ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 03-Sep-2010

Day Change Summary
	Previous	Current
	02-Sep-2010	03-Sep-2010	Change	Change %	Previous Week
Open	82.875	82.765	-0.110	-0.1%	83.180
High	82.945	82.930	-0.015	0.0%	83.705
Low	82.660	82.335	-0.325	-0.4%	82.335
Close	82.851	82.434	-0.417	-0.5%	82.434
Range	0.285	0.595	0.310	108.8%	1.370
ATR	0.563	0.566	0.002	0.4%	0.000
Volume	1,018	388	-630	-61.9%	1,860

Daily Pivots for day following 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.351	83.988	82.761
R3	83.756	83.393	82.598
R2	83.161	83.161	82.543
R1	82.798	82.798	82.489	82.682
PP	82.566	82.566	82.566	82.509
S1	82.203	82.203	82.379	82.087
S2	81.971	81.971	82.325
S3	81.376	81.608	82.270
S4	80.781	81.013	82.107

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.935	86.054	83.188
R3	85.565	84.684	82.811
R2	84.195	84.195	82.685
R1	83.314	83.314	82.560	83.070
PP	82.825	82.825	82.825	82.702
S1	81.944	81.944	82.308	81.700
S2	81.455	81.455	82.183
S3	80.085	80.574	82.057
S4	78.715	79.204	81.681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.705	82.335	1.370	1.7%	0.533	0.6%	7%	False	True	372
10	83.960	82.335	1.625	2.0%	0.524	0.6%	6%	False	True	269
20	83.960	80.950	3.010	3.7%	0.583	0.7%	49%	False	False	170
40	84.935	80.745	4.190	5.1%	0.475	0.6%	40%	False	False	91
60	87.350	80.745	6.605	8.0%	0.404	0.5%	26%	False	False	65

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	0.098
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.459
2.618	84.488
1.618	83.893
1.000	83.525
0.618	83.298
HIGH	82.930
0.618	82.703
0.500	82.633
0.382	82.562
LOW	82.335
0.618	81.967
1.000	81.740
1.618	81.372
2.618	80.777
4.250	79.806

Fisher Pivots for day following 03-Sep-2010
Pivot	1 day	3 day
R1	82.633	82.933
PP	82.566	82.766
S1	82.500	82.600

Download as Excel Spreadsheet

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

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