ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 80.985 80.275 -0.710 -0.9% 80.840
High 81.010 80.760 -0.250 -0.3% 81.185
Low 80.515 79.890 -0.625 -0.8% 80.575
Close 80.635 80.670 0.035 0.0% 80.832
Range 0.495 0.870 0.375 75.8% 0.610
ATR 0.723 0.733 0.011 1.5% 0.000
Volume 5,060 10,889 5,829 115.2% 51,906
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.050 82.730 81.149
R3 82.180 81.860 80.909
R2 81.310 81.310 80.830
R1 80.990 80.990 80.750 81.150
PP 80.440 80.440 80.440 80.520
S1 80.120 80.120 80.590 80.280
S2 79.570 79.570 80.511
S3 78.700 79.250 80.431
S4 77.830 78.380 80.192
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 79.890 1.295 1.6% 0.592 0.7% 60% False True 10,442
10 81.185 79.145 2.040 2.5% 0.663 0.8% 75% False False 14,811
20 81.935 79.145 2.790 3.5% 0.767 1.0% 55% False False 11,734
40 81.935 76.175 5.760 7.1% 0.759 0.9% 78% False False 5,953
60 81.935 76.175 5.760 7.1% 0.727 0.9% 78% False False 3,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.212
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.458
2.618 83.038
1.618 82.168
1.000 81.630
0.618 81.298
HIGH 80.760
0.618 80.428
0.500 80.325
0.382 80.222
LOW 79.890
0.618 79.352
1.000 79.020
1.618 78.482
2.618 77.612
4.250 76.193
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 80.555 80.626
PP 80.440 80.582
S1 80.325 80.538

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

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