ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 80.955 80.955 0.000 0.0% 80.550
High 81.185 81.125 -0.060 -0.1% 81.010
Low 80.575 80.625 0.050 0.1% 79.145
Close 81.069 81.073 0.004 0.0% 80.752
Range 0.610 0.500 -0.110 -18.0% 1.865
ATR 0.780 0.760 -0.020 -2.6% 0.000
Volume 14,445 11,667 -2,778 -19.2% 100,885
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.441 82.257 81.348
R3 81.941 81.757 81.211
R2 81.441 81.441 81.165
R1 81.257 81.257 81.119 81.349
PP 80.941 80.941 80.941 80.987
S1 80.757 80.757 81.027 80.849
S2 80.441 80.441 80.981
S3 79.941 80.257 80.936
S4 79.441 79.757 80.798
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.897 85.190 81.778
R3 84.032 83.325 81.265
R2 82.167 82.167 81.094
R1 81.460 81.460 80.923 81.814
PP 80.302 80.302 80.302 80.479
S1 79.595 79.595 80.581 79.949
S2 78.437 78.437 80.410
S3 76.572 77.730 80.239
S4 74.707 75.865 79.726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.185 79.895 1.290 1.6% 0.643 0.8% 91% False False 15,856
10 81.185 79.145 2.040 2.5% 0.730 0.9% 95% False False 18,263
20 81.935 79.145 2.790 3.4% 0.778 1.0% 69% False False 10,460
40 81.935 76.175 5.760 7.1% 0.764 0.9% 85% False False 5,308
60 81.935 76.175 5.760 7.1% 0.717 0.9% 85% False False 3,553
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.215
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.250
2.618 82.434
1.618 81.934
1.000 81.625
0.618 81.434
HIGH 81.125
0.618 80.934
0.500 80.875
0.382 80.816
LOW 80.625
0.618 80.316
1.000 80.125
1.618 79.816
2.618 79.316
4.250 78.500
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 81.007 81.009
PP 80.941 80.944
S1 80.875 80.880

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

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