ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 83.080 82.205 -0.875 -1.1% 82.340
High 83.080 82.295 -0.785 -0.9% 83.315
Low 82.020 81.245 -0.775 -0.9% 82.230
Close 82.186 81.339 -0.847 -1.0% 83.016
Range 1.060 1.050 -0.010 -0.9% 1.085
ATR 0.595 0.627 0.033 5.5% 0.000
Volume 20,509 31,880 11,371 55.4% 44,301
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.776 84.108 81.917
R3 83.726 83.058 81.628
R2 82.676 82.676 81.532
R1 82.008 82.008 81.435 81.817
PP 81.626 81.626 81.626 81.531
S1 80.958 80.958 81.243 80.767
S2 80.576 80.576 81.147
S3 79.526 79.908 81.050
S4 78.476 78.858 80.762
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.109 85.647 83.613
R3 85.024 84.562 83.314
R2 83.939 83.939 83.215
R1 83.477 83.477 83.115 83.708
PP 82.854 82.854 82.854 82.969
S1 82.392 82.392 82.917 82.623
S2 81.769 81.769 82.817
S3 80.684 81.307 82.718
S4 79.599 80.222 82.419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.315 81.245 2.070 2.5% 0.738 0.9% 5% False True 18,839
10 83.530 81.245 2.285 2.8% 0.644 0.8% 4% False True 9,819
20 83.960 81.245 2.715 3.3% 0.586 0.7% 3% False True 4,984
40 83.960 80.745 3.215 4.0% 0.528 0.6% 18% False False 2,507
60 87.000 80.745 6.255 7.7% 0.448 0.6% 9% False False 1,673
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 0.100
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.758
2.618 85.044
1.618 83.994
1.000 83.345
0.618 82.944
HIGH 82.295
0.618 81.894
0.500 81.770
0.382 81.646
LOW 81.245
0.618 80.596
1.000 80.195
1.618 79.546
2.618 78.496
4.250 76.783
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 81.770 82.280
PP 81.626 81.966
S1 81.483 81.653

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

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