ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 83.350 83.180 -0.170 -0.2% 83.525
High 83.510 83.600 0.090 0.1% 83.960
Low 83.030 83.180 0.150 0.2% 83.030
Close 83.298 83.556 0.258 0.3% 83.298
Range 0.480 0.420 -0.060 -12.5% 0.930
ATR 0.573 0.562 -0.011 -1.9% 0.000
Volume 165 214 49 29.7% 839
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.705 84.551 83.787
R3 84.285 84.131 83.672
R2 83.865 83.865 83.633
R1 83.711 83.711 83.595 83.788
PP 83.445 83.445 83.445 83.484
S1 83.291 83.291 83.518 83.368
S2 83.025 83.025 83.479
S3 82.605 82.871 83.441
S4 82.185 82.451 83.325
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.219 85.689 83.810
R3 85.289 84.759 83.554
R2 84.359 84.359 83.469
R1 83.829 83.829 83.383 83.629
PP 83.429 83.429 83.429 83.330
S1 82.899 82.899 83.213 82.699
S2 82.499 82.499 83.128
S3 81.569 81.969 83.042
S4 80.639 81.039 82.787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.960 83.030 0.930 1.1% 0.518 0.6% 57% False False 167
10 83.960 82.390 1.570 1.9% 0.533 0.6% 74% False False 143
20 83.960 80.745 3.215 3.8% 0.556 0.7% 87% False False 92
40 85.230 80.745 4.485 5.4% 0.445 0.5% 63% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.091
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.385
2.618 84.700
1.618 84.280
1.000 84.020
0.618 83.860
HIGH 83.600
0.618 83.440
0.500 83.390
0.382 83.340
LOW 83.180
0.618 82.920
1.000 82.760
1.618 82.500
2.618 82.080
4.250 81.395
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 83.501 83.481
PP 83.445 83.405
S1 83.390 83.330

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

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