ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 06-Aug-2010

Day Change Summary
	Previous	Current
	05-Aug-2010	06-Aug-2010	Change	Change %	Previous Week
Open	81.395	81.220	-0.175	-0.2%	81.525
High	81.410	81.325	-0.085	-0.1%	81.525
Low	81.100	80.745	-0.355	-0.4%	80.745
Close	81.230	80.808	-0.422	-0.5%	80.808
Range	0.310	0.580	0.270	87.1%	0.780
ATR	0.450	0.459	0.009	2.1%	0.000
Volume	33	21	-12	-36.4%	83

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.699	82.334	81.127
R3	82.119	81.754	80.968
R2	81.539	81.539	80.914
R1	81.174	81.174	80.861	81.067
PP	80.959	80.959	80.959	80.906
S1	80.594	80.594	80.755	80.487
S2	80.379	80.379	80.702
S3	79.799	80.014	80.649
S4	79.219	79.434	80.489

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.366	82.867	81.237
R3	82.586	82.087	81.023
R2	81.806	81.806	80.951
R1	81.307	81.307	80.880	81.167
PP	81.026	81.026	81.026	80.956
S1	80.527	80.527	80.737	80.387
S2	80.246	80.246	80.665
S3	79.466	79.747	80.594
S4	78.686	78.967	80.379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.525	80.745	0.780	1.0%	0.374	0.5%	8%	False	True	16
10	82.900	80.745	2.155	2.7%	0.331	0.4%	3%	False	True	16
20	84.935	80.745	4.190	5.2%	0.367	0.5%	2%	False	True	11
40	87.350	80.745	6.605	8.2%	0.314	0.4%	1%	False	True	12

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	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.790
2.618	82.843
1.618	82.263
1.000	81.905
0.618	81.683
HIGH	81.325
0.618	81.103
0.500	81.035
0.382	80.967
LOW	80.745
0.618	80.387
1.000	80.165
1.618	79.807
2.618	79.227
4.250	78.280

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	81.035	81.133
PP	80.959	81.024
S1	80.884	80.916

Download as Excel Spreadsheet

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

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