ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 80.310 79.250 -1.060 -1.3% 80.460
High 80.360 80.000 -0.360 -0.4% 81.525
Low 79.060 79.170 0.110 0.1% 79.060
Close 79.407 79.599 0.192 0.2% 79.407
Range 1.300 0.830 -0.470 -36.2% 2.465
ATR 0.921 0.914 -0.006 -0.7% 0.000
Volume 30,863 22,410 -8,453 -27.4% 165,001
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.080 81.669 80.056
R3 81.250 80.839 79.827
R2 80.420 80.420 79.751
R1 80.009 80.009 79.675 80.215
PP 79.590 79.590 79.590 79.692
S1 79.179 79.179 79.523 79.385
S2 78.760 78.760 79.447
S3 77.930 78.349 79.371
S4 77.100 77.519 79.143
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 87.392 85.865 80.763
R3 84.927 83.400 80.085
R2 82.462 82.462 79.859
R1 80.935 80.935 79.633 80.466
PP 79.997 79.997 79.997 79.763
S1 78.470 78.470 79.181 78.001
S2 77.532 77.532 78.955
S3 75.067 76.005 78.729
S4 72.602 73.540 78.051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.525 79.060 2.465 3.1% 0.954 1.2% 22% False False 29,782
10 81.525 78.060 3.465 4.4% 0.918 1.2% 44% False False 27,458
20 81.525 76.515 5.010 6.3% 0.859 1.1% 62% False False 27,968
40 81.525 74.600 6.925 8.7% 0.948 1.2% 72% False False 26,615
60 83.080 74.600 8.480 10.7% 0.874 1.1% 59% False False 25,653
80 83.960 74.600 9.360 11.8% 0.790 1.0% 53% False False 19,833
100 83.960 74.600 9.360 11.8% 0.715 0.9% 53% False False 15,871
120 87.000 74.600 12.400 15.6% 0.651 0.8% 40% False False 13,227
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.155
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.528
2.618 82.173
1.618 81.343
1.000 80.830
0.618 80.513
HIGH 80.000
0.618 79.683
0.500 79.585
0.382 79.487
LOW 79.170
0.618 78.657
1.000 78.340
1.618 77.827
2.618 76.997
4.250 75.643
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 79.594 80.060
PP 79.590 79.906
S1 79.585 79.753

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

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