ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 82.485 82.330 -0.155 -0.2% 82.850
High 82.635 82.940 0.305 0.4% 83.405
Low 82.015 82.305 0.290 0.4% 82.015
Close 82.124 82.844 0.720 0.9% 82.124
Range 0.620 0.635 0.015 2.4% 1.390
ATR 0.689 0.699 0.009 1.3% 0.000
Volume 20,904 30,843 9,939 47.5% 97,392
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.601 84.358 83.193
R3 83.966 83.723 83.019
R2 83.331 83.331 82.960
R1 83.088 83.088 82.902 83.210
PP 82.696 82.696 82.696 82.757
S1 82.453 82.453 82.786 82.575
S2 82.061 82.061 82.728
S3 81.426 81.818 82.669
S4 80.791 81.183 82.495
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.685 85.794 82.889
R3 85.295 84.404 82.506
R2 83.905 83.905 82.379
R1 83.014 83.014 82.251 82.765
PP 82.515 82.515 82.515 82.390
S1 81.624 81.624 81.997 81.375
S2 81.125 81.125 81.869
S3 79.735 80.234 81.742
S4 78.345 78.844 81.360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.400 82.015 1.385 1.7% 0.620 0.7% 60% False False 22,723
10 83.635 82.015 1.620 2.0% 0.624 0.8% 51% False False 24,371
20 83.635 80.775 2.860 3.5% 0.720 0.9% 72% False False 21,978
40 84.725 80.170 4.555 5.5% 0.721 0.9% 59% False False 20,017
60 87.695 80.170 7.525 9.1% 0.737 0.9% 36% False False 19,627
80 89.220 80.170 9.050 10.9% 0.793 1.0% 30% False False 15,411
100 89.220 80.170 9.050 10.9% 0.757 0.9% 30% False False 12,353
120 89.220 80.170 9.050 10.9% 0.686 0.8% 30% False False 10,306
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 0.130
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.639
2.618 84.602
1.618 83.967
1.000 83.575
0.618 83.332
HIGH 82.940
0.618 82.697
0.500 82.623
0.382 82.548
LOW 82.305
0.618 81.913
1.000 81.670
1.618 81.278
2.618 80.643
4.250 79.606
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 82.770 82.722
PP 82.696 82.600
S1 82.623 82.478

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

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