ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 82.205 81.445 -0.760 -0.9% 82.340
High 82.295 81.990 -0.305 -0.4% 83.315
Low 81.245 81.330 0.085 0.1% 82.230
Close 81.339 81.751 0.412 0.5% 83.016
Range 1.050 0.660 -0.390 -37.1% 1.085
ATR 0.627 0.629 0.002 0.4% 0.000
Volume 31,880 35,918 4,038 12.7% 44,301
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.670 83.371 82.114
R3 83.010 82.711 81.933
R2 82.350 82.350 81.872
R1 82.051 82.051 81.812 82.201
PP 81.690 81.690 81.690 81.765
S1 81.391 81.391 81.691 81.541
S2 81.030 81.030 81.630
S3 80.370 80.731 81.570
S4 79.710 80.071 81.388
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% 0.761 0.9% 24% False False 24,424
10 83.315 81.245 2.070 2.5% 0.614 0.8% 24% False False 13,401
20 83.960 81.245 2.715 3.3% 0.596 0.7% 19% False False 6,776
40 83.960 80.745 3.215 3.9% 0.535 0.7% 31% False False 3,404
60 86.810 80.745 6.065 7.4% 0.451 0.6% 17% False False 2,272
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 0.107
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.795
2.618 83.718
1.618 83.058
1.000 82.650
0.618 82.398
HIGH 81.990
0.618 81.738
0.500 81.660
0.382 81.582
LOW 81.330
0.618 80.922
1.000 80.670
1.618 80.262
2.618 79.602
4.250 78.525
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 81.721 82.163
PP 81.690 82.025
S1 81.660 81.888

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

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