ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 80.440 79.530 -0.910 -1.1% 81.665
High 80.470 79.755 -0.715 -0.9% 81.740
Low 79.465 79.395 -0.070 -0.1% 79.465
Close 79.599 79.554 -0.045 -0.1% 79.599
Range 1.005 0.360 -0.645 -64.2% 2.275
ATR 0.685 0.661 -0.023 -3.4% 0.000
Volume 24,567 12,888 -11,679 -47.5% 114,109
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.648 80.461 79.752
R3 80.288 80.101 79.653
R2 79.928 79.928 79.620
R1 79.741 79.741 79.587 79.835
PP 79.568 79.568 79.568 79.615
S1 79.381 79.381 79.521 79.475
S2 79.208 79.208 79.488
S3 78.848 79.021 79.455
S4 78.488 78.661 79.356
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 81.570 79.395 2.175 2.7% 0.745 0.9% 7% False True 22,305
10 82.295 79.395 2.900 3.6% 0.715 0.9% 5% False True 22,717
20 83.705 79.395 4.310 5.4% 0.647 0.8% 4% False True 14,681
40 83.960 79.395 4.565 5.7% 0.602 0.8% 3% False True 7,386
60 85.230 79.395 5.835 7.3% 0.512 0.6% 3% False True 4,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.096
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 81.285
2.618 80.697
1.618 80.337
1.000 80.115
0.618 79.977
HIGH 79.755
0.618 79.617
0.500 79.575
0.382 79.533
LOW 79.395
0.618 79.173
1.000 79.035
1.618 78.813
2.618 78.453
4.250 77.865
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 79.575 79.933
PP 79.568 79.806
S1 79.561 79.680

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

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