ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
06-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 82.340 82.600 0.260 0.3% 83.180
High 82.450 83.290 0.840 1.0% 83.705
Low 82.230 82.600 0.370 0.4% 82.335
Close 82.385 83.139 0.754 0.9% 82.434
Range 0.220 0.690 0.470 213.6% 1.370
ATR 0.541 0.567 0.026 4.8% 0.000
Volume 935 1,557 622 66.5% 1,860
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.080 84.799 83.519
R3 84.390 84.109 83.329
R2 83.700 83.700 83.266
R1 83.419 83.419 83.202 83.560
PP 83.010 83.010 83.010 83.080
S1 82.729 82.729 83.076 82.870
S2 82.320 82.320 83.013
S3 81.630 82.039 82.949
S4 80.940 81.349 82.760
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.935 86.054 83.188
R3 85.565 84.684 82.811
R2 84.195 84.195 82.685
R1 83.314 83.314 82.560 83.070
PP 82.825 82.825 82.825 82.702
S1 81.944 81.944 82.308 81.700
S2 81.455 81.455 82.183
S3 80.085 80.574 82.057
S4 78.715 79.204 81.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.530 82.230 1.300 1.6% 0.550 0.7% 70% False False 799
10 83.875 82.230 1.645 2.0% 0.511 0.6% 55% False False 486
20 83.960 81.785 2.175 2.6% 0.581 0.7% 62% False False 294
40 84.045 80.745 3.300 4.0% 0.469 0.6% 73% False False 153
60 87.000 80.745 6.255 7.5% 0.414 0.5% 38% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.076
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.223
2.618 85.096
1.618 84.406
1.000 83.980
0.618 83.716
HIGH 83.290
0.618 83.026
0.500 82.945
0.382 82.864
LOW 82.600
0.618 82.174
1.000 81.910
1.618 81.484
2.618 80.794
4.250 79.668
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 83.074 83.013
PP 83.010 82.886
S1 82.945 82.760

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

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