ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 80.150 80.360 0.210 0.3% 80.840
High 80.570 80.810 0.240 0.3% 81.935
Low 79.620 80.295 0.675 0.8% 79.490
Close 80.264 80.371 0.107 0.1% 79.797
Range 0.950 0.515 -0.435 -45.8% 2.445
ATR 0.825 0.805 -0.020 -2.4% 0.000
Volume 4,527 14,999 10,472 231.3% 2,786
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.037 81.719 80.654
R3 81.522 81.204 80.513
R2 81.007 81.007 80.465
R1 80.689 80.689 80.418 80.848
PP 80.492 80.492 80.492 80.572
S1 80.174 80.174 80.324 80.333
S2 79.977 79.977 80.277
S3 79.462 79.659 80.229
S4 78.947 79.144 80.088
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 87.742 86.215 81.142
R3 85.297 83.770 80.469
R2 82.852 82.852 80.245
R1 81.325 81.325 80.021 80.866
PP 80.407 80.407 80.407 80.178
S1 78.880 78.880 79.573 78.421
S2 77.962 77.962 79.349
S3 75.517 76.435 79.125
S4 73.072 73.990 78.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.490 79.490 2.000 2.5% 0.915 1.1% 44% False False 4,988
10 81.935 79.490 2.445 3.0% 0.826 1.0% 36% False False 2,657
20 81.935 78.025 3.910 4.9% 0.774 1.0% 60% False False 1,427
40 81.935 76.175 5.760 7.2% 0.771 1.0% 73% False False 753
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 0.144
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 82.999
2.618 82.158
1.618 81.643
1.000 81.325
0.618 81.128
HIGH 80.810
0.618 80.613
0.500 80.553
0.382 80.492
LOW 80.295
0.618 79.977
1.000 79.780
1.618 79.462
2.618 78.947
4.250 78.106
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 80.553 80.304
PP 80.492 80.237
S1 80.432 80.170

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

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