ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 06-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 06-Sep-2010 Change Change % Previous Week
Open 82.765 82.340 -0.425 -0.5% 83.180
High 82.930 82.450 -0.480 -0.6% 83.705
Low 82.335 82.230 -0.105 -0.1% 82.335
Close 82.434 82.385 -0.049 -0.1% 82.434
Range 0.595 0.220 -0.375 -63.0% 1.370
ATR 0.566 0.541 -0.025 -4.4% 0.000
Volume 388 935 547 141.0% 1,860
Daily Pivots for day following 06-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.015 82.920 82.506
R3 82.795 82.700 82.446
R2 82.575 82.575 82.425
R1 82.480 82.480 82.405 82.528
PP 82.355 82.355 82.355 82.379
S1 82.260 82.260 82.365 82.308
S2 82.135 82.135 82.345
S3 81.915 82.040 82.325
S4 81.695 81.820 82.264
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.935 86.054 83.188
R3 85.565 84.684 82.811
R2 84.195 84.195 82.685
R1 83.314 83.314 82.560 83.070
PP 82.825 82.825 82.825 82.702
S1 81.944 81.944 82.308 81.700
S2 81.455 81.455 82.183
S3 80.085 80.574 82.057
S4 78.715 79.204 81.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.705 82.230 1.475 1.8% 0.493 0.6% 11% False True 516
10 83.960 82.230 1.730 2.1% 0.506 0.6% 9% False True 341
20 83.960 81.110 2.850 3.5% 0.586 0.7% 45% False False 217
40 84.935 80.745 4.190 5.1% 0.478 0.6% 39% False False 114
60 87.000 80.745 6.255 7.6% 0.402 0.5% 26% False False 80
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 0.093
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 83.385
2.618 83.026
1.618 82.806
1.000 82.670
0.618 82.586
HIGH 82.450
0.618 82.366
0.500 82.340
0.382 82.314
LOW 82.230
0.618 82.094
1.000 82.010
1.618 81.874
2.618 81.654
4.250 81.295
Fisher Pivots for day following 06-Sep-2010
Pivot 1 day 3 day
R1 82.370 82.588
PP 82.355 82.520
S1 82.340 82.453

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

View Archives - Comment on this page... - Back to Index of Symbols