ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 77.310 78.590 1.280 1.7% 77.150
High 78.570 78.610 0.040 0.1% 78.170
Low 77.130 77.280 0.150 0.2% 76.335
Close 78.421 77.414 -1.007 -1.3% 77.268
Range 1.440 1.330 -0.110 -7.6% 1.835
ATR 0.759 0.800 0.041 5.4% 0.000
Volume 37,717 32,176 -5,541 -14.7% 122,247
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 81.758 80.916 78.146
R3 80.428 79.586 77.780
R2 79.098 79.098 77.658
R1 78.256 78.256 77.536 78.012
PP 77.768 77.768 77.768 77.646
S1 76.926 76.926 77.292 76.682
S2 76.438 76.438 77.170
S3 75.108 75.596 77.048
S4 73.778 74.266 76.683
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 78.610 76.335 2.275 2.9% 1.048 1.4% 47% True False 30,591
10 78.610 76.335 2.275 2.9% 0.850 1.1% 47% True False 27,375
20 80.470 76.335 4.135 5.3% 0.762 1.0% 26% False False 25,222
40 83.705 76.335 7.370 9.5% 0.696 0.9% 15% False False 18,332
60 83.960 76.335 7.625 9.8% 0.633 0.8% 14% False False 12,244
80 85.750 76.335 9.415 12.2% 0.558 0.7% 11% False False 9,184
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 True
Stretch 0.172
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.263
2.618 82.092
1.618 80.762
1.000 79.940
0.618 79.432
HIGH 78.610
0.618 78.102
0.500 77.945
0.382 77.788
LOW 77.280
0.618 76.458
1.000 75.950
1.618 75.128
2.618 73.798
4.250 71.628
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 77.945 77.868
PP 77.768 77.716
S1 77.591 77.565

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

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