ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 80.975 80.985 0.010 0.0% 80.840
High 81.185 81.010 -0.175 -0.2% 81.185
Low 80.700 80.515 -0.185 -0.2% 80.575
Close 80.832 80.635 -0.197 -0.2% 80.832
Range 0.485 0.495 0.010 2.1% 0.610
ATR 0.740 0.723 -0.018 -2.4% 0.000
Volume 10,153 5,060 -5,093 -50.2% 51,906
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.205 81.915 80.907
R3 81.710 81.420 80.771
R2 81.215 81.215 80.726
R1 80.925 80.925 80.680 80.823
PP 80.720 80.720 80.720 80.669
S1 80.430 80.430 80.590 80.328
S2 80.225 80.225 80.544
S3 79.730 79.935 80.499
S4 79.235 79.440 80.363
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.694 82.373 81.168
R3 82.084 81.763 81.000
R2 81.474 81.474 80.944
R1 81.153 81.153 80.888 81.009
PP 80.864 80.864 80.864 80.792
S1 80.543 80.543 80.776 80.399
S2 80.254 80.254 80.720
S3 79.644 79.933 80.664
S4 79.034 79.323 80.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.185 80.515 0.670 0.8% 0.501 0.6% 18% False True 11,393
10 81.185 79.145 2.040 2.5% 0.702 0.9% 73% False False 15,785
20 81.935 79.145 2.790 3.5% 0.775 1.0% 53% False False 11,200
40 81.935 76.175 5.760 7.1% 0.749 0.9% 77% False False 5,683
60 81.935 76.175 5.760 7.1% 0.718 0.9% 77% False False 3,806
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 True
Bear Hook False
Bull Hook False
Stretch 0.187
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.114
2.618 82.306
1.618 81.811
1.000 81.505
0.618 81.316
HIGH 81.010
0.618 80.821
0.500 80.763
0.382 80.704
LOW 80.515
0.618 80.209
1.000 80.020
1.618 79.714
2.618 79.219
4.250 78.411
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 80.763 80.850
PP 80.720 80.778
S1 80.678 80.707

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

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