ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 80.715 79.980 -0.735 -0.9% 80.840
High 80.715 80.025 -0.690 -0.9% 81.185
Low 79.995 79.705 -0.290 -0.4% 80.575
Close 80.102 79.798 -0.304 -0.4% 80.832
Range 0.720 0.320 -0.400 -55.6% 0.610
ATR 0.732 0.708 -0.024 -3.3% 0.000
Volume 9,264 12,789 3,525 38.1% 51,906
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 80.803 80.620 79.974
R3 80.483 80.300 79.886
R2 80.163 80.163 79.857
R1 79.980 79.980 79.827 79.912
PP 79.843 79.843 79.843 79.808
S1 79.660 79.660 79.769 79.592
S2 79.523 79.523 79.739
S3 79.203 79.340 79.710
S4 78.883 79.020 79.622
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 79.705 1.480 1.9% 0.578 0.7% 6% False True 9,631
10 81.185 79.705 1.480 1.9% 0.611 0.8% 6% False True 12,743
20 81.490 79.145 2.345 2.9% 0.738 0.9% 28% False False 12,786
40 81.935 76.175 5.760 7.2% 0.744 0.9% 63% False False 6,497
60 81.935 76.175 5.760 7.2% 0.721 0.9% 63% False False 4,353
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 0.196
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 81.385
2.618 80.863
1.618 80.543
1.000 80.345
0.618 80.223
HIGH 80.025
0.618 79.903
0.500 79.865
0.382 79.827
LOW 79.705
0.618 79.507
1.000 79.385
1.618 79.187
2.618 78.867
4.250 78.345
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 79.865 80.233
PP 79.843 80.088
S1 79.820 79.943

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

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