ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 20-Aug-2010

Day Change Summary
	Previous	Current
	19-Aug-2010	20-Aug-2010	Change	Change %	Previous Week
Open	82.940	82.955	0.015	0.0%	83.400
High	83.130	83.680	0.550	0.7%	83.680
Low	82.495	82.900	0.405	0.5%	82.390
Close	82.855	83.475	0.620	0.7%	83.475
Range	0.635	0.780	0.145	22.8%	1.290
ATR	0.576	0.594	0.018	3.1%	0.000
Volume	96	124	28	29.2%	448

Daily Pivots for day following 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.692	85.363	83.904
R3	84.912	84.583	83.690
R2	84.132	84.132	83.618
R1	83.803	83.803	83.547	83.968
PP	83.352	83.352	83.352	83.434
S1	83.023	83.023	83.404	83.188
S2	82.572	82.572	83.332
S3	81.792	82.243	83.261
S4	81.012	81.463	83.046

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.052	86.553	84.185
R3	85.762	85.263	83.830
R2	84.472	84.472	83.712
R1	83.973	83.973	83.593	84.223
PP	83.182	83.182	83.182	83.306
S1	82.683	82.683	83.357	82.933
S2	81.892	81.892	83.239
S3	80.602	81.393	83.120
S4	79.312	80.103	82.766

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.680	82.390	1.290	1.5%	0.606	0.7%	84%	True	False	89
10	83.680	80.950	2.730	3.3%	0.643	0.8%	92%	True	False	71
20	83.680	80.745	2.935	3.5%	0.487	0.6%	93%	True	False	43
40	86.810	80.745	6.065	7.3%	0.398	0.5%	45%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.102
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	86.995
2.618	85.722
1.618	84.942
1.000	84.460
0.618	84.162
HIGH	83.680
0.618	83.382
0.500	83.290
0.382	83.198
LOW	82.900
0.618	82.418
1.000	82.120
1.618	81.638
2.618	80.858
4.250	79.585

Fisher Pivots for day following 20-Aug-2010
Pivot	1 day	3 day
R1	83.413	83.328
PP	83.352	83.182
S1	83.290	83.035

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