ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 81.220 80.950 -0.270 -0.3% 81.525
High 81.325 81.125 -0.200 -0.2% 81.525
Low 80.745 80.950 0.205 0.3% 80.745
Close 80.808 81.108 0.300 0.4% 80.808
Range 0.580 0.175 -0.405 -69.8% 0.780
ATR 0.459 0.449 -0.010 -2.2% 0.000
Volume 21 0 -21 -100.0% 83
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.586 81.522 81.204
R3 81.411 81.347 81.156
R2 81.236 81.236 81.140
R1 81.172 81.172 81.124 81.204
PP 81.061 81.061 81.061 81.077
S1 80.997 80.997 81.092 81.029
S2 80.886 80.886 81.076
S3 80.711 80.822 81.060
S4 80.536 80.647 81.012
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 81.520 80.745 0.775 1.0% 0.374 0.5% 47% False False 16
10 82.810 80.745 2.065 2.5% 0.305 0.4% 18% False False 14
20 84.935 80.745 4.190 5.2% 0.371 0.5% 9% False False 11
40 87.000 80.745 6.255 7.7% 0.311 0.4% 6% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.869
2.618 81.583
1.618 81.408
1.000 81.300
0.618 81.233
HIGH 81.125
0.618 81.058
0.500 81.038
0.382 81.017
LOW 80.950
0.618 80.842
1.000 80.775
1.618 80.667
2.618 80.492
4.250 80.206
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 81.085 81.098
PP 81.061 81.088
S1 81.038 81.078

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

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