ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 80.345 80.485 0.140 0.2% 79.600
High 80.820 80.710 -0.110 -0.1% 80.820
Low 80.055 80.210 0.155 0.2% 79.530
Close 80.480 80.454 -0.026 0.0% 80.454
Range 0.765 0.500 -0.265 -34.6% 1.290
ATR 0.802 0.781 -0.022 -2.7% 0.000
Volume 21,086 18,914 -2,172 -10.3% 63,375
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 81.958 81.706 80.729
R3 81.458 81.206 80.592
R2 80.958 80.958 80.546
R1 80.706 80.706 80.500 80.582
PP 80.458 80.458 80.458 80.396
S1 80.206 80.206 80.408 80.082
S2 79.958 79.958 80.362
S3 79.458 79.706 80.317
S4 78.958 79.206 80.179
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 84.138 83.586 81.164
R3 82.848 82.296 80.809
R2 81.558 81.558 80.691
R1 81.006 81.006 80.572 81.282
PP 80.268 80.268 80.268 80.406
S1 79.716 79.716 80.336 79.992
S2 78.978 78.978 80.218
S3 77.688 78.426 80.099
S4 76.398 77.136 79.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.820 79.530 1.290 1.6% 0.724 0.9% 72% False False 12,675
10 81.935 79.490 2.445 3.0% 0.848 1.1% 39% False False 6,616
20 81.935 78.440 3.495 4.3% 0.762 0.9% 58% False False 3,415
40 81.935 76.175 5.760 7.2% 0.762 0.9% 74% False False 1,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.184
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 82.835
2.618 82.019
1.618 81.519
1.000 81.210
0.618 81.019
HIGH 80.710
0.618 80.519
0.500 80.460
0.382 80.401
LOW 80.210
0.618 79.901
1.000 79.710
1.618 79.401
2.618 78.901
4.250 78.085
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 80.460 80.449
PP 80.458 80.443
S1 80.456 80.438

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

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