ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 83.180 83.610 0.430 0.5% 83.525
High 83.600 83.705 0.105 0.1% 83.960
Low 83.180 83.300 0.120 0.1% 83.030
Close 83.556 83.594 0.038 0.0% 83.298
Range 0.420 0.405 -0.015 -3.6% 0.930
ATR 0.562 0.551 -0.011 -2.0% 0.000
Volume 214 142 -72 -33.6% 839
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.748 84.576 83.817
R3 84.343 84.171 83.705
R2 83.938 83.938 83.668
R1 83.766 83.766 83.631 83.650
PP 83.533 83.533 83.533 83.475
S1 83.361 83.361 83.557 83.245
S2 83.128 83.128 83.520
S3 82.723 82.956 83.483
S4 82.318 82.551 83.371
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 83.875 83.030 0.845 1.0% 0.472 0.6% 67% False False 173
10 83.960 82.390 1.570 1.9% 0.528 0.6% 77% False False 150
20 83.960 80.745 3.215 3.8% 0.567 0.7% 89% False False 99
40 84.935 80.745 4.190 5.0% 0.435 0.5% 68% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.100
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.426
2.618 84.765
1.618 84.360
1.000 84.110
0.618 83.955
HIGH 83.705
0.618 83.550
0.500 83.503
0.382 83.455
LOW 83.300
0.618 83.050
1.000 82.895
1.618 82.645
2.618 82.240
4.250 81.579
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 83.564 83.519
PP 83.533 83.443
S1 83.503 83.368

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

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