ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	86.200	86.275	0.075	0.1%	86.000
High	86.200	86.810	0.610	0.7%	87.000
Low	86.200	86.275	0.075	0.1%	85.730
Close	86.247	86.675	0.428	0.5%	85.899
Range	0.000	0.535	0.535		1.270
ATR
Volume	30	1	-29	-96.7%	51

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.192	87.968	86.969
R3	87.657	87.433	86.822
R2	87.122	87.122	86.773
R1	86.898	86.898	86.724	87.010
PP	86.587	86.587	86.587	86.643
S1	86.363	86.363	86.626	86.475
S2	86.052	86.052	86.577
S3	85.517	85.828	86.528
S4	84.982	85.293	86.381

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.020	89.229	86.598
R3	88.750	87.959	86.248
R2	87.480	87.480	86.132
R1	86.689	86.689	86.015	86.450
PP	86.210	86.210	86.210	86.090
S1	85.419	85.419	85.783	85.180
S2	84.940	84.940	85.666
S3	83.670	84.149	85.550
S4	82.400	82.879	85.201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.000	85.905	1.095	1.3%	0.334	0.4%	70%	False	False	10
10	87.000	85.730	1.270	1.5%	0.328	0.4%	74%	False	False	22

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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.084
2.618	88.211
1.618	87.676
1.000	87.345
0.618	87.141
HIGH	86.810
0.618	86.606
0.500	86.543
0.382	86.479
LOW	86.275
0.618	85.944
1.000	85.740
1.618	85.409
2.618	84.874
4.250	84.001

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	86.631	86.569
PP	86.587	86.463
S1	86.543	86.358

Download as Excel Spreadsheet

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

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