ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 80.955 80.975 0.020 0.0% 80.550
High 81.125 81.185 0.060 0.1% 81.010
Low 80.625 80.700 0.075 0.1% 79.145
Close 81.073 80.832 -0.241 -0.3% 80.752
Range 0.500 0.485 -0.015 -3.0% 1.865
ATR 0.760 0.740 -0.020 -2.6% 0.000
Volume 11,667 10,153 -1,514 -13.0% 100,885
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.361 82.081 81.099
R3 81.876 81.596 80.965
R2 81.391 81.391 80.921
R1 81.111 81.111 80.876 81.009
PP 80.906 80.906 80.906 80.854
S1 80.626 80.626 80.788 80.524
S2 80.421 80.421 80.743
S3 79.936 80.141 80.699
S4 79.451 79.656 80.565
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% 0.625 0.8% 73% True False 14,377
10 81.185 79.145 2.040 2.5% 0.702 0.9% 83% True False 17,170
20 81.935 79.145 2.790 3.5% 0.786 1.0% 60% False False 10,950
40 81.935 76.175 5.760 7.1% 0.759 0.9% 81% False False 5,560
60 81.935 76.175 5.760 7.1% 0.715 0.9% 81% False False 3,722
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.207
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.246
2.618 82.455
1.618 81.970
1.000 81.670
0.618 81.485
HIGH 81.185
0.618 81.000
0.500 80.943
0.382 80.885
LOW 80.700
0.618 80.400
1.000 80.215
1.618 79.915
2.618 79.430
4.250 78.639
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 80.943 80.880
PP 80.906 80.864
S1 80.869 80.848

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

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