ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 77.815 77.510 -0.305 -0.4% 78.240
High 78.170 77.540 -0.630 -0.8% 78.900
Low 77.435 77.170 -0.265 -0.3% 77.150
Close 77.588 77.287 -0.301 -0.4% 77.563
Range 0.735 0.370 -0.365 -49.7% 1.750
ATR 0.689 0.670 -0.019 -2.8% 0.000
Volume 25,065 21,841 -3,224 -12.9% 127,007
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 78.442 78.235 77.491
R3 78.072 77.865 77.389
R2 77.702 77.702 77.355
R1 77.495 77.495 77.321 77.414
PP 77.332 77.332 77.332 77.292
S1 77.125 77.125 77.253 77.044
S2 76.962 76.962 77.219
S3 76.592 76.755 77.185
S4 76.222 76.385 77.084
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 83.121 82.092 78.526
R3 81.371 80.342 78.044
R2 79.621 79.621 77.884
R1 78.592 78.592 77.723 78.232
PP 77.871 77.871 77.871 77.691
S1 76.842 76.842 77.403 76.482
S2 76.121 76.121 77.242
S3 74.371 75.092 77.082
S4 72.621 73.342 76.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.170 77.050 1.120 1.4% 0.652 0.8% 21% False False 24,159
10 79.250 77.050 2.200 2.8% 0.682 0.9% 11% False False 23,833
20 81.870 77.050 4.820 6.2% 0.680 0.9% 5% False False 22,277
40 83.960 77.050 6.910 8.9% 0.638 0.8% 3% False False 14,526
60 83.960 77.050 6.910 8.9% 0.583 0.8% 3% False False 9,695
80 86.810 77.050 9.760 12.6% 0.509 0.7% 2% False False 7,273
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 0.159
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 79.113
2.618 78.509
1.618 78.139
1.000 77.910
0.618 77.769
HIGH 77.540
0.618 77.399
0.500 77.355
0.382 77.311
LOW 77.170
0.618 76.941
1.000 76.800
1.618 76.571
2.618 76.201
4.250 75.598
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 77.355 77.610
PP 77.332 77.502
S1 77.310 77.395

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

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