ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 77.420 77.120 -0.300 -0.4% 77.550
High 77.960 77.625 -0.335 -0.4% 78.510
Low 76.900 76.965 0.065 0.1% 76.875
Close 77.457 77.481 0.024 0.0% 77.457
Range 1.060 0.660 -0.400 -37.7% 1.635
ATR 0.957 0.936 -0.021 -2.2% 0.000
Volume 20,223 21,595 1,372 6.8% 113,958
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 79.337 79.069 77.844
R3 78.677 78.409 77.663
R2 78.017 78.017 77.602
R1 77.749 77.749 77.542 77.883
PP 77.357 77.357 77.357 77.424
S1 77.089 77.089 77.421 77.223
S2 76.697 76.697 77.360
S3 76.037 76.429 77.300
S4 75.377 75.769 77.118
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 76.900 1.610 2.1% 0.835 1.1% 36% False False 23,871
10 78.610 74.600 4.010 5.2% 1.189 1.5% 72% False False 24,985
20 78.900 74.600 4.300 5.5% 0.963 1.2% 67% False False 25,157
40 83.315 74.600 8.715 11.2% 0.825 1.1% 33% False False 22,753
60 83.960 74.600 9.360 12.1% 0.745 1.0% 31% False False 15,241
80 84.935 74.600 10.335 13.3% 0.652 0.8% 28% False False 11,434
100 87.000 74.600 12.400 16.0% 0.571 0.7% 23% False False 9,149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.193
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 80.430
2.618 79.353
1.618 78.693
1.000 78.285
0.618 78.033
HIGH 77.625
0.618 77.373
0.500 77.295
0.382 77.217
LOW 76.965
0.618 76.557
1.000 76.305
1.618 75.897
2.618 75.237
4.250 74.160
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 77.419 77.583
PP 77.357 77.549
S1 77.295 77.515

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

View Archives - Comment on this page... - Back to Index of Symbols