ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 80.490 80.045 -0.445 -0.6% 83.080
High 80.505 80.395 -0.110 -0.1% 83.080
Low 79.770 79.915 0.145 0.2% 81.075
Close 80.064 80.247 0.183 0.2% 81.641
Range 0.735 0.480 -0.255 -34.7% 2.005
ATR 0.674 0.660 -0.014 -2.1% 0.000
Volume 22,243 27,874 5,631 25.3% 120,687
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 81.626 81.416 80.511
R3 81.146 80.936 80.379
R2 80.666 80.666 80.335
R1 80.456 80.456 80.291 80.561
PP 80.186 80.186 80.186 80.238
S1 79.976 79.976 80.203 80.081
S2 79.706 79.706 80.159
S3 79.226 79.496 80.115
S4 78.746 79.016 79.983
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 81.770 79.770 2.000 2.5% 0.708 0.9% 24% False False 21,017
10 83.315 79.770 3.545 4.4% 0.738 0.9% 13% False False 23,002
20 83.705 79.770 3.935 4.9% 0.624 0.8% 12% False False 12,827
40 83.960 79.770 4.190 5.2% 0.573 0.7% 11% False False 6,451
60 85.230 79.770 5.460 6.8% 0.490 0.6% 9% False False 4,303
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 0.103
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 82.435
2.618 81.652
1.618 81.172
1.000 80.875
0.618 80.692
HIGH 80.395
0.618 80.212
0.500 80.155
0.382 80.098
LOW 79.915
0.618 79.618
1.000 79.435
1.618 79.138
2.618 78.658
4.250 77.875
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 80.216 80.670
PP 80.186 80.529
S1 80.155 80.388

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

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