ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 77.510 77.905 0.395 0.5% 77.255
High 78.040 78.510 0.470 0.6% 78.610
Low 77.240 77.760 0.520 0.7% 74.600
Close 77.910 78.377 0.467 0.6% 77.685
Range 0.800 0.750 -0.050 -6.3% 4.010
ATR 0.959 0.944 -0.015 -1.6% 0.000
Volume 23,424 30,107 6,683 28.5% 134,352
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.466 80.171 78.790
R3 79.716 79.421 78.583
R2 78.966 78.966 78.515
R1 78.671 78.671 78.446 78.819
PP 78.216 78.216 78.216 78.289
S1 77.921 77.921 78.308 78.069
S2 77.466 77.466 78.240
S3 76.716 77.171 78.171
S4 75.966 76.421 77.965
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 78.510 74.600 3.910 5.0% 1.298 1.7% 97% True False 22,827
10 78.610 74.600 4.010 5.1% 1.173 1.5% 94% False False 26,709
20 79.250 74.600 4.650 5.9% 0.927 1.2% 81% False False 25,271
40 83.315 74.600 8.715 11.1% 0.787 1.0% 43% False False 21,166
60 83.960 74.600 9.360 11.9% 0.719 0.9% 40% False False 14,145
80 84.935 74.600 10.335 13.2% 0.623 0.8% 37% False False 10,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.170
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.698
2.618 80.474
1.618 79.724
1.000 79.260
0.618 78.974
HIGH 78.510
0.618 78.224
0.500 78.135
0.382 78.047
LOW 77.760
0.618 77.297
1.000 77.010
1.618 76.547
2.618 75.797
4.250 74.573
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 78.296 78.149
PP 78.216 77.921
S1 78.135 77.693

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

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