ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	83.500	83.755	0.255	0.3%	84.700
High	83.870	83.755	-0.115	-0.1%	84.935
Low	83.500	83.055	-0.445	-0.5%	82.820
Close	83.903	83.092	-0.811	-1.0%	82.968
Range	0.370	0.700	0.330	89.2%	2.115
ATR	0.438	0.467	0.029	6.7%	0.000
Volume	2	7	5	250.0%	44

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.401	84.946	83.477
R3	84.701	84.246	83.285
R2	84.001	84.001	83.220
R1	83.546	83.546	83.156	83.424
PP	83.301	83.301	83.301	83.239
S1	82.846	82.846	83.028	82.724
S2	82.601	82.601	82.964
S3	81.901	82.146	82.900
S4	81.201	81.446	82.707

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	83.870	82.840	1.030	1.2%	0.244	0.3%	24%	False	False	9
10	84.935	82.820	2.115	2.5%	0.371	0.4%	13%	False	False	6
20	86.810	82.820	3.990	4.8%	0.320	0.4%	7%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	86.730
2.618	85.588
1.618	84.888
1.000	84.455
0.618	84.188
HIGH	83.755
0.618	83.488
0.500	83.405
0.382	83.322
LOW	83.055
0.618	82.622
1.000	82.355
1.618	81.922
2.618	81.222
4.250	80.080

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	83.405	83.463
PP	83.301	83.339
S1	83.196	83.216

Download as Excel Spreadsheet

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

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