ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	82.840	83.285	0.445	0.5%	84.700
High	82.840	83.285	0.445	0.5%	84.935
Low	82.840	83.215	0.375	0.5%	82.820
Close	83.015	83.239	0.224	0.3%	82.968
Range	0.000	0.070	0.070		2.115
ATR	0.435	0.423	-0.012	-2.7%	0.000
Volume	11	1	-10	-90.9%	44

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.456	83.418	83.278
R3	83.386	83.348	83.258
R2	83.316	83.316	83.252
R1	83.278	83.278	83.245	83.262
PP	83.246	83.246	83.246	83.239
S1	83.208	83.208	83.233	83.192
S2	83.176	83.176	83.226
S3	83.106	83.138	83.220
S4	83.036	83.068	83.201

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.919	88.559	84.131
R3	87.804	86.444	83.550
R2	85.689	85.689	83.356
R1	84.329	84.329	83.162	83.952
PP	83.574	83.574	83.574	83.386
S1	82.214	82.214	82.774	81.837
S2	81.459	81.459	82.580
S3	79.344	80.099	82.386
S4	77.229	77.984	81.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.045	82.820	1.225	1.5%	0.269	0.3%	34%	False	False	9
10	84.935	82.820	2.115	2.5%	0.275	0.3%	20%	False	False	6
20	87.000	82.820	4.180	5.0%	0.290	0.3%	10%	False	False	6

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	0.000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.583
2.618	83.468
1.618	83.398
1.000	83.355
0.618	83.328
HIGH	83.285
0.618	83.258
0.500	83.250
0.382	83.242
LOW	83.215
0.618	83.172
1.000	83.145
1.618	83.102
2.618	83.032
4.250	82.918

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	83.250	83.180
PP	83.246	83.121
S1	83.243	83.063

Download as Excel Spreadsheet

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

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