ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 82.980 83.400 0.420 0.5% 80.950
High 83.395 83.445 0.050 0.1% 83.395
Low 82.675 82.750 0.075 0.1% 80.950
Close 83.368 82.965 -0.403 -0.5% 83.368
Range 0.720 0.695 -0.025 -3.5% 2.445
ATR 0.574 0.583 0.009 1.5% 0.000
Volume 96 69 -27 -28.1% 266
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.138 84.747 83.347
R3 84.443 84.052 83.156
R2 83.748 83.748 83.092
R1 83.357 83.357 83.029 83.205
PP 83.053 83.053 83.053 82.978
S1 82.662 82.662 82.901 82.510
S2 82.358 82.358 82.838
S3 81.663 81.967 82.774
S4 80.968 81.272 82.583
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.906 89.082 84.713
R3 87.461 86.637 84.040
R2 85.016 85.016 83.816
R1 84.192 84.192 83.592 84.604
PP 82.571 82.571 82.571 82.777
S1 81.747 81.747 83.144 82.159
S2 80.126 80.126 82.920
S3 77.681 79.302 82.696
S4 75.236 76.857 82.023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.445 81.110 2.335 2.8% 0.784 0.9% 79% True False 67
10 83.445 80.745 2.700 3.3% 0.579 0.7% 82% True False 41
20 83.870 80.745 3.125 3.8% 0.450 0.5% 71% False False 25
40 87.000 80.745 6.255 7.5% 0.368 0.4% 35% False False 16
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 False
Bull Hook True
Stretch 0.083
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.399
2.618 85.265
1.618 84.570
1.000 84.140
0.618 83.875
HIGH 83.445
0.618 83.180
0.500 83.098
0.382 83.015
LOW 82.750
0.618 82.320
1.000 82.055
1.618 81.625
2.618 80.930
4.250 79.796
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 83.098 83.023
PP 83.053 83.003
S1 83.009 82.984

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

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