ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 81.395 81.220 -0.175 -0.2% 81.525
High 81.410 81.325 -0.085 -0.1% 81.525
Low 81.100 80.745 -0.355 -0.4% 80.745
Close 81.230 80.808 -0.422 -0.5% 80.808
Range 0.310 0.580 0.270 87.1% 0.780
ATR 0.450 0.459 0.009 2.1% 0.000
Volume 33 21 -12 -36.4% 83
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.699 82.334 81.127
R3 82.119 81.754 80.968
R2 81.539 81.539 80.914
R1 81.174 81.174 80.861 81.067
PP 80.959 80.959 80.959 80.906
S1 80.594 80.594 80.755 80.487
S2 80.379 80.379 80.702
S3 79.799 80.014 80.649
S4 79.219 79.434 80.489
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.366 82.867 81.237
R3 82.586 82.087 81.023
R2 81.806 81.806 80.951
R1 81.307 81.307 80.880 81.167
PP 81.026 81.026 81.026 80.956
S1 80.527 80.527 80.737 80.387
S2 80.246 80.246 80.665
S3 79.466 79.747 80.594
S4 78.686 78.967 80.379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.525 80.745 0.780 1.0% 0.374 0.5% 8% False True 16
10 82.900 80.745 2.155 2.7% 0.331 0.4% 3% False True 16
20 84.935 80.745 4.190 5.2% 0.367 0.5% 2% False True 11
40 87.350 80.745 6.605 8.2% 0.314 0.4% 1% False True 12
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.790
2.618 82.843
1.618 82.263
1.000 81.905
0.618 81.683
HIGH 81.325
0.618 81.103
0.500 81.035
0.382 80.967
LOW 80.745
0.618 80.387
1.000 80.165
1.618 79.807
2.618 79.227
4.250 78.280
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 81.035 81.133
PP 80.959 81.024
S1 80.884 80.916

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

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