ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	81.525	81.110	-0.415	-0.5%	82.900
High	81.525	81.110	-0.415	-0.5%	82.900
Low	81.350	80.920	-0.430	-0.5%	82.025
Close	81.360	80.998	-0.362	-0.4%	81.970
Range	0.175	0.190	0.015	8.6%	0.875
ATR	0.450	0.449	-0.001	-0.2%	0.000
Volume	3	2	-1	-33.3%	79

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.579	81.479	81.103
R3	81.389	81.289	81.050
R2	81.199	81.199	81.033
R1	81.099	81.099	81.015	81.054
PP	81.009	81.009	81.009	80.987
S1	80.909	80.909	80.981	80.864
S2	80.819	80.819	80.963
S3	80.629	80.719	80.946
S4	80.439	80.529	80.894

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.923	84.322	82.451
R3	84.048	83.447	82.211
R2	83.173	83.173	82.130
R1	82.572	82.572	82.050	82.435
PP	82.298	82.298	82.298	82.230
S1	81.697	81.697	81.890	81.560
S2	81.423	81.423	81.810
S3	80.548	80.822	81.729
S4	79.673	79.947	81.489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.640	80.920	1.720	2.1%	0.179	0.2%	5%	False	True	9
10	83.870	80.920	2.950	3.6%	0.333	0.4%	3%	False	True	10
20	84.935	80.920	4.015	5.0%	0.304	0.4%	2%	False	True	8

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	0.033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.918
2.618	81.607
1.618	81.417
1.000	81.300
0.618	81.227
HIGH	81.110
0.618	81.037
0.500	81.015
0.382	80.993
LOW	80.920
0.618	80.803
1.000	80.730
1.618	80.613
2.618	80.423
4.250	80.113

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	81.015	81.560
PP	81.009	81.373
S1	81.004	81.185

Download as Excel Spreadsheet

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

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