ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 77.510 77.185 -0.325 -0.4% 78.240
High 77.540 77.185 -0.355 -0.5% 78.900
Low 77.170 76.475 -0.695 -0.9% 77.150
Close 77.287 76.881 -0.406 -0.5% 77.563
Range 0.370 0.710 0.340 91.9% 1.750
ATR 0.670 0.680 0.010 1.5% 0.000
Volume 21,841 25,303 3,462 15.9% 127,007
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 78.977 78.639 77.272
R3 78.267 77.929 77.076
R2 77.557 77.557 77.011
R1 77.219 77.219 76.946 77.033
PP 76.847 76.847 76.847 76.754
S1 76.509 76.509 76.816 76.323
S2 76.137 76.137 76.751
S3 75.427 75.799 76.686
S4 74.717 75.089 76.491
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 78.170 76.475 1.695 2.2% 0.636 0.8% 24% False True 22,813
10 79.015 76.475 2.540 3.3% 0.690 0.9% 16% False True 23,247
20 81.770 76.475 5.295 6.9% 0.689 0.9% 8% False True 22,700
40 83.960 76.475 7.485 9.7% 0.640 0.8% 5% False True 15,157
60 83.960 76.475 7.485 9.7% 0.583 0.8% 5% False True 10,117
80 86.810 76.475 10.335 13.4% 0.517 0.7% 4% False True 7,589
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 0.132
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.203
2.618 79.044
1.618 78.334
1.000 77.895
0.618 77.624
HIGH 77.185
0.618 76.914
0.500 76.830
0.382 76.746
LOW 76.475
0.618 76.036
1.000 75.765
1.618 75.326
2.618 74.616
4.250 73.458
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 76.864 77.323
PP 76.847 77.175
S1 76.830 77.028

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

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