ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 82.600 83.200 0.600 0.7% 83.180
High 83.290 83.245 -0.045 -0.1% 83.705
Low 82.600 82.700 0.100 0.1% 82.335
Close 83.139 82.895 -0.244 -0.3% 82.434
Range 0.690 0.545 -0.145 -21.0% 1.370
ATR 0.567 0.565 -0.002 -0.3% 0.000
Volume 1,557 7,994 6,437 413.4% 1,860
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.582 84.283 83.195
R3 84.037 83.738 83.045
R2 83.492 83.492 82.995
R1 83.193 83.193 82.945 83.070
PP 82.947 82.947 82.947 82.885
S1 82.648 82.648 82.845 82.525
S2 82.402 82.402 82.795
S3 81.857 82.103 82.745
S4 81.312 81.558 82.595
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 83.290 82.230 1.060 1.3% 0.467 0.6% 63% False False 2,378
10 83.705 82.230 1.475 1.8% 0.518 0.6% 45% False False 1,268
20 83.960 82.230 1.730 2.1% 0.555 0.7% 38% False False 692
40 83.975 80.745 3.230 3.9% 0.482 0.6% 67% False False 352
60 87.000 80.745 6.255 7.5% 0.420 0.5% 34% False False 239
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.069
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.561
2.618 84.672
1.618 84.127
1.000 83.790
0.618 83.582
HIGH 83.245
0.618 83.037
0.500 82.973
0.382 82.908
LOW 82.700
0.618 82.363
1.000 82.155
1.618 81.818
2.618 81.273
4.250 80.384
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 82.973 82.850
PP 82.947 82.805
S1 82.921 82.760

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

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