ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 82.940 82.955 0.015 0.0% 83.400
High 83.130 83.680 0.550 0.7% 83.680
Low 82.495 82.900 0.405 0.5% 82.390
Close 82.855 83.475 0.620 0.7% 83.475
Range 0.635 0.780 0.145 22.8% 1.290
ATR 0.576 0.594 0.018 3.1% 0.000
Volume 96 124 28 29.2% 448
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.692 85.363 83.904
R3 84.912 84.583 83.690
R2 84.132 84.132 83.618
R1 83.803 83.803 83.547 83.968
PP 83.352 83.352 83.352 83.434
S1 83.023 83.023 83.404 83.188
S2 82.572 82.572 83.332
S3 81.792 82.243 83.261
S4 81.012 81.463 83.046
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.052 86.553 84.185
R3 85.762 85.263 83.830
R2 84.472 84.472 83.712
R1 83.973 83.973 83.593 84.223
PP 83.182 83.182 83.182 83.306
S1 82.683 82.683 83.357 82.933
S2 81.892 81.892 83.239
S3 80.602 81.393 83.120
S4 79.312 80.103 82.766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.680 82.390 1.290 1.5% 0.606 0.7% 84% True False 89
10 83.680 80.950 2.730 3.3% 0.643 0.8% 92% True False 71
20 83.680 80.745 2.935 3.5% 0.487 0.6% 93% True False 43
40 86.810 80.745 6.065 7.3% 0.398 0.5% 45% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.102
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.995
2.618 85.722
1.618 84.942
1.000 84.460
0.618 84.162
HIGH 83.680
0.618 83.382
0.500 83.290
0.382 83.198
LOW 82.900
0.618 82.418
1.000 82.120
1.618 81.638
2.618 80.858
4.250 79.585
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 83.413 83.328
PP 83.352 83.182
S1 83.290 83.035

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

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