0.155	-0.2%	82.850
High	82.635	82.940	0.305	0.4%	83.405
Low	82.015	82.305	0.290	0.4%	82.015
Close	82.124	82.844	0.720	0.9%	82.124
Range	0.620	0.635	0.015	2.4%	1.390
ATR	0.689	0.699	0.009	1.3%	0.000
Volume	20,904	30,843	9,939	47.5%	97,392

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.601	84.358	83.193
R3	83.966	83.723	83.019
R2	83.331	83.331	82.960
R1	83.088	83.088	82.902	83.210
PP	82.696	82.696	82.696	82.757
S1	82.453	82.453	82.786	82.575
S2	82.061	82.061	82.728
S3	81.426	81.818	82.669
S4	80.791	81.183	82.495

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.685	85.794	82.889
R3	85.295	84.404	82.506
R2	83.905	83.905	82.379
R1	83.014	83.014	82.251	82.765
PP	82.515	82.515	82.515	82.390
S1	81.624	81.624	81.997	81.375
S2	81.125	81.125	81.869
S3	79.735	80.234	81.742
S4	78.345	78.844	81.360

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.400	82.015	1.385	1.7%	0.620	0.7%	60%	False	False	22,723
10	83.635	82.015	1.620	2.0%	0.624	0.8%	51%	False	False	24,371
20	83.635	80.775	2.860	3.5%	0.720	0.9%	72%	False	False	21,978
40	84.725	80.170	4.555	5.5%	0.721	0.9%	59%	False	False	20,017
60	87.695	80.170	7.525	9.1%	0.737	0.9%	36%	False	False	19,627
80	89.220	80.170	9.050	10.9%	0.793	1.0%	30%	False	False	15,411
100	89.220	80.170	9.050	10.9%	0.757	0.9%	30%	False	False	12,353
120	89.220	80.170	9.050	10.9%	0.686	0.8%	30%	False	False	10,306

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	0.130
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.639
2.618	84.602
1.618	83.967
1.000	83.575
0.618	83.332
HIGH	82.940
0.618	82.697
0.500	82.623
0.382	82.548
LOW	82.305
0.618	81.913
1.000	81.670
1.618	81.278
2.618	80.643
4.250	79.606

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	82.770	82.722
PP	82.696	82.600
S1	82.623	82.478

Download as Excel Spreadsheet

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

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