ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 81.550 81.665 0.115 0.1% 83.080
High 81.770 81.740 -0.030 0.0% 83.080
Low 81.075 81.255 0.180 0.2% 81.075
Close 81.641 81.582 -0.059 -0.1% 81.641
Range 0.695 0.485 -0.210 -30.2% 2.005
ATR 0.628 0.618 -0.010 -1.6% 0.000
Volume 15,546 15,469 -77 -0.5% 120,687
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.981 82.766 81.849
R3 82.496 82.281 81.715
R2 82.011 82.011 81.671
R1 81.796 81.796 81.626 81.661
PP 81.526 81.526 81.526 81.458
S1 81.311 81.311 81.538 81.176
S2 81.041 81.041 81.493
S3 80.556 80.826 81.449
S4 80.071 80.341 81.315
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 82.295 81.075 1.220 1.5% 0.685 0.8% 42% False False 23,129
10 83.315 81.075 2.240 2.7% 0.676 0.8% 23% False False 17,952
20 83.960 81.075 2.885 3.5% 0.591 0.7% 18% False False 9,146
40 83.960 80.745 3.215 3.9% 0.538 0.7% 26% False False 4,600
60 86.810 80.745 6.065 7.4% 0.469 0.6% 14% False False 3,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.116
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 83.801
2.618 83.010
1.618 82.525
1.000 82.225
0.618 82.040
HIGH 81.740
0.618 81.555
0.500 81.498
0.382 81.440
LOW 81.255
0.618 80.955
1.000 80.770
1.618 80.470
2.618 79.985
4.250 79.194
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 81.554 81.546
PP 81.526 81.509
S1 81.498 81.473

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

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