ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 83.610 83.485 -0.125 -0.1% 83.525
High 83.705 83.530 -0.175 -0.2% 83.960
Low 83.300 82.570 -0.730 -0.9% 83.030
Close 83.594 82.880 -0.714 -0.9% 83.298
Range 0.405 0.960 0.555 137.0% 0.930
ATR 0.551 0.585 0.034 6.1% 0.000
Volume 142 98 -44 -31.0% 839
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.873 85.337 83.408
R3 84.913 84.377 83.144
R2 83.953 83.953 83.056
R1 83.417 83.417 82.968 83.205
PP 82.993 82.993 82.993 82.888
S1 82.457 82.457 82.792 82.245
S2 82.033 82.033 82.704
S3 81.073 81.497 82.616
S4 80.113 80.537 82.352
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 83.705 82.570 1.135 1.4% 0.569 0.7% 27% False True 158
10 83.960 82.495 1.465 1.8% 0.577 0.7% 26% False False 151
20 83.960 80.745 3.215 3.9% 0.584 0.7% 66% False False 103
40 84.935 80.745 4.190 5.1% 0.459 0.6% 51% False False 56
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 0.099
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 87.610
2.618 86.043
1.618 85.083
1.000 84.490
0.618 84.123
HIGH 83.530
0.618 83.163
0.500 83.050
0.382 82.937
LOW 82.570
0.618 81.977
1.000 81.610
1.618 81.017
2.618 80.057
4.250 78.490
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 83.050 83.138
PP 82.993 83.052
S1 82.937 82.966

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

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