ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	78.980	78.990	0.010	0.0%	79.530
High	79.250	79.015	-0.235	-0.3%	80.010
Low	78.620	78.220	-0.400	-0.5%	78.220
Close	78.938	78.313	-0.625	-0.8%	78.313
Range	0.630	0.795	0.165	26.2%	1.790
ATR	0.659	0.669	0.010	1.5%	0.000
Volume	31,164	20,932	-10,232	-32.8%	112,821

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.901	80.402	78.750
R3	80.106	79.607	78.532
R2	79.311	79.311	78.459
R1	78.812	78.812	78.386	78.664
PP	78.516	78.516	78.516	78.442
S1	78.017	78.017	78.240	77.869
S2	77.721	77.721	78.167
S3	76.926	77.222	78.094
S4	76.131	76.427	77.876

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.218	83.055	79.298
R3	82.428	81.265	78.805
R2	80.638	80.638	78.641
R1	79.475	79.475	78.477	79.162
PP	78.848	78.848	78.848	78.691
S1	77.685	77.685	78.149	77.372
S2	77.058	77.058	77.985
S3	75.268	75.895	77.821
S4	73.478	74.105	77.329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.010	78.220	1.790	2.3%	0.625	0.8%	5%	False	True	22,564
10	81.740	78.220	3.520	4.5%	0.698	0.9%	3%	False	True	22,693
20	83.315	78.220	5.095	6.5%	0.673	0.9%	2%	False	True	19,595
40	83.960	78.220	5.740	7.3%	0.628	0.8%	2%	False	True	9,883
60	84.935	78.220	6.715	8.6%	0.541	0.7%	1%	False	True	6,592
80	87.350	78.220	9.130	11.7%	0.471	0.6%	1%	False	True	4,947

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	0.097
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.394
2.618	81.096
1.618	80.301
1.000	79.810
0.618	79.506
HIGH	79.015
0.618	78.711
0.500	78.618
0.382	78.524
LOW	78.220
0.618	77.729
1.000	77.425
1.618	76.934
2.618	76.139
4.250	74.841

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	78.618	78.735
PP	78.516	78.594
S1	78.415	78.454

Download as Excel Spreadsheet

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

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