ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 77.795 78.265 0.470 0.6% 76.550
High 78.435 78.640 0.205 0.3% 78.640
Low 77.585 77.830 0.245 0.3% 76.515
Close 78.356 78.231 -0.125 -0.2% 78.231
Range 0.850 0.810 -0.040 -4.7% 2.125
ATR 0.961 0.951 -0.011 -1.1% 0.000
Volume 23,196 37,496 14,300 61.6% 154,476
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.664 80.257 78.677
R3 79.854 79.447 78.454
R2 79.044 79.044 78.380
R1 78.637 78.637 78.305 78.436
PP 78.234 78.234 78.234 78.133
S1 77.827 77.827 78.157 77.626
S2 77.424 77.424 78.083
S3 76.614 77.017 78.008
S4 75.804 76.207 77.786
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 84.170 83.326 79.400
R3 82.045 81.201 78.815
R2 79.920 79.920 78.621
R1 79.076 79.076 78.426 79.498
PP 77.795 77.795 77.795 78.007
S1 76.951 76.951 78.036 77.373
S2 75.670 75.670 77.841
S3 73.545 74.826 77.647
S4 71.420 72.701 77.062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.640 76.515 2.125 2.7% 0.865 1.1% 81% True False 30,895
10 78.640 75.235 3.405 4.4% 0.953 1.2% 88% True False 28,914
20 78.640 74.600 4.040 5.2% 1.075 1.4% 90% True False 26,872
40 81.740 74.600 7.140 9.1% 0.890 1.1% 51% False False 25,340
60 83.960 74.600 9.360 12.0% 0.789 1.0% 39% False False 19,688
80 83.960 74.600 9.360 12.0% 0.713 0.9% 39% False False 14,777
100 86.810 74.600 12.210 15.6% 0.633 0.8% 30% False False 11,823
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.223
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.083
2.618 80.761
1.618 79.951
1.000 79.450
0.618 79.141
HIGH 78.640
0.618 78.331
0.500 78.235
0.382 78.139
LOW 77.830
0.618 77.329
1.000 77.020
1.618 76.519
2.618 75.709
4.250 74.388
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 78.235 78.192
PP 78.234 78.152
S1 78.232 78.113

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

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