ICE US Dollar Index Future June 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 81.320 81.105 -0.215 -0.3% 80.435
High 81.505 81.155 -0.350 -0.4% 81.240
Low 81.185 81.100 -0.085 -0.1% 79.790
Close 81.397 81.509 0.112 0.1% 81.152
Range 0.320 0.055 -0.265 -82.8% 1.450
ATR 0.399 0.392 -0.007 -1.8% 0.000
Volume 8 17 9 112.5% 127
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 81.420 81.519 81.539
R3 81.365 81.464 81.524
R2 81.310 81.310 81.519
R1 81.409 81.409 81.514 81.360
PP 81.255 81.255 81.255 81.230
S1 81.354 81.354 81.504 81.305
S2 81.200 81.200 81.499
S3 81.145 81.299 81.494
S4 81.090 81.244 81.479
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.077 84.565 81.950
R3 83.627 83.115 81.551
R2 82.177 82.177 81.418
R1 81.665 81.665 81.285 81.921
PP 80.727 80.727 80.727 80.856
S1 80.215 80.215 81.019 80.471
S2 79.277 79.277 80.886
S3 77.827 78.765 80.753
S4 76.377 77.315 80.355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.505 80.375 1.130 1.4% 0.250 0.3% 100% False False 6
10 81.505 79.790 1.715 2.1% 0.227 0.3% 100% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.389
2.618 81.299
1.618 81.244
1.000 81.210
0.618 81.189
HIGH 81.155
0.618 81.134
0.500 81.128
0.382 81.121
LOW 81.100
0.618 81.066
1.000 81.045
1.618 81.011
2.618 80.956
4.250 80.866
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 81.382 81.319
PP 81.255 81.130
S1 81.128 80.940

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

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