ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	81.220	80.950	-0.270	-0.3%	81.525
High	81.325	81.125	-0.200	-0.2%	81.525
Low	80.745	80.950	0.205	0.3%	80.745
Close	80.808	81.108	0.300	0.4%	80.808
Range	0.580	0.175	-0.405	-69.8%	0.780
ATR	0.459	0.449	-0.010	-2.2%	0.000
Volume	21	0	-21	-100.0%	83

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.586	81.522	81.204
R3	81.411	81.347	81.156
R2	81.236	81.236	81.140
R1	81.172	81.172	81.124	81.204
PP	81.061	81.061	81.061	81.077
S1	80.997	80.997	81.092	81.029
S2	80.886	80.886	81.076
S3	80.711	80.822	81.060
S4	80.536	80.647	81.012

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	81.520	80.745	0.775	1.0%	0.374	0.5%	47%	False	False	16
10	82.810	80.745	2.065	2.5%	0.305	0.4%	18%	False	False	14
20	84.935	80.745	4.190	5.2%	0.371	0.5%	9%	False	False	11
40	87.000	80.745	6.255	7.7%	0.311	0.4%	6%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.869
2.618	81.583
1.618	81.408
1.000	81.300
0.618	81.233
HIGH	81.125
0.618	81.058
0.500	81.038
0.382	81.017
LOW	80.950
0.618	80.842
1.000	80.775
1.618	80.667
2.618	80.492
4.250	80.206

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	81.085	81.098
PP	81.061	81.088
S1	81.038	81.078

Download as Excel Spreadsheet

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

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