ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 83.630 83.350 -0.280 -0.3% 83.525
High 83.630 83.510 -0.120 -0.1% 83.960
Low 83.050 83.030 -0.020 0.0% 83.030
Close 83.318 83.298 -0.020 0.0% 83.298
Range 0.580 0.480 -0.100 -17.2% 0.930
ATR 0.580 0.573 -0.007 -1.2% 0.000
Volume 172 165 -7 -4.1% 839
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.719 84.489 83.562
R3 84.239 84.009 83.430
R2 83.759 83.759 83.386
R1 83.529 83.529 83.342 83.404
PP 83.279 83.279 83.279 83.217
S1 83.049 83.049 83.254 82.924
S2 82.799 82.799 83.210
S3 82.319 82.569 83.166
S4 81.839 82.089 83.034
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.219 85.689 83.810
R3 85.289 84.759 83.554
R2 84.359 84.359 83.469
R1 83.829 83.829 83.383 83.629
PP 83.429 83.429 83.429 83.330
S1 82.899 82.899 83.213 82.699
S2 82.499 82.499 83.128
S3 81.569 81.969 83.042
S4 80.639 81.039 82.787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.960 83.030 0.930 1.1% 0.514 0.6% 29% False True 167
10 83.960 82.390 1.570 1.9% 0.560 0.7% 58% False False 128
20 83.960 80.745 3.215 3.9% 0.544 0.7% 79% False False 81
40 85.230 80.745 4.485 5.4% 0.434 0.5% 57% False False 44
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.095
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.550
2.618 84.767
1.618 84.287
1.000 83.990
0.618 83.807
HIGH 83.510
0.618 83.327
0.500 83.270
0.382 83.213
LOW 83.030
0.618 82.733
1.000 82.550
1.618 82.253
2.618 81.773
4.250 80.990
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 83.289 83.453
PP 83.279 83.401
S1 83.270 83.350

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

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