ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 78.240 78.825 0.585 0.7% 79.530
High 78.720 78.900 0.180 0.2% 80.010
Low 78.240 77.880 -0.360 -0.5% 78.220
Close 78.658 77.967 -0.691 -0.9% 78.313
Range 0.480 1.020 0.540 112.5% 1.790
ATR 0.655 0.681 0.026 4.0% 0.000
Volume 16,002 26,016 10,014 62.6% 112,821
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 81.309 80.658 78.528
R3 80.289 79.638 78.248
R2 79.269 79.269 78.154
R1 78.618 78.618 78.061 78.434
PP 78.249 78.249 78.249 78.157
S1 77.598 77.598 77.874 77.414
S2 77.229 77.229 77.780
S3 76.209 76.578 77.687
S4 75.189 75.558 77.406
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 79.250 77.880 1.370 1.8% 0.662 0.8% 6% False True 22,678
10 80.505 77.880 2.625 3.4% 0.685 0.9% 3% False True 22,952
20 83.315 77.880 5.435 7.0% 0.703 0.9% 2% False True 21,572
40 83.960 77.880 6.080 7.8% 0.642 0.8% 1% False True 10,933
60 84.045 77.880 6.165 7.9% 0.547 0.7% 1% False True 7,292
80 87.000 77.880 9.120 11.7% 0.486 0.6% 1% False True 5,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.097
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 83.235
2.618 81.570
1.618 80.550
1.000 79.920
0.618 79.530
HIGH 78.900
0.618 78.510
0.500 78.390
0.382 78.270
LOW 77.880
0.618 77.250
1.000 76.860
1.618 76.230
2.618 75.210
4.250 73.545
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 78.390 78.448
PP 78.249 78.287
S1 78.108 78.127

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

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