ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	81.110	81.985	0.875	1.1%	81.525
High	81.885	82.855	0.970	1.2%	81.525
Low	81.110	81.785	0.675	0.8%	80.745
Close	81.219	82.763	1.544	1.9%	80.808
Range	0.775	1.070	0.295	38.1%	0.780
ATR	0.473	0.556	0.083	17.6%	0.000
Volume	8	44	36	450.0%	83

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.678	85.290	83.352
R3	84.608	84.220	83.057
R2	83.538	83.538	82.959
R1	83.150	83.150	82.861	83.344
PP	82.468	82.468	82.468	82.565
S1	82.080	82.080	82.665	82.274
S2	81.398	81.398	82.567
S3	80.328	81.010	82.469
S4	79.258	79.940	82.175

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	82.855	80.745	2.110	2.5%	0.582	0.7%	96%	True	False	21
10	82.855	80.745	2.110	2.5%	0.422	0.5%	96%	True	False	16
20	83.975	80.745	3.230	3.9%	0.408	0.5%	62%	False	False	13
40	87.000	80.745	6.255	7.6%	0.353	0.4%	32%	False	False	13

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	0.033
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	87.403
2.618	85.656
1.618	84.586
1.000	83.925
0.618	83.516
HIGH	82.855
0.618	82.446
0.500	82.320
0.382	82.194
LOW	81.785
0.618	81.124
1.000	80.715
1.618	80.054
2.618	78.984
4.250	77.238

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	82.615	82.476
PP	82.468	82.189
S1	82.320	81.903

Download as Excel Spreadsheet

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

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