ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 79.165 78.980 -0.185 -0.2% 81.665
High 79.210 79.250 0.040 0.1% 81.740
Low 78.825 78.620 -0.205 -0.3% 79.465
Close 78.905 78.938 0.033 0.0% 79.599
Range 0.385 0.630 0.245 63.6% 2.275
ATR 0.661 0.659 -0.002 -0.3% 0.000
Volume 19,279 31,164 11,885 61.6% 114,109
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.826 80.512 79.285
R3 80.196 79.882 79.111
R2 79.566 79.566 79.054
R1 79.252 79.252 78.996 79.094
PP 78.936 78.936 78.936 78.857
S1 78.622 78.622 78.880 78.464
S2 78.306 78.306 78.823
S3 77.676 77.992 78.765
S4 77.046 77.362 78.592
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 80.470 78.620 1.850 2.3% 0.667 0.8% 17% False True 23,291
10 81.770 78.620 3.150 4.0% 0.688 0.9% 10% False True 22,154
20 83.315 78.620 4.695 5.9% 0.663 0.8% 7% False True 18,568
40 83.960 78.620 5.340 6.8% 0.623 0.8% 6% False True 9,360
60 84.935 78.620 6.315 8.0% 0.530 0.7% 5% False True 6,243
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 0.117
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.928
2.618 80.899
1.618 80.269
1.000 79.880
0.618 79.639
HIGH 79.250
0.618 79.009
0.500 78.935
0.382 78.861
LOW 78.620
0.618 78.231
1.000 77.990
1.618 77.601
2.618 76.971
4.250 75.943
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 78.937 79.315
PP 78.936 79.189
S1 78.935 79.064

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

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