ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 80.370 80.840 0.470 0.6% 80.550
High 81.010 81.090 0.080 0.1% 81.010
Low 79.895 80.675 0.780 1.0% 79.145
Close 80.752 80.972 0.220 0.3% 80.752
Range 1.115 0.415 -0.700 -62.8% 1.865
ATR 0.822 0.793 -0.029 -3.5% 0.000
Volume 19,983 15,641 -4,342 -21.7% 100,885
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.157 81.980 81.200
R3 81.742 81.565 81.086
R2 81.327 81.327 81.048
R1 81.150 81.150 81.010 81.239
PP 80.912 80.912 80.912 80.957
S1 80.735 80.735 80.934 80.824
S2 80.497 80.497 80.896
S3 80.082 80.320 80.858
S4 79.667 79.905 80.744
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.897 85.190 81.778
R3 84.032 83.325 81.265
R2 82.167 82.167 81.094
R1 81.460 81.460 80.923 81.814
PP 80.302 80.302 80.302 80.479
S1 79.595 79.595 80.581 79.949
S2 78.437 78.437 80.410
S3 76.572 77.730 80.239
S4 74.707 75.865 79.726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.090 79.145 1.945 2.4% 0.733 0.9% 94% True False 19,180
10 81.090 79.145 1.945 2.4% 0.766 0.9% 94% True False 17,605
20 81.935 79.145 2.790 3.4% 0.800 1.0% 65% False False 9,181
40 81.935 76.175 5.760 7.1% 0.769 1.0% 83% False False 4,657
60 81.935 76.175 5.760 7.1% 0.709 0.9% 83% False False 3,119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.223
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 82.854
2.618 82.176
1.618 81.761
1.000 81.505
0.618 81.346
HIGH 81.090
0.618 80.931
0.500 80.883
0.382 80.834
LOW 80.675
0.618 80.419
1.000 80.260
1.618 80.004
2.618 79.589
4.250 78.911
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 80.942 80.812
PP 80.912 80.652
S1 80.883 80.493

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

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