ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 82.595 82.775 0.180 0.2% 82.330
High 82.835 82.995 0.160 0.2% 82.995
Low 82.345 82.465 0.120 0.1% 82.305
Close 82.690 82.701 0.011 0.0% 82.701
Range 0.490 0.530 0.040 8.2% 0.690
ATR 0.675 0.664 -0.010 -1.5% 0.000
Volume 16,035 10,068 -5,967 -37.2% 85,846
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.310 84.036 82.993
R3 83.780 83.506 82.847
R2 83.250 83.250 82.798
R1 82.976 82.976 82.750 82.848
PP 82.720 82.720 82.720 82.657
S1 82.446 82.446 82.652 82.318
S2 82.190 82.190 82.604
S3 81.660 81.916 82.555
S4 81.130 81.386 82.410
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.737 84.409 83.081
R3 84.047 83.719 82.891
R2 83.357 83.357 82.828
R1 83.029 83.029 82.764 83.193
PP 82.667 82.667 82.667 82.749
S1 82.339 82.339 82.638 82.503
S2 81.977 81.977 82.575
S3 81.287 81.649 82.511
S4 80.597 80.959 82.322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.995 82.015 0.980 1.2% 0.568 0.7% 70% True False 21,350
10 83.405 82.015 1.390 1.7% 0.585 0.7% 49% False False 20,631
20 83.635 81.995 1.640 2.0% 0.643 0.8% 43% False False 20,643
40 83.640 80.170 3.470 4.2% 0.687 0.8% 73% False False 20,014
60 86.810 80.170 6.640 8.0% 0.718 0.9% 38% False False 19,317
80 89.220 80.170 9.050 10.9% 0.770 0.9% 28% False False 16,095
100 89.220 80.170 9.050 10.9% 0.765 0.9% 28% False False 12,901
120 89.220 80.170 9.050 10.9% 0.696 0.8% 28% False False 10,764
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 0.138
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.248
2.618 84.383
1.618 83.853
1.000 83.525
0.618 83.323
HIGH 82.995
0.618 82.793
0.500 82.730
0.382 82.667
LOW 82.465
0.618 82.137
1.000 81.935
1.618 81.607
2.618 81.077
4.250 80.213
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 82.730 82.691
PP 82.720 82.680
S1 82.711 82.670

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

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