ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 81.665 81.565 -0.100 -0.1% 83.080
High 81.740 81.570 -0.170 -0.2% 83.080
Low 81.255 80.425 -0.830 -1.0% 81.075
Close 81.582 80.673 -0.909 -1.1% 81.641
Range 0.485 1.145 0.660 136.1% 2.005
ATR 0.618 0.656 0.039 6.2% 0.000
Volume 15,469 23,956 8,487 54.9% 120,687
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.324 83.644 81.303
R3 83.179 82.499 80.988
R2 82.034 82.034 80.883
R1 81.354 81.354 80.778 81.122
PP 80.889 80.889 80.889 80.773
S1 80.209 80.209 80.568 79.977
S2 79.744 79.744 80.463
S3 78.599 79.064 80.358
S4 77.454 77.919 80.043
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 81.990 80.425 1.565 1.9% 0.704 0.9% 16% False True 21,544
10 83.315 80.425 2.890 3.6% 0.721 0.9% 9% False True 20,192
20 83.875 80.425 3.450 4.3% 0.616 0.8% 7% False True 10,339
40 83.960 80.425 3.535 4.4% 0.555 0.7% 7% False True 5,198
60 86.400 80.425 5.975 7.4% 0.479 0.6% 4% False True 3,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.116
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 86.436
2.618 84.568
1.618 83.423
1.000 82.715
0.618 82.278
HIGH 81.570
0.618 81.133
0.500 80.998
0.382 80.862
LOW 80.425
0.618 79.717
1.000 79.280
1.618 78.572
2.618 77.427
4.250 75.559
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 80.998 81.098
PP 80.889 80.956
S1 80.781 80.815

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

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