ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 78.590 77.320 -1.270 -1.6% 77.150
High 78.610 77.870 -0.740 -0.9% 78.170
Low 77.280 77.070 -0.210 -0.3% 76.335
Close 77.414 77.634 0.220 0.3% 77.268
Range 1.330 0.800 -0.530 -39.8% 1.835
ATR 0.800 0.800 0.000 0.0% 0.000
Volume 32,176 29,053 -3,123 -9.7% 122,247
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.925 79.579 78.074
R3 79.125 78.779 77.854
R2 78.325 78.325 77.781
R1 77.979 77.979 77.707 78.152
PP 77.525 77.525 77.525 77.611
S1 77.179 77.179 77.561 77.352
S2 76.725 76.725 77.487
S3 75.925 76.379 77.414
S4 75.125 75.579 77.194
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.763 81.850 78.277
R3 80.928 80.015 77.773
R2 79.093 79.093 77.604
R1 78.180 78.180 77.436 78.637
PP 77.258 77.258 77.258 77.486
S1 76.345 76.345 77.100 76.802
S2 75.423 75.423 76.932
S3 73.588 74.510 76.763
S4 71.753 72.675 76.259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.610 76.335 2.275 2.9% 1.066 1.4% 57% False False 31,341
10 78.610 76.335 2.275 2.9% 0.851 1.1% 57% False False 27,077
20 80.470 76.335 4.135 5.3% 0.778 1.0% 31% False False 25,281
40 83.705 76.335 7.370 9.5% 0.701 0.9% 18% False False 19,054
60 83.960 76.335 7.625 9.8% 0.641 0.8% 17% False False 12,728
80 85.230 76.335 8.895 11.5% 0.562 0.7% 15% False False 9,547
Crabel Price Patterns
NR True
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 0.174
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.270
2.618 79.964
1.618 79.164
1.000 78.670
0.618 78.364
HIGH 77.870
0.618 77.564
0.500 77.470
0.382 77.376
LOW 77.070
0.618 76.576
1.000 76.270
1.618 75.776
2.618 74.976
4.250 73.670
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 77.579 77.840
PP 77.525 77.771
S1 77.470 77.703

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

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