ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 77.385 76.890 -0.495 -0.6% 77.550
High 77.495 77.375 -0.120 -0.2% 78.510
Low 76.810 75.235 -1.575 -2.1% 76.875
Close 76.892 76.623 -0.269 -0.3% 77.457
Range 0.685 2.140 1.455 212.4% 1.635
ATR 0.918 1.005 0.087 9.5% 0.000
Volume 21,295 41,290 19,995 93.9% 113,958
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 82.831 81.867 77.800
R3 80.691 79.727 77.212
R2 78.551 78.551 77.015
R1 77.587 77.587 76.819 76.999
PP 76.411 76.411 76.411 76.117
S1 75.447 75.447 76.427 74.859
S2 74.271 74.271 76.231
S3 72.131 73.307 76.035
S4 69.991 71.167 75.446
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 78.265 75.235 3.030 4.0% 1.090 1.4% 46% False True 25,682
10 78.510 74.600 3.910 5.1% 1.194 1.6% 52% False False 24,254
20 78.610 74.600 4.010 5.2% 1.022 1.3% 50% False False 25,815
40 83.315 74.600 8.715 11.4% 0.865 1.1% 23% False False 24,079
60 83.960 74.600 9.360 12.2% 0.761 1.0% 22% False False 16,283
80 83.975 74.600 9.375 12.2% 0.673 0.9% 22% False False 12,216
100 87.000 74.600 12.400 16.2% 0.598 0.8% 16% False False 9,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.232
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.470
2.618 82.978
1.618 80.838
1.000 79.515
0.618 78.698
HIGH 77.375
0.618 76.558
0.500 76.305
0.382 76.052
LOW 75.235
0.618 73.912
1.000 73.095
1.618 71.772
2.618 69.632
4.250 66.140
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 76.517 76.559
PP 76.411 76.494
S1 76.305 76.430

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

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