ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 79.740 79.860 0.120 0.2% 79.600
High 79.860 80.620 0.760 1.0% 80.820
Low 79.145 79.775 0.630 0.8% 79.530
Close 79.690 80.582 0.892 1.1% 80.454
Range 0.715 0.845 0.130 18.2% 1.290
ATR 0.808 0.816 0.009 1.1% 0.000
Volume 21,182 21,551 369 1.7% 63,375
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.861 82.566 81.047
R3 82.016 81.721 80.814
R2 81.171 81.171 80.737
R1 80.876 80.876 80.659 81.024
PP 80.326 80.326 80.326 80.399
S1 80.031 80.031 80.505 80.179
S2 79.481 79.481 80.427
S3 78.636 79.186 80.350
S4 77.791 78.341 80.117
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% 0.817 1.0% 86% False False 20,671
10 81.490 79.145 2.345 2.9% 0.866 1.1% 61% False False 12,829
20 81.935 78.440 3.495 4.3% 0.790 1.0% 61% False False 6,556
40 81.935 76.175 5.760 7.1% 0.762 0.9% 77% False False 3,329
60 81.935 76.175 5.760 7.1% 0.694 0.9% 77% False False 2,233
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 0.174
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.211
2.618 82.832
1.618 81.987
1.000 81.465
0.618 81.142
HIGH 80.620
0.618 80.297
0.500 80.198
0.382 80.098
LOW 79.775
0.618 79.253
1.000 78.930
1.618 78.408
2.618 77.563
4.250 76.184
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 80.454 80.360
PP 80.326 80.137
S1 80.198 79.915

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

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