ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 78.990 78.240 -0.750 -0.9% 79.530
High 79.015 78.720 -0.295 -0.4% 80.010
Low 78.220 78.240 0.020 0.0% 78.220
Close 78.313 78.658 0.345 0.4% 78.313
Range 0.795 0.480 -0.315 -39.6% 1.790
ATR 0.669 0.655 -0.013 -2.0% 0.000
Volume 20,932 16,002 -4,930 -23.6% 112,821
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.979 79.799 78.922
R3 79.499 79.319 78.790
R2 79.019 79.019 78.746
R1 78.839 78.839 78.702 78.929
PP 78.539 78.539 78.539 78.585
S1 78.359 78.359 78.614 78.449
S2 78.059 78.059 78.570
S3 77.579 77.879 78.526
S4 77.099 77.399 78.394
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 84.218 83.055 79.298
R3 82.428 81.265 78.805
R2 80.638 80.638 78.641
R1 79.475 79.475 78.477 79.162
PP 78.848 78.848 78.848 78.691
S1 77.685 77.685 78.149 77.372
S2 77.058 77.058 77.985
S3 75.268 75.895 77.821
S4 73.478 74.105 77.329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.010 78.220 1.790 2.3% 0.649 0.8% 24% False False 23,187
10 81.570 78.220 3.350 4.3% 0.697 0.9% 13% False False 22,746
20 83.315 78.220 5.095 6.5% 0.686 0.9% 9% False False 20,349
40 83.960 78.220 5.740 7.3% 0.636 0.8% 8% False False 10,283
60 84.935 78.220 6.715 8.5% 0.548 0.7% 7% False False 6,859
80 87.000 78.220 8.780 11.2% 0.473 0.6% 5% False False 5,147
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.090
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.760
2.618 79.977
1.618 79.497
1.000 79.200
0.618 79.017
HIGH 78.720
0.618 78.537
0.500 78.480
0.382 78.423
LOW 78.240
0.618 77.943
1.000 77.760
1.618 77.463
2.618 76.983
4.250 76.200
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 78.599 78.735
PP 78.539 78.709
S1 78.480 78.684

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

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