ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 76.530 75.935 -0.595 -0.8% 77.120
High 76.630 76.785 0.155 0.2% 77.625
Low 75.760 75.935 0.175 0.2% 75.235
Close 76.000 76.691 0.691 0.9% 76.691
Range 0.870 0.850 -0.020 -2.3% 2.390
ATR 0.995 0.985 -0.010 -1.0% 0.000
Volume 26,429 24,055 -2,374 -9.0% 134,664
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 79.020 78.706 77.159
R3 78.170 77.856 76.925
R2 77.320 77.320 76.847
R1 77.006 77.006 76.769 77.163
PP 76.470 76.470 76.470 76.549
S1 76.156 76.156 76.613 76.313
S2 75.620 75.620 76.535
S3 74.770 75.306 76.457
S4 73.920 74.456 76.224
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 83.687 82.579 78.006
R3 81.297 80.189 77.348
R2 78.907 78.907 77.129
R1 77.799 77.799 76.910 77.158
PP 76.517 76.517 76.517 76.197
S1 75.409 75.409 76.472 74.768
S2 74.127 74.127 76.253
S3 71.737 73.019 76.034
S4 69.347 70.629 75.377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.625 75.235 2.390 3.1% 1.041 1.4% 61% False False 26,932
10 78.510 75.235 3.275 4.3% 0.950 1.2% 44% False False 24,862
20 78.610 74.600 4.010 5.2% 1.037 1.4% 52% False False 25,261
40 83.080 74.600 8.480 11.1% 0.882 1.1% 25% False False 24,496
60 83.960 74.600 9.360 12.2% 0.767 1.0% 22% False False 17,121
80 83.960 74.600 9.360 12.2% 0.679 0.9% 22% False False 12,846
100 87.000 74.600 12.400 16.2% 0.609 0.8% 17% False False 10,279
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.195
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.398
2.618 79.010
1.618 78.160
1.000 77.635
0.618 77.310
HIGH 76.785
0.618 76.460
0.500 76.360
0.382 76.260
LOW 75.935
0.618 75.410
1.000 75.085
1.618 74.560
2.618 73.710
4.250 72.323
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 76.581 76.562
PP 76.470 76.434
S1 76.360 76.305

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

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