ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 86.300 86.200 -0.100 -0.1% 87.000
High 86.390 86.980 0.590 0.7% 87.925
Low 85.750 86.090 0.340 0.4% 85.750
Close 85.907 86.687 0.780 0.9% 85.907
Range 0.640 0.890 0.250 39.1% 2.175
ATR 0.794 0.814 0.020 2.5% 0.000
Volume 120 45 -75 -62.5% 563
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 89.256 88.861 87.177
R3 88.366 87.971 86.932
R2 87.476 87.476 86.850
R1 87.081 87.081 86.769 87.279
PP 86.586 86.586 86.586 86.684
S1 86.191 86.191 86.605 86.389
S2 85.696 85.696 86.524
S3 84.806 85.301 86.442
S4 83.916 84.411 86.198
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 93.052 91.655 87.103
R3 90.877 89.480 86.505
R2 88.702 88.702 86.306
R1 87.305 87.305 86.106 86.916
PP 86.527 86.527 86.527 86.333
S1 85.130 85.130 85.708 84.741
S2 84.352 84.352 85.508
S3 82.177 82.955 85.309
S4 80.002 80.780 84.711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.925 85.750 2.175 2.5% 1.072 1.2% 43% False False 100
10 87.925 84.755 3.170 3.7% 0.837 1.0% 61% False False 83
20 87.925 81.720 6.205 7.2% 0.802 0.9% 80% False False 124
40 87.925 80.510 7.415 8.6% 0.590 0.7% 83% False False 106
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 0.165
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.763
2.618 89.310
1.618 88.420
1.000 87.870
0.618 87.530
HIGH 86.980
0.618 86.640
0.500 86.535
0.382 86.430
LOW 86.090
0.618 85.540
1.000 85.200
1.618 84.650
2.618 83.760
4.250 82.308
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 86.636 86.631
PP 86.586 86.576
S1 86.535 86.520

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

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