ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 78.825 77.945 -0.880 -1.1% 79.530
High 78.900 78.150 -0.750 -1.0% 80.010
Low 77.880 77.520 -0.360 -0.5% 78.220
Close 77.967 77.620 -0.347 -0.4% 78.313
Range 1.020 0.630 -0.390 -38.2% 1.790
ATR 0.681 0.678 -0.004 -0.5% 0.000
Volume 26,016 23,423 -2,593 -10.0% 112,821
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.653 79.267 77.967
R3 79.023 78.637 77.793
R2 78.393 78.393 77.736
R1 78.007 78.007 77.678 77.885
PP 77.763 77.763 77.763 77.703
S1 77.377 77.377 77.562 77.255
S2 77.133 77.133 77.505
S3 76.503 76.747 77.447
S4 75.873 76.117 77.274
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 77.520 1.730 2.2% 0.711 0.9% 6% False True 23,507
10 80.470 77.520 2.950 3.8% 0.674 0.9% 3% False True 23,070
20 83.315 77.520 5.795 7.5% 0.707 0.9% 2% False True 22,343
40 83.960 77.520 6.440 8.3% 0.631 0.8% 2% False True 11,518
60 83.975 77.520 6.455 8.3% 0.557 0.7% 2% False True 7,683
80 87.000 77.520 9.480 12.2% 0.492 0.6% 1% False True 5,765
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.116
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.828
2.618 79.799
1.618 79.169
1.000 78.780
0.618 78.539
HIGH 78.150
0.618 77.909
0.500 77.835
0.382 77.761
LOW 77.520
0.618 77.131
1.000 76.890
1.618 76.501
2.618 75.871
4.250 74.843
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 77.835 78.210
PP 77.763 78.013
S1 77.692 77.817

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

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