ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 77.255 77.310 0.055 0.1% 77.150
High 77.865 78.570 0.705 0.9% 78.170
Low 77.125 77.130 0.005 0.0% 76.335
Close 77.137 78.421 1.284 1.7% 77.268
Range 0.740 1.440 0.700 94.6% 1.835
ATR 0.707 0.759 0.052 7.4% 0.000
Volume 20,049 37,717 17,668 88.1% 122,247
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.360 81.831 79.213
R3 80.920 80.391 78.817
R2 79.480 79.480 78.685
R1 78.951 78.951 78.553 79.216
PP 78.040 78.040 78.040 78.173
S1 77.511 77.511 78.289 77.776
S2 76.600 76.600 78.157
S3 75.160 76.071 78.025
S4 73.720 74.631 77.629
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 78.570 76.335 2.235 2.9% 0.856 1.1% 93% True False 28,524
10 78.570 76.335 2.235 2.9% 0.780 1.0% 93% True False 26,500
20 80.505 76.335 4.170 5.3% 0.732 0.9% 50% False False 24,726
40 83.875 76.335 7.540 9.6% 0.674 0.9% 28% False False 17,532
60 83.960 76.335 7.625 9.7% 0.614 0.8% 27% False False 11,707
80 86.400 76.335 10.065 12.8% 0.543 0.7% 21% False False 8,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.191
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 84.690
2.618 82.340
1.618 80.900
1.000 80.010
0.618 79.460
HIGH 78.570
0.618 78.020
0.500 77.850
0.382 77.680
LOW 77.130
0.618 76.240
1.000 75.690
1.618 74.800
2.618 73.360
4.250 71.010
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 78.231 78.098
PP 78.040 77.775
S1 77.850 77.453

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

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