ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 76.975 77.255 0.280 0.4% 77.150
High 77.355 77.865 0.510 0.7% 78.170
Low 76.335 77.125 0.790 1.0% 76.335
Close 77.268 77.137 -0.131 -0.2% 77.268
Range 1.020 0.740 -0.280 -27.5% 1.835
ATR 0.704 0.707 0.003 0.4% 0.000
Volume 37,711 20,049 -17,662 -46.8% 122,247
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.596 79.106 77.544
R3 78.856 78.366 77.341
R2 78.116 78.116 77.273
R1 77.626 77.626 77.205 77.501
PP 77.376 77.376 77.376 77.313
S1 76.886 76.886 77.069 76.761
S2 76.636 76.636 77.001
S3 75.896 76.146 76.934
S4 75.156 75.406 76.730
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.763 81.850 78.277
R3 80.928 80.015 77.773
R2 79.093 79.093 77.604
R1 78.180 78.180 77.436 78.637
PP 77.258 77.258 77.258 77.486
S1 76.345 76.345 77.100 76.802
S2 75.423 75.423 76.932
S3 73.588 74.510 76.763
S4 71.753 72.675 76.259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.170 76.335 1.835 2.4% 0.715 0.9% 44% False False 25,993
10 78.900 76.335 2.565 3.3% 0.738 1.0% 31% False False 25,330
20 81.570 76.335 5.235 6.8% 0.718 0.9% 15% False False 24,038
40 83.960 76.335 7.625 9.9% 0.654 0.8% 11% False False 16,592
60 83.960 76.335 7.625 9.9% 0.598 0.8% 11% False False 11,079
80 86.810 76.335 10.475 13.6% 0.531 0.7% 8% False False 8,311
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 0.180
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.010
2.618 79.802
1.618 79.062
1.000 78.605
0.618 78.322
HIGH 77.865
0.618 77.582
0.500 77.495
0.382 77.408
LOW 77.125
0.618 76.668
1.000 76.385
1.618 75.928
2.618 75.188
4.250 73.980
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 77.495 77.125
PP 77.376 77.112
S1 77.256 77.100

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

View Archives - Comment on this page... - Back to Index of Symbols