ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 83.200 82.910 -0.290 -0.3% 83.180
High 83.245 83.145 -0.100 -0.1% 83.705
Low 82.700 82.640 -0.060 -0.1% 82.335
Close 82.895 83.000 0.105 0.1% 82.434
Range 0.545 0.505 -0.040 -7.3% 1.370
ATR 0.565 0.561 -0.004 -0.8% 0.000
Volume 7,994 14,017 6,023 75.3% 1,860
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.443 84.227 83.278
R3 83.938 83.722 83.139
R2 83.433 83.433 83.093
R1 83.217 83.217 83.046 83.325
PP 82.928 82.928 82.928 82.983
S1 82.712 82.712 82.954 82.820
S2 82.423 82.423 82.907
S3 81.918 82.207 82.861
S4 81.413 81.702 82.722
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% 0.511 0.6% 73% False False 4,978
10 83.705 82.230 1.475 1.8% 0.511 0.6% 52% False False 2,652
20 83.960 82.230 1.730 2.1% 0.547 0.7% 45% False False 1,387
40 83.960 80.745 3.215 3.9% 0.465 0.6% 70% False False 703
60 87.000 80.745 6.255 7.5% 0.422 0.5% 36% False False 473
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 0.093
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.291
2.618 84.467
1.618 83.962
1.000 83.650
0.618 83.457
HIGH 83.145
0.618 82.952
0.500 82.893
0.382 82.833
LOW 82.640
0.618 82.328
1.000 82.135
1.618 81.823
2.618 81.318
4.250 80.494
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 82.964 82.982
PP 82.928 82.963
S1 82.893 82.945

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

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