ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 82.520 82.300 -0.220 -0.3% 82.840
High 82.640 82.305 -0.335 -0.4% 83.870
Low 82.440 82.025 -0.415 -0.5% 82.840
Close 82.635 82.079 -0.556 -0.7% 82.949
Range 0.200 0.280 0.080 40.0% 1.030
ATR 0.450 0.461 0.011 2.5% 0.000
Volume 10 12 2 20.0% 29
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.976 82.808 82.233
R3 82.696 82.528 82.156
R2 82.416 82.416 82.130
R1 82.248 82.248 82.105 82.192
PP 82.136 82.136 82.136 82.109
S1 81.968 81.968 82.053 81.912
S2 81.856 81.856 82.028
S3 81.576 81.688 82.002
S4 81.296 81.408 81.925
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.310 85.659 83.516
R3 85.280 84.629 83.232
R2 84.250 84.250 83.138
R1 83.599 83.599 83.043 83.925
PP 83.220 83.220 83.220 83.382
S1 82.569 82.569 82.855 82.895
S2 82.190 82.190 82.760
S3 81.160 81.539 82.666
S4 80.130 80.509 82.383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.400 82.025 1.375 1.7% 0.369 0.4% 4% False True 13
10 83.870 82.025 1.845 2.2% 0.307 0.4% 3% False True 11
20 85.230 82.025 3.205 3.9% 0.325 0.4% 2% False True 7
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.495
2.618 83.038
1.618 82.758
1.000 82.585
0.618 82.478
HIGH 82.305
0.618 82.198
0.500 82.165
0.382 82.132
LOW 82.025
0.618 81.852
1.000 81.745
1.618 81.572
2.618 81.292
4.250 80.835
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 82.165 82.418
PP 82.136 82.305
S1 82.108 82.192

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

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