ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 78.205 77.420 -0.785 -1.0% 77.550
High 78.265 77.960 -0.305 -0.4% 78.510
Low 77.360 76.900 -0.460 -0.6% 76.875
Close 77.503 77.457 -0.046 -0.1% 77.457
Range 0.905 1.060 0.155 17.1% 1.635
ATR 0.949 0.957 0.008 0.8% 0.000
Volume 24,008 20,223 -3,785 -15.8% 113,958
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.619 80.098 78.040
R3 79.559 79.038 77.749
R2 78.499 78.499 77.651
R1 77.978 77.978 77.554 78.239
PP 77.439 77.439 77.439 77.569
S1 76.918 76.918 77.360 77.179
S2 76.379 76.379 77.263
S3 75.319 75.858 77.166
S4 74.259 74.798 76.874
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.519 81.623 78.356
R3 80.884 79.988 77.907
R2 79.249 79.249 77.757
R1 78.353 78.353 77.607 77.984
PP 77.614 77.614 77.614 77.429
S1 76.718 76.718 77.307 76.349
S2 75.979 75.979 77.157
S3 74.344 75.083 77.007
S4 72.709 73.448 76.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.510 76.875 1.635 2.1% 0.858 1.1% 36% False False 22,791
10 78.610 74.600 4.010 5.2% 1.197 1.5% 71% False False 24,831
20 78.900 74.600 4.300 5.6% 0.954 1.2% 66% False False 24,878
40 83.315 74.600 8.715 11.3% 0.814 1.1% 33% False False 22,237
60 83.960 74.600 9.360 12.1% 0.737 1.0% 31% False False 14,881
80 84.935 74.600 10.335 13.3% 0.645 0.8% 28% False False 11,164
100 87.350 74.600 12.750 16.5% 0.568 0.7% 22% False False 8,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.190
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.465
2.618 80.735
1.618 79.675
1.000 79.020
0.618 78.615
HIGH 77.960
0.618 77.555
0.500 77.430
0.382 77.305
LOW 76.900
0.618 76.245
1.000 75.840
1.618 75.185
2.618 74.125
4.250 72.395
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 77.448 77.705
PP 77.439 77.622
S1 77.430 77.540

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

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