ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 77.705 77.650 -0.055 -0.1% 78.240
High 77.940 77.990 0.050 0.1% 78.900
Low 77.150 77.360 0.210 0.3% 77.150
Close 77.642 77.563 -0.079 -0.1% 77.563
Range 0.790 0.630 -0.160 -20.3% 1.750
ATR 0.686 0.682 -0.004 -0.6% 0.000
Volume 32,037 29,529 -2,508 -7.8% 127,007
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.528 79.175 77.910
R3 78.898 78.545 77.736
R2 78.268 78.268 77.679
R1 77.915 77.915 77.621 77.777
PP 77.638 77.638 77.638 77.568
S1 77.285 77.285 77.505 77.147
S2 77.008 77.008 77.448
S3 76.378 76.655 77.390
S4 75.748 76.025 77.217
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 83.121 82.092 78.526
R3 81.371 80.342 78.044
R2 79.621 79.621 77.884
R1 78.592 78.592 77.723 78.232
PP 77.871 77.871 77.871 77.691
S1 76.842 76.842 77.403 76.482
S2 76.121 76.121 77.242
S3 74.371 75.092 77.082
S4 72.621 73.342 76.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.900 77.150 1.750 2.3% 0.710 0.9% 24% False False 25,401
10 80.010 77.150 2.860 3.7% 0.668 0.9% 14% False False 23,982
20 83.080 77.150 5.930 7.6% 0.726 0.9% 7% False False 23,731
40 83.960 77.150 6.810 8.8% 0.632 0.8% 6% False False 13,051
60 83.960 77.150 6.810 8.8% 0.560 0.7% 6% False False 8,708
80 87.000 77.150 9.850 12.7% 0.502 0.6% 4% False False 6,533
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 0.152
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.668
2.618 79.639
1.618 79.009
1.000 78.620
0.618 78.379
HIGH 77.990
0.618 77.749
0.500 77.675
0.382 77.601
LOW 77.360
0.618 76.971
1.000 76.730
1.618 76.341
2.618 75.711
4.250 74.683
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 77.675 77.650
PP 77.638 77.621
S1 77.600 77.592

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

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