ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	80.905	81.395	0.490	0.6%	82.900
High	81.520	81.410	-0.110	-0.1%	82.900
Low	80.905	81.100	0.195	0.2%	82.025
Close	81.303	81.230	-0.073	-0.1%	81.970
Range	0.615	0.310	-0.305	-49.6%	0.875
ATR	0.461	0.450	-0.011	-2.3%	0.000
Volume	24	33	9	37.5%	79

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.177	82.013	81.401
R3	81.867	81.703	81.315
R2	81.557	81.557	81.287
R1	81.393	81.393	81.258	81.320
PP	81.247	81.247	81.247	81.210
S1	81.083	81.083	81.202	81.010
S2	80.937	80.937	81.173
S3	80.627	80.773	81.145
S4	80.317	80.463	81.060

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.923	84.322	82.451
R3	84.048	83.447	82.211
R2	83.173	83.173	82.130
R1	82.572	82.572	82.050	82.435
PP	82.298	82.298	82.298	82.230
S1	81.697	81.697	81.890	81.560
S2	81.423	81.423	81.810
S3	80.548	80.822	81.729
S4	79.673	79.947	81.489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.200	80.905	1.295	1.6%	0.268	0.3%	25%	False	False	16
10	83.400	80.905	2.495	3.1%	0.319	0.4%	13%	False	False	14
20	84.935	80.905	4.030	5.0%	0.345	0.4%	8%	False	False	10

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.728
2.618	82.222
1.618	81.912
1.000	81.720
0.618	81.602
HIGH	81.410
0.618	81.292
0.500	81.255
0.382	81.218
LOW	81.100
0.618	80.908
1.000	80.790
1.618	80.598
2.618	80.288
4.250	79.783

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	81.255	81.224
PP	81.247	81.218
S1	81.238	81.213

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols