ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 79.980 79.735 -0.245 -0.3% 80.985
High 80.025 79.785 -0.240 -0.3% 81.010
Low 79.705 79.025 -0.680 -0.9% 79.025
Close 79.798 79.288 -0.510 -0.6% 79.288
Range 0.320 0.760 0.440 137.5% 1.985
ATR 0.708 0.713 0.005 0.7% 0.000
Volume 12,789 11,870 -919 -7.2% 49,872
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 81.646 81.227 79.706
R3 80.886 80.467 79.497
R2 80.126 80.126 79.427
R1 79.707 79.707 79.358 79.537
PP 79.366 79.366 79.366 79.281
S1 78.947 78.947 79.218 78.777
S2 78.606 78.606 79.149
S3 77.846 78.187 79.079
S4 77.086 77.427 78.870
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.729 84.494 80.380
R3 83.744 82.509 79.834
R2 81.759 81.759 79.652
R1 80.524 80.524 79.470 80.149
PP 79.774 79.774 79.774 79.587
S1 78.539 78.539 79.106 78.164
S2 77.789 77.789 78.924
S3 75.804 76.554 78.742
S4 73.819 74.569 78.196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.010 79.025 1.985 2.5% 0.633 0.8% 13% False True 9,974
10 81.185 79.025 2.160 2.7% 0.629 0.8% 12% False True 12,176
20 81.185 79.025 2.160 2.7% 0.729 0.9% 12% False True 13,345
40 81.935 76.330 5.605 7.1% 0.742 0.9% 53% False False 6,790
60 81.935 76.175 5.760 7.3% 0.724 0.9% 54% False False 4,551
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 False
Bear Hook False
Bull Hook False
Stretch 0.176
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.015
2.618 81.775
1.618 81.015
1.000 80.545
0.618 80.255
HIGH 79.785
0.618 79.495
0.500 79.405
0.382 79.315
LOW 79.025
0.618 78.555
1.000 78.265
1.618 77.795
2.618 77.035
4.250 75.795
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 79.405 79.870
PP 79.366 79.676
S1 79.327 79.482

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

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