ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 77.150 77.815 0.665 0.9% 78.240
High 77.785 78.170 0.385 0.5% 78.900
Low 77.050 77.435 0.385 0.5% 77.150
Close 77.664 77.588 -0.076 -0.1% 77.563
Range 0.735 0.735 0.000 0.0% 1.750
ATR 0.686 0.689 0.004 0.5% 0.000
Volume 12,327 25,065 12,738 103.3% 127,007
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.936 79.497 77.992
R3 79.201 78.762 77.790
R2 78.466 78.466 77.723
R1 78.027 78.027 77.655 77.879
PP 77.731 77.731 77.731 77.657
S1 77.292 77.292 77.521 77.144
S2 76.996 76.996 77.453
S3 76.261 76.557 77.386
S4 75.526 75.822 77.184
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 83.121 82.092 78.526
R3 81.371 80.342 78.044
R2 79.621 79.621 77.884
R1 78.592 78.592 77.723 78.232
PP 77.871 77.871 77.871 77.691
S1 76.842 76.842 77.403 76.482
S2 76.121 76.121 77.242
S3 74.371 75.092 77.082
S4 72.621 73.342 76.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.170 77.050 1.120 1.4% 0.704 0.9% 48% True False 24,476
10 79.250 77.050 2.200 2.8% 0.683 0.9% 24% False False 23,577
20 81.990 77.050 4.940 6.4% 0.694 0.9% 11% False False 22,981
40 83.960 77.050 6.910 8.9% 0.640 0.8% 8% False False 13,983
60 83.960 77.050 6.910 8.9% 0.583 0.8% 8% False False 9,331
80 87.000 77.050 9.950 12.8% 0.510 0.7% 5% False False 7,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.160
Fibonacci Retracements and Extensions
4.250 81.294
2.618 80.094
1.618 79.359
1.000 78.905
0.618 78.624
HIGH 78.170
0.618 77.889
0.500 77.803
0.382 77.716
LOW 77.435
0.618 76.981
1.000 76.700
1.618 76.246
2.618 75.511
4.250 74.311
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 77.803 77.610
PP 77.731 77.603
S1 77.660 77.595

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

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