ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 10-Aug-2010

Day Change Summary
	Previous	Current
	09-Aug-2010	10-Aug-2010	Change	Change %	Previous Week
Open	80.950	81.110	0.160	0.2%	81.525
High	81.125	81.885	0.760	0.9%	81.525
Low	80.950	81.110	0.160	0.2%	80.745
Close	81.108	81.219	0.111	0.1%	80.808
Range	0.175	0.775	0.600	342.9%	0.780
ATR	0.449	0.473	0.023	5.2%	0.000
Volume	0	8	8		83

Daily Pivots for day following 10-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.730	83.249	81.645
R3	82.955	82.474	81.432
R2	82.180	82.180	81.361
R1	81.699	81.699	81.290	81.940
PP	81.405	81.405	81.405	81.525
S1	80.924	80.924	81.148	81.165
S2	80.630	80.630	81.077
S3	79.855	80.149	81.006
S4	79.080	79.374	80.793

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	81.885	80.745	1.140	1.4%	0.491	0.6%	42%	True	False	17
10	82.640	80.745	1.895	2.3%	0.335	0.4%	25%	False	False	13
20	84.045	80.745	3.300	4.1%	0.357	0.4%	14%	False	False	11
40	87.000	80.745	6.255	7.7%	0.330	0.4%	8%	False	False	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	85.179
2.618	83.914
1.618	83.139
1.000	82.660
0.618	82.364
HIGH	81.885
0.618	81.589
0.500	81.498
0.382	81.406
LOW	81.110
0.618	80.631
1.000	80.335
1.618	79.856
2.618	79.081
4.250	77.816

Fisher Pivots for day following 10-Aug-2010
Pivot	1 day	3 day
R1	81.498	81.315
PP	81.405	81.283
S1	81.312	81.251

Download as Excel Spreadsheet

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

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