ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 80.810 80.310 -0.500 -0.6% 80.460
High 81.060 80.360 -0.700 -0.9% 81.525
Low 80.100 79.060 -1.040 -1.3% 79.060
Close 80.336 79.407 -0.929 -1.2% 79.407
Range 0.960 1.300 0.340 35.4% 2.465
ATR 0.892 0.921 0.029 3.3% 0.000
Volume 36,646 30,863 -5,783 -15.8% 165,001
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.509 82.758 80.122
R3 82.209 81.458 79.765
R2 80.909 80.909 79.645
R1 80.158 80.158 79.526 79.884
PP 79.609 79.609 79.609 79.472
S1 78.858 78.858 79.288 78.584
S2 78.309 78.309 79.169
S3 77.009 77.558 79.050
S4 75.709 76.258 78.692
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 87.392 85.865 80.763
R3 84.927 83.400 80.085
R2 82.462 82.462 79.859
R1 80.935 80.935 79.633 80.466
PP 79.997 79.997 79.997 79.763
S1 78.470 78.470 79.181 78.001
S2 77.532 77.532 78.955
S3 75.067 76.005 78.729
S4 72.602 73.540 78.051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.525 79.060 2.465 3.1% 1.001 1.3% 14% False True 33,000
10 81.525 78.060 3.465 4.4% 0.892 1.1% 39% False False 26,938
20 81.525 75.935 5.590 7.0% 0.860 1.1% 62% False False 28,051
40 81.525 74.600 6.925 8.7% 0.943 1.2% 69% False False 26,792
60 83.315 74.600 8.715 11.0% 0.869 1.1% 55% False False 25,610
80 83.960 74.600 9.360 11.8% 0.789 1.0% 51% False False 19,554
100 83.960 74.600 9.360 11.8% 0.707 0.9% 51% False False 15,647
120 87.000 74.600 12.400 15.6% 0.645 0.8% 39% False False 13,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.160
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 85.885
2.618 83.763
1.618 82.463
1.000 81.660
0.618 81.163
HIGH 80.360
0.618 79.863
0.500 79.710
0.382 79.557
LOW 79.060
0.618 78.257
1.000 77.760
1.618 76.957
2.618 75.657
4.250 73.535
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 79.710 80.248
PP 79.609 79.967
S1 79.508 79.687

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

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