ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 80.550 79.740 -0.810 -1.0% 79.600
High 80.685 79.860 -0.825 -1.0% 80.820
Low 79.425 79.145 -0.280 -0.4% 79.530
Close 79.606 79.690 0.084 0.1% 80.454
Range 1.260 0.715 -0.545 -43.3% 1.290
ATR 0.815 0.808 -0.007 -0.9% 0.000
Volume 20,625 21,182 557 2.7% 63,375
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 81.710 81.415 80.083
R3 80.995 80.700 79.887
R2 80.280 80.280 79.821
R1 79.985 79.985 79.756 79.775
PP 79.565 79.565 79.565 79.460
S1 79.270 79.270 79.624 79.060
S2 78.850 78.850 79.559
S3 78.135 78.555 79.493
S4 77.420 77.840 79.297
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 79.145 1.675 2.1% 0.751 0.9% 33% False True 19,361
10 81.820 79.145 2.675 3.4% 0.869 1.1% 20% False True 10,731
20 81.935 78.440 3.495 4.4% 0.773 1.0% 36% False False 5,491
40 81.935 76.175 5.760 7.2% 0.764 1.0% 61% False False 2,792
60 81.935 76.175 5.760 7.2% 0.690 0.9% 61% False False 1,874
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 0.175
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.899
2.618 81.732
1.618 81.017
1.000 80.575
0.618 80.302
HIGH 79.860
0.618 79.587
0.500 79.503
0.382 79.418
LOW 79.145
0.618 78.703
1.000 78.430
1.618 77.988
2.618 77.273
4.250 76.106
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 79.628 79.928
PP 79.565 79.848
S1 79.503 79.769

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

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