ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 82.330 82.860 0.530 0.6% 82.850
High 82.940 82.945 0.005 0.0% 83.405
Low 82.305 82.380 0.075 0.1% 82.015
Close 82.844 82.580 -0.264 -0.3% 82.124
Range 0.635 0.565 -0.070 -11.0% 1.390
ATR 0.699 0.689 -0.010 -1.4% 0.000
Volume 30,843 28,900 -1,943 -6.3% 97,392
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.330 84.020 82.891
R3 83.765 83.455 82.735
R2 83.200 83.200 82.684
R1 82.890 82.890 82.632 82.763
PP 82.635 82.635 82.635 82.571
S1 82.325 82.325 82.528 82.198
S2 82.070 82.070 82.476
S3 81.505 81.760 82.425
S4 80.940 81.195 82.269
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 83.265 82.015 1.250 1.5% 0.638 0.8% 45% False False 24,242
10 83.570 82.015 1.555 1.9% 0.606 0.7% 36% False False 23,503
20 83.635 81.080 2.555 3.1% 0.704 0.9% 59% False False 21,796
40 83.875 80.170 3.705 4.5% 0.705 0.9% 65% False False 20,422
60 87.175 80.170 7.005 8.5% 0.726 0.9% 34% False False 19,535
80 89.220 80.170 9.050 11.0% 0.790 1.0% 27% False False 15,771
100 89.220 80.170 9.050 11.0% 0.759 0.9% 27% False False 12,642
120 89.220 80.170 9.050 11.0% 0.687 0.8% 27% False False 10,547
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.119
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.346
2.618 84.424
1.618 83.859
1.000 83.510
0.618 83.294
HIGH 82.945
0.618 82.729
0.500 82.663
0.382 82.596
LOW 82.380
0.618 82.031
1.000 81.815
1.618 81.466
2.618 80.901
4.250 79.979
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 82.663 82.547
PP 82.635 82.513
S1 82.608 82.480

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

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