ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	83.765	83.630	-0.135	-0.2%	83.400
High	83.875	83.630	-0.245	-0.3%	83.680
Low	83.400	83.050	-0.350	-0.4%	82.390
Close	83.681	83.318	-0.363	-0.4%	83.475
Range	0.475	0.580	0.105	22.1%	1.290
ATR	0.576	0.580	0.004	0.7%	0.000
Volume	175	172	-3	-1.7%	448

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.073	84.775	83.637
R3	84.493	84.195	83.478
R2	83.913	83.913	83.424
R1	83.615	83.615	83.371	83.474
PP	83.333	83.333	83.333	83.262
S1	83.035	83.035	83.265	82.894
S2	82.753	82.753	83.212
S3	82.173	82.455	83.159
S4	81.593	81.875	82.999

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.052	86.553	84.185
R3	85.762	85.263	83.830
R2	84.472	84.472	83.712
R1	83.973	83.973	83.593	84.223
PP	83.182	83.182	83.182	83.306
S1	82.683	82.683	83.357	82.933
S2	81.892	81.892	83.239
S3	80.602	81.393	83.120
S4	79.312	80.103	82.766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.960	82.900	1.060	1.3%	0.574	0.7%	39%	False	False	159
10	83.960	82.390	1.570	1.9%	0.584	0.7%	59%	False	False	121
20	83.960	80.745	3.215	3.9%	0.522	0.6%	80%	False	False	74
40	85.230	80.745	4.485	5.4%	0.423	0.5%	57%	False	False	40

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	0.110
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.095
2.618	85.148
1.618	84.568
1.000	84.210
0.618	83.988
HIGH	83.630
0.618	83.408
0.500	83.340
0.382	83.272
LOW	83.050
0.618	82.692
1.000	82.470
1.618	82.112
2.618	81.532
4.250	80.585

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	83.340	83.505
PP	83.333	83.443
S1	83.325	83.380

Download as Excel Spreadsheet

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

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