ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 80.045 80.440 0.395 0.5% 81.665
High 80.395 80.470 0.075 0.1% 81.740
Low 79.915 79.465 -0.450 -0.6% 79.465
Close 80.247 79.599 -0.648 -0.8% 79.599
Range 0.480 1.005 0.525 109.4% 2.275
ATR 0.660 0.685 0.025 3.7% 0.000
Volume 27,874 24,567 -3,307 -11.9% 114,109
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.860 82.234 80.152
R3 81.855 81.229 79.875
R2 80.850 80.850 79.783
R1 80.224 80.224 79.691 80.035
PP 79.845 79.845 79.845 79.750
S1 79.219 79.219 79.507 79.030
S2 78.840 78.840 79.415
S3 77.835 78.214 79.323
S4 76.830 77.209 79.046
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.093 85.621 80.850
R3 84.818 83.346 80.225
R2 82.543 82.543 80.016
R1 81.071 81.071 79.808 80.670
PP 80.268 80.268 80.268 80.067
S1 78.796 78.796 79.390 78.395
S2 77.993 77.993 79.182
S3 75.718 76.521 78.973
S4 73.443 74.246 78.348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.740 79.465 2.275 2.9% 0.770 1.0% 6% False True 22,821
10 83.080 79.465 3.615 4.5% 0.785 1.0% 4% False True 23,479
20 83.705 79.465 4.240 5.3% 0.650 0.8% 3% False True 14,047
40 83.960 79.465 4.495 5.6% 0.597 0.7% 3% False True 7,064
60 85.230 79.465 5.765 7.2% 0.506 0.6% 2% False True 4,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.082
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.741
2.618 83.101
1.618 82.096
1.000 81.475
0.618 81.091
HIGH 80.470
0.618 80.086
0.500 79.968
0.382 79.849
LOW 79.465
0.618 78.844
1.000 78.460
1.618 77.839
2.618 76.834
4.250 75.194
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 79.968 79.985
PP 79.845 79.856
S1 79.722 79.728

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

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