ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 79.860 80.510 0.650 0.8% 79.600
High 80.620 80.760 0.140 0.2% 80.820
Low 79.775 80.185 0.410 0.5% 79.530
Close 80.582 80.549 -0.033 0.0% 80.454
Range 0.845 0.575 -0.270 -32.0% 1.290
ATR 0.816 0.799 -0.017 -2.1% 0.000
Volume 21,551 17,544 -4,007 -18.6% 63,375
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.223 81.961 80.865
R3 81.648 81.386 80.707
R2 81.073 81.073 80.654
R1 80.811 80.811 80.602 80.942
PP 80.498 80.498 80.498 80.564
S1 80.236 80.236 80.496 80.367
S2 79.923 79.923 80.444
S3 79.348 79.661 80.391
S4 78.773 79.086 80.233
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 80.760 79.145 1.615 2.0% 0.779 1.0% 87% True False 19,963
10 80.820 79.145 1.675 2.1% 0.828 1.0% 84% False False 14,515
20 81.935 78.440 3.495 4.3% 0.792 1.0% 60% False False 7,419
40 81.935 76.175 5.760 7.2% 0.759 0.9% 76% False False 3,767
60 81.935 76.175 5.760 7.2% 0.701 0.9% 76% False False 2,525
Crabel Price Patterns
NR True
NR4 True
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 0.171
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.204
2.618 82.265
1.618 81.690
1.000 81.335
0.618 81.115
HIGH 80.760
0.618 80.540
0.500 80.473
0.382 80.405
LOW 80.185
0.618 79.830
1.000 79.610
1.618 79.255
2.618 78.680
4.250 77.741
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 80.524 80.350
PP 80.498 80.151
S1 80.473 79.953

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

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