ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 81.730 81.550 -0.180 -0.2% 83.080
High 81.870 81.770 -0.100 -0.1% 83.080
Low 81.335 81.075 -0.260 -0.3% 81.075
Close 81.501 81.641 0.140 0.2% 81.641
Range 0.535 0.695 0.160 29.9% 2.005
ATR 0.623 0.628 0.005 0.8% 0.000
Volume 16,834 15,546 -1,288 -7.7% 120,687
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.580 83.306 82.023
R3 82.885 82.611 81.832
R2 82.190 82.190 81.768
R1 81.916 81.916 81.705 82.053
PP 81.495 81.495 81.495 81.564
S1 81.221 81.221 81.577 81.358
S2 80.800 80.800 81.514
S3 80.105 80.526 81.450
S4 79.410 79.831 81.259
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.947 86.799 82.744
R3 85.942 84.794 82.192
R2 83.937 83.937 82.009
R1 82.789 82.789 81.825 82.361
PP 81.932 81.932 81.932 81.718
S1 80.784 80.784 81.457 80.356
S2 79.927 79.927 81.273
S3 77.922 78.779 81.090
S4 75.917 76.774 80.538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.080 81.075 2.005 2.5% 0.800 1.0% 28% False True 24,137
10 83.315 81.075 2.240 2.7% 0.649 0.8% 25% False True 16,498
20 83.960 81.075 2.885 3.5% 0.586 0.7% 20% False True 8,384
40 83.960 80.745 3.215 3.9% 0.537 0.7% 28% False False 4,214
60 86.810 80.745 6.065 7.4% 0.461 0.6% 15% False False 2,811
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.119
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.724
2.618 83.590
1.618 82.895
1.000 82.465
0.618 82.200
HIGH 81.770
0.618 81.505
0.500 81.423
0.382 81.340
LOW 81.075
0.618 80.645
1.000 80.380
1.618 79.950
2.618 79.255
4.250 78.121
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 81.568 81.605
PP 81.495 81.569
S1 81.423 81.533

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

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