ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 83.180 82.545 -0.635 -0.8% 83.165
High 83.265 82.635 -0.630 -0.8% 83.635
Low 82.225 82.305 0.080 0.1% 82.665
Close 82.549 82.501 -0.048 -0.1% 82.968
Range 1.040 0.330 -0.710 -68.3% 0.970
ATR 0.723 0.695 -0.028 -3.9% 0.000
Volume 23,529 17,034 -6,495 -27.6% 133,945
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.470 83.316 82.683
R3 83.140 82.986 82.592
R2 82.810 82.810 82.562
R1 82.656 82.656 82.531 82.568
PP 82.480 82.480 82.480 82.437
S1 82.326 82.326 82.471 82.238
S2 82.150 82.150 82.441
S3 81.820 81.996 82.410
S4 81.490 81.666 82.320
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.999 85.454 83.502
R3 85.029 84.484 83.235
R2 84.059 84.059 83.146
R1 83.514 83.514 83.057 83.302
PP 83.089 83.089 83.089 82.983
S1 82.544 82.544 82.879 82.332
S2 82.119 82.119 82.790
S3 81.149 81.574 82.701
S4 80.179 80.604 82.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.405 82.225 1.180 1.4% 0.601 0.7% 23% False False 19,912
10 83.635 82.225 1.410 1.7% 0.632 0.8% 20% False False 23,170
20 83.635 80.170 3.465 4.2% 0.735 0.9% 67% False False 20,982
40 84.725 80.170 4.555 5.5% 0.715 0.9% 51% False False 19,575
60 88.570 80.170 8.400 10.2% 0.760 0.9% 28% False False 19,385
80 89.220 80.170 9.050 11.0% 0.794 1.0% 26% False False 14,765
100 89.220 80.170 9.050 11.0% 0.751 0.9% 26% False False 11,839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.140
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 84.038
2.618 83.499
1.618 83.169
1.000 82.965
0.618 82.839
HIGH 82.635
0.618 82.509
0.500 82.470
0.382 82.431
LOW 82.305
0.618 82.101
1.000 81.975
1.618 81.771
2.618 81.441
4.250 80.903
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 82.491 82.813
PP 82.480 82.709
S1 82.470 82.605

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

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