ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 83.525 83.785 0.260 0.3% 83.400
High 83.680 83.960 0.280 0.3% 83.680
Low 83.280 83.325 0.045 0.1% 82.390
Close 83.543 83.566 0.023 0.0% 83.475
Range 0.400 0.635 0.235 58.8% 1.290
ATR 0.580 0.584 0.004 0.7% 0.000
Volume 217 110 -107 -49.3% 448
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.522 85.179 83.915
R3 84.887 84.544 83.741
R2 84.252 84.252 83.682
R1 83.909 83.909 83.624 83.763
PP 83.617 83.617 83.617 83.544
S1 83.274 83.274 83.508 83.128
S2 82.982 82.982 83.450
S3 82.347 82.639 83.391
S4 81.712 82.004 83.217
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 83.960 82.390 1.570 1.9% 0.584 0.7% 75% True False 126
10 83.960 81.785 2.175 2.6% 0.652 0.8% 82% True False 103
20 83.960 80.745 3.215 3.8% 0.493 0.6% 88% True False 58
40 86.400 80.745 5.655 6.8% 0.411 0.5% 50% False False 32
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 0.135
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.659
2.618 85.622
1.618 84.987
1.000 84.595
0.618 84.352
HIGH 83.960
0.618 83.717
0.500 83.643
0.382 83.568
LOW 83.325
0.618 82.933
1.000 82.690
1.618 82.298
2.618 81.663
4.250 80.626
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 83.643 83.521
PP 83.617 83.475
S1 83.592 83.430

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

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