ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 79.530 79.770 0.240 0.3% 81.665
High 79.755 80.010 0.255 0.3% 81.740
Low 79.395 79.055 -0.340 -0.4% 79.465
Close 79.554 79.212 -0.342 -0.4% 79.599
Range 0.360 0.955 0.595 165.3% 2.275
ATR 0.661 0.682 0.021 3.2% 0.000
Volume 12,888 28,558 15,670 121.6% 114,109
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.291 81.706 79.737
R3 81.336 80.751 79.475
R2 80.381 80.381 79.387
R1 79.796 79.796 79.300 79.611
PP 79.426 79.426 79.426 79.333
S1 78.841 78.841 79.124 78.656
S2 78.471 78.471 79.037
S3 77.516 77.886 78.949
S4 76.561 76.931 78.687
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.093 85.621 80.850
R3 84.818 83.346 80.225
R2 82.543 82.543 80.016
R1 81.071 81.071 79.808 80.670
PP 80.268 80.268 80.268 80.067
S1 78.796 78.796 79.390 78.395
S2 77.993 77.993 79.182
S3 75.718 76.521 78.973
S4 73.443 74.246 78.348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.505 79.055 1.450 1.8% 0.707 0.9% 11% False True 23,226
10 81.990 79.055 2.935 3.7% 0.706 0.9% 5% False True 22,385
20 83.530 79.055 4.475 5.6% 0.675 0.9% 4% False True 16,102
40 83.960 79.055 4.905 6.2% 0.621 0.8% 3% False True 8,100
60 84.935 79.055 5.880 7.4% 0.515 0.7% 3% False True 5,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.111
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.069
2.618 82.510
1.618 81.555
1.000 80.965
0.618 80.600
HIGH 80.010
0.618 79.645
0.500 79.533
0.382 79.420
LOW 79.055
0.618 78.465
1.000 78.100
1.618 77.510
2.618 76.555
4.250 74.996
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 79.533 79.763
PP 79.426 79.579
S1 79.319 79.396

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

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