ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 79.745 79.985 0.240 0.3% 80.460
High 80.125 80.425 0.300 0.4% 81.525
Low 79.215 79.910 0.695 0.9% 79.060
Close 79.864 80.008 0.144 0.2% 79.407
Range 0.910 0.515 -0.395 -43.4% 2.465
ATR 0.914 0.889 -0.025 -2.8% 0.000
Volume 25,462 38,652 13,190 51.8% 165,001
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 81.659 81.349 80.291
R3 81.144 80.834 80.150
R2 80.629 80.629 80.102
R1 80.319 80.319 80.055 80.474
PP 80.114 80.114 80.114 80.192
S1 79.804 79.804 79.961 79.959
S2 79.599 79.599 79.914
S3 79.084 79.289 79.866
S4 78.569 78.774 79.725
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 87.392 85.865 80.763
R3 84.927 83.400 80.085
R2 82.462 82.462 79.859
R1 80.935 80.935 79.633 80.466
PP 79.997 79.997 79.997 79.763
S1 78.470 78.470 79.181 78.001
S2 77.532 77.532 78.955
S3 75.067 76.005 78.729
S4 72.602 73.540 78.051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.060 79.060 2.000 2.5% 0.903 1.1% 47% False False 30,806
10 81.525 79.060 2.465 3.1% 0.867 1.1% 38% False False 28,721
20 81.525 77.585 3.940 4.9% 0.831 1.0% 61% False False 28,239
40 81.525 74.600 6.925 8.7% 0.947 1.2% 78% False False 27,283
60 81.990 74.600 7.390 9.2% 0.863 1.1% 73% False False 25,849
80 83.960 74.600 9.360 11.7% 0.793 1.0% 58% False False 20,633
100 83.960 74.600 9.360 11.7% 0.729 0.9% 58% False False 16,512
120 87.000 74.600 12.400 15.5% 0.655 0.8% 44% False False 13,761
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.171
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 82.614
2.618 81.773
1.618 81.258
1.000 80.940
0.618 80.743
HIGH 80.425
0.618 80.228
0.500 80.168
0.382 80.107
LOW 79.910
0.618 79.592
1.000 79.395
1.618 79.077
2.618 78.562
4.250 77.721
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 80.168 79.938
PP 80.114 79.868
S1 80.061 79.798

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

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