ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 80.840 80.955 0.115 0.1% 80.550
High 81.090 81.185 0.095 0.1% 81.010
Low 80.675 80.575 -0.100 -0.1% 79.145
Close 80.972 81.069 0.097 0.1% 80.752
Range 0.415 0.610 0.195 47.0% 1.865
ATR 0.793 0.780 -0.013 -1.6% 0.000
Volume 15,641 14,445 -1,196 -7.6% 100,885
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.773 82.531 81.405
R3 82.163 81.921 81.237
R2 81.553 81.553 81.181
R1 81.311 81.311 81.125 81.432
PP 80.943 80.943 80.943 81.004
S1 80.701 80.701 81.013 80.822
S2 80.333 80.333 80.957
S3 79.723 80.091 80.901
S4 79.113 79.481 80.734
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 81.185 79.775 1.410 1.7% 0.712 0.9% 92% True False 17,832
10 81.185 79.145 2.040 2.5% 0.732 0.9% 94% True False 18,597
20 81.935 79.145 2.790 3.4% 0.781 1.0% 69% False False 9,894
40 81.935 76.175 5.760 7.1% 0.768 0.9% 85% False False 5,017
60 81.935 76.175 5.760 7.1% 0.713 0.9% 85% False False 3,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.204
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.778
2.618 82.782
1.618 82.172
1.000 81.795
0.618 81.562
HIGH 81.185
0.618 80.952
0.500 80.880
0.382 80.808
LOW 80.575
0.618 80.198
1.000 79.965
1.618 79.588
2.618 78.978
4.250 77.983
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 81.006 80.893
PP 80.943 80.716
S1 80.880 80.540

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

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