ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 77.650 77.150 -0.500 -0.6% 78.240
High 77.990 77.785 -0.205 -0.3% 78.900
Low 77.360 77.050 -0.310 -0.4% 77.150
Close 77.563 77.664 0.101 0.1% 77.563
Range 0.630 0.735 0.105 16.7% 1.750
ATR 0.682 0.686 0.004 0.6% 0.000
Volume 29,529 12,327 -17,202 -58.3% 127,007
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.705 79.419 78.068
R3 78.970 78.684 77.866
R2 78.235 78.235 77.799
R1 77.949 77.949 77.731 78.092
PP 77.500 77.500 77.500 77.571
S1 77.214 77.214 77.597 77.357
S2 76.765 76.765 77.529
S3 76.030 76.479 77.462
S4 75.295 75.744 77.260
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 77.050 1.850 2.4% 0.761 1.0% 33% False True 24,666
10 80.010 77.050 2.960 3.8% 0.705 0.9% 21% False True 23,926
20 82.295 77.050 5.245 6.8% 0.710 0.9% 12% False True 23,322
40 83.960 77.050 6.910 8.9% 0.633 0.8% 9% False True 13,358
60 83.960 77.050 6.910 8.9% 0.572 0.7% 9% False True 8,914
80 87.000 77.050 9.950 12.8% 0.501 0.6% 6% False True 6,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.149
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.909
2.618 79.709
1.618 78.974
1.000 78.520
0.618 78.239
HIGH 77.785
0.618 77.504
0.500 77.418
0.382 77.331
LOW 77.050
0.618 76.596
1.000 76.315
1.618 75.861
2.618 75.126
4.250 73.926
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 77.582 77.616
PP 77.500 77.568
S1 77.418 77.520

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

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