ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 78.860 79.725 0.865 1.1% 78.190
High 79.825 80.085 0.260 0.3% 79.585
Low 78.800 79.465 0.665 0.8% 78.015
Close 79.762 79.939 0.177 0.2% 78.594
Range 1.025 0.620 -0.405 -39.5% 1.570
ATR 0.908 0.887 -0.021 -2.3% 0.000
Volume 31,153 23,020 -8,133 -26.1% 130,318
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 81.690 81.434 80.280
R3 81.070 80.814 80.110
R2 80.450 80.450 80.053
R1 80.194 80.194 79.996 80.322
PP 79.830 79.830 79.830 79.894
S1 79.574 79.574 79.882 79.702
S2 79.210 79.210 79.825
S3 78.590 78.954 79.769
S4 77.970 78.334 79.598
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 83.441 82.588 79.458
R3 81.871 81.018 79.026
R2 80.301 80.301 78.882
R1 79.448 79.448 78.738 79.875
PP 78.731 78.731 78.731 78.945
S1 77.878 77.878 78.450 78.305
S2 77.161 77.161 78.306
S3 75.591 76.308 78.162
S4 74.021 74.738 77.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.085 78.060 2.025 2.5% 0.743 0.9% 93% True False 22,422
10 80.085 77.585 2.500 3.1% 0.789 1.0% 94% True False 26,551
20 80.085 75.235 4.850 6.1% 0.886 1.1% 97% True False 26,909
40 80.085 74.600 5.485 6.9% 0.907 1.1% 97% True False 26,090
60 83.315 74.600 8.715 10.9% 0.820 1.0% 61% False False 23,080
80 83.960 74.600 9.360 11.7% 0.761 1.0% 57% False False 17,336
100 84.935 74.600 10.335 12.9% 0.676 0.8% 52% False False 13,870
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 0.196
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.720
2.618 81.708
1.618 81.088
1.000 80.705
0.618 80.468
HIGH 80.085
0.618 79.848
0.500 79.775
0.382 79.702
LOW 79.465
0.618 79.082
1.000 78.845
1.618 78.462
2.618 77.842
4.250 76.830
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 79.884 79.650
PP 79.830 79.361
S1 79.775 79.073

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

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