ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	83.525	83.785	0.260	0.3%	83.400
High	83.680	83.960	0.280	0.3%	83.680
Low	83.280	83.325	0.045	0.1%	82.390
Close	83.543	83.566	0.023	0.0%	83.475
Range	0.400	0.635	0.235	58.8%	1.290
ATR	0.580	0.584	0.004	0.7%	0.000
Volume	217	110	-107	-49.3%	448

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.522	85.179	83.915
R3	84.887	84.544	83.741
R2	84.252	84.252	83.682
R1	83.909	83.909	83.624	83.763
PP	83.617	83.617	83.617	83.544
S1	83.274	83.274	83.508	83.128
S2	82.982	82.982	83.450
S3	82.347	82.639	83.391
S4	81.712	82.004	83.217

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	83.960	82.390	1.570	1.9%	0.584	0.7%	75%	True	False	126
10	83.960	81.785	2.175	2.6%	0.652	0.8%	82%	True	False	103
20	83.960	80.745	3.215	3.8%	0.493	0.6%	88%	True	False	58
40	86.400	80.745	5.655	6.8%	0.411	0.5%	50%	False	False	32

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	0.135
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.659
2.618	85.622
1.618	84.987
1.000	84.595
0.618	84.352
HIGH	83.960
0.618	83.717
0.500	83.643
0.382	83.568
LOW	83.325
0.618	82.933
1.000	82.690
1.618	82.298
2.618	81.663
4.250	80.626

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	83.643	83.521
PP	83.617	83.475
S1	83.592	83.430

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