ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 77.740 77.550 -0.190 -0.2% 77.255
High 77.965 77.650 -0.315 -0.4% 78.610
Low 74.600 76.875 2.275 3.0% 74.600
Close 77.685 77.303 -0.382 -0.5% 77.685
Range 3.365 0.775 -2.590 -77.0% 4.010
ATR 0.983 0.971 -0.012 -1.3% 0.000
Volume 15,357 16,196 839 5.5% 134,352
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.601 79.227 77.729
R3 78.826 78.452 77.516
R2 78.051 78.051 77.445
R1 77.677 77.677 77.374 77.477
PP 77.276 77.276 77.276 77.176
S1 76.902 76.902 77.232 76.702
S2 76.501 76.501 77.161
S3 75.726 76.127 77.090
S4 74.951 75.352 76.877
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.995 87.350 79.891
R3 84.985 83.340 78.788
R2 80.975 80.975 78.420
R1 79.330 79.330 78.053 80.153
PP 76.965 76.965 76.965 77.376
S1 75.320 75.320 77.317 76.143
S2 72.955 72.955 76.950
S3 68.945 71.310 76.582
S4 64.935 67.300 75.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.610 74.600 4.010 5.2% 1.542 2.0% 67% False False 26,099
10 78.610 74.600 4.010 5.2% 1.129 1.5% 67% False False 26,046
20 80.010 74.600 5.410 7.0% 0.917 1.2% 50% False False 24,986
40 83.705 74.600 9.105 11.8% 0.782 1.0% 30% False False 19,834
60 83.960 74.600 9.360 12.1% 0.707 0.9% 29% False False 13,253
80 85.230 74.600 10.630 13.8% 0.613 0.8% 25% False False 9,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.167
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.944
2.618 79.679
1.618 78.904
1.000 78.425
0.618 78.129
HIGH 77.650
0.618 77.354
0.500 77.263
0.382 77.171
LOW 76.875
0.618 76.396
1.000 76.100
1.618 75.621
2.618 74.846
4.250 73.581
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 77.290 76.963
PP 77.276 76.623
S1 77.263 76.283

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

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