ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 79.770 79.165 -0.605 -0.8% 81.665
High 80.010 79.210 -0.800 -1.0% 81.740
Low 79.055 78.825 -0.230 -0.3% 79.465
Close 79.212 78.905 -0.307 -0.4% 79.599
Range 0.955 0.385 -0.570 -59.7% 2.275
ATR 0.682 0.661 -0.021 -3.1% 0.000
Volume 28,558 19,279 -9,279 -32.5% 114,109
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 80.135 79.905 79.117
R3 79.750 79.520 79.011
R2 79.365 79.365 78.976
R1 79.135 79.135 78.940 79.058
PP 78.980 78.980 78.980 78.941
S1 78.750 78.750 78.870 78.673
S2 78.595 78.595 78.834
S3 78.210 78.365 78.799
S4 77.825 77.980 78.693
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 80.470 78.825 1.645 2.1% 0.637 0.8% 5% False True 22,633
10 81.870 78.825 3.045 3.9% 0.678 0.9% 3% False True 20,721
20 83.315 78.825 4.490 5.7% 0.646 0.8% 2% False True 17,061
40 83.960 78.825 5.135 6.5% 0.615 0.8% 2% False True 8,582
60 84.935 78.825 6.110 7.7% 0.521 0.7% 1% False True 5,724
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.104
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.846
2.618 80.218
1.618 79.833
1.000 79.595
0.618 79.448
HIGH 79.210
0.618 79.063
0.500 79.018
0.382 78.972
LOW 78.825
0.618 78.587
1.000 78.440
1.618 78.202
2.618 77.817
4.250 77.189
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 79.018 79.418
PP 78.980 79.247
S1 78.943 79.076

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

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