ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 09-Dec-2010

Day Change Summary
	Previous	Current
	08-Dec-2010	09-Dec-2010	Change	Change %	Previous Week
Open	79.985	79.990	0.005	0.0%	80.460
High	80.425	80.420	-0.005	0.0%	81.525
Low	79.910	79.680	-0.230	-0.3%	79.060
Close	80.008	80.085	0.077	0.1%	79.407
Range	0.515	0.740	0.225	43.7%	2.465
ATR	0.889	0.878	-0.011	-1.2%	0.000
Volume	38,652	26,864	-11,788	-30.5%	165,001

Daily Pivots for day following 09-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.282	81.923	80.492
R3	81.542	81.183	80.289
R2	80.802	80.802	80.221
R1	80.443	80.443	80.153	80.623
PP	80.062	80.062	80.062	80.151
S1	79.703	79.703	80.017	79.883
S2	79.322	79.322	79.949
S3	78.582	78.963	79.882
S4	77.842	78.223	79.678

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.392	85.865	80.763
R3	84.927	83.400	80.085
R2	82.462	82.462	79.859
R1	80.935	80.935	79.633	80.466
PP	79.997	79.997	79.997	79.763
S1	78.470	78.470	79.181	78.001
S2	77.532	77.532	78.955
S3	75.067	76.005	78.729
S4	72.602	73.540	78.051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.425	79.060	1.365	1.7%	0.859	1.1%	75%	False	False	28,850
10	81.525	79.060	2.465	3.1%	0.879	1.1%	42%	False	False	29,106
20	81.525	77.585	3.940	4.9%	0.834	1.0%	63%	False	False	27,828
40	81.525	74.600	6.925	8.6%	0.956	1.2%	79%	False	False	27,408
60	81.870	74.600	7.270	9.1%	0.864	1.1%	75%	False	False	25,698
80	83.960	74.600	9.360	11.7%	0.797	1.0%	59%	False	False	20,967
100	83.960	74.600	9.360	11.7%	0.732	0.9%	59%	False	False	16,780
120	86.810	74.600	12.210	15.2%	0.658	0.8%	45%	False	False	13,985

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.176
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.565
2.618	82.357
1.618	81.617
1.000	81.160
0.618	80.877
HIGH	80.420
0.618	80.137
0.500	80.050
0.382	79.963
LOW	79.680
0.618	79.223
1.000	78.940
1.618	78.483
2.618	77.743
4.250	76.535

Fisher Pivots for day following 09-Dec-2010
Pivot	1 day	3 day
R1	80.073	79.997
PP	80.062	79.908
S1	80.050	79.820

Download as Excel Spreadsheet

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

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