ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 79.600 80.150 0.550 0.7% 80.840
High 80.420 80.570 0.150 0.2% 81.935
Low 79.530 79.620 0.090 0.1% 79.490
Close 80.004 80.264 0.260 0.3% 79.797
Range 0.890 0.950 0.060 6.7% 2.445
ATR 0.815 0.825 0.010 1.2% 0.000
Volume 3,849 4,527 678 17.6% 2,786
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.001 82.583 80.787
R3 82.051 81.633 80.525
R2 81.101 81.101 80.438
R1 80.683 80.683 80.351 80.892
PP 80.151 80.151 80.151 80.256
S1 79.733 79.733 80.177 79.942
S2 79.201 79.201 80.090
S3 78.251 78.783 80.003
S4 77.301 77.833 79.742
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 87.742 86.215 81.142
R3 85.297 83.770 80.469
R2 82.852 82.852 80.245
R1 81.325 81.325 80.021 80.866
PP 80.407 80.407 80.407 80.178
S1 78.880 78.880 79.573 78.421
S2 77.962 77.962 79.349
S3 75.517 76.435 79.125
S4 73.072 73.990 78.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.820 79.490 2.330 2.9% 0.986 1.2% 33% False False 2,102
10 81.935 79.490 2.445 3.0% 0.831 1.0% 32% False False 1,192
20 81.935 78.025 3.910 4.9% 0.777 1.0% 57% False False 682
40 81.935 76.175 5.760 7.2% 0.762 0.9% 71% False False 378
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.146
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.608
2.618 83.057
1.618 82.107
1.000 81.520
0.618 81.157
HIGH 80.570
0.618 80.207
0.500 80.095
0.382 79.983
LOW 79.620
0.618 79.033
1.000 78.670
1.618 78.083
2.618 77.133
4.250 75.583
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 80.208 80.217
PP 80.151 80.170
S1 80.095 80.123

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

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