ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 80.485 80.550 0.065 0.1% 79.600
High 80.710 80.685 -0.025 0.0% 80.820
Low 80.210 79.425 -0.785 -1.0% 79.530
Close 80.454 79.606 -0.848 -1.1% 80.454
Range 0.500 1.260 0.760 152.0% 1.290
ATR 0.781 0.815 0.034 4.4% 0.000
Volume 18,914 20,625 1,711 9.0% 63,375
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.685 82.906 80.299
R3 82.425 81.646 79.953
R2 81.165 81.165 79.837
R1 80.386 80.386 79.722 80.146
PP 79.905 79.905 79.905 79.785
S1 79.126 79.126 79.491 78.886
S2 78.645 78.645 79.375
S3 77.385 77.866 79.260
S4 76.125 76.606 78.913
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 84.138 83.586 81.164
R3 82.848 82.296 80.809
R2 81.558 81.558 80.691
R1 81.006 81.006 80.572 81.282
PP 80.268 80.268 80.268 80.406
S1 79.716 79.716 80.336 79.992
S2 78.978 78.978 80.218
S3 77.688 78.426 80.099
S4 76.398 77.136 79.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.820 79.425 1.395 1.8% 0.798 1.0% 13% False True 16,030
10 81.935 79.425 2.510 3.2% 0.871 1.1% 7% False True 8,658
20 81.935 78.440 3.495 4.4% 0.788 1.0% 33% False False 4,438
40 81.935 76.175 5.760 7.2% 0.777 1.0% 60% False False 2,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.173
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.040
2.618 83.984
1.618 82.724
1.000 81.945
0.618 81.464
HIGH 80.685
0.618 80.204
0.500 80.055
0.382 79.906
LOW 79.425
0.618 78.646
1.000 78.165
1.618 77.386
2.618 76.126
4.250 74.070
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 80.055 80.123
PP 79.905 79.950
S1 79.756 79.778

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

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