ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 81.445 81.730 0.285 0.3% 82.340
High 81.990 81.870 -0.120 -0.1% 83.315
Low 81.330 81.335 0.005 0.0% 82.230
Close 81.751 81.501 -0.250 -0.3% 83.016
Range 0.660 0.535 -0.125 -18.9% 1.085
ATR 0.629 0.623 -0.007 -1.1% 0.000
Volume 35,918 16,834 -19,084 -53.1% 44,301
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.174 82.872 81.795
R3 82.639 82.337 81.648
R2 82.104 82.104 81.599
R1 81.802 81.802 81.550 81.686
PP 81.569 81.569 81.569 81.510
S1 81.267 81.267 81.452 81.151
S2 81.034 81.034 81.403
S3 80.499 80.732 81.354
S4 79.964 80.197 81.207
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.109 85.647 83.613
R3 85.024 84.562 83.314
R2 83.939 83.939 83.215
R1 83.477 83.477 83.115 83.708
PP 82.854 82.854 82.854 82.969
S1 82.392 82.392 82.917 82.623
S2 81.769 81.769 82.817
S3 80.684 81.307 82.718
S4 79.599 80.222 82.419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.315 81.245 2.070 2.5% 0.767 0.9% 12% False False 24,987
10 83.315 81.245 2.070 2.5% 0.639 0.8% 12% False False 14,983
20 83.960 81.245 2.715 3.3% 0.591 0.7% 9% False False 7,613
40 83.960 80.745 3.215 3.9% 0.531 0.7% 24% False False 3,825
60 86.810 80.745 6.065 7.4% 0.460 0.6% 12% False False 2,552
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.114
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.144
2.618 83.271
1.618 82.736
1.000 82.405
0.618 82.201
HIGH 81.870
0.618 81.666
0.500 81.603
0.382 81.539
LOW 81.335
0.618 81.004
1.000 80.800
1.618 80.469
2.618 79.934
4.250 79.061
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 81.603 81.770
PP 81.569 81.680
S1 81.535 81.591

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

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