ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 79.990 80.130 0.140 0.2% 79.250
High 80.420 80.320 -0.100 -0.1% 80.425
Low 79.680 79.830 0.150 0.2% 79.170
Close 80.085 80.066 -0.019 0.0% 80.066
Range 0.740 0.490 -0.250 -33.8% 1.255
ATR 0.878 0.850 -0.028 -3.2% 0.000
Volume 26,864 10,233 -16,631 -61.9% 123,621
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 81.542 81.294 80.336
R3 81.052 80.804 80.201
R2 80.562 80.562 80.156
R1 80.314 80.314 80.111 80.193
PP 80.072 80.072 80.072 80.012
S1 79.824 79.824 80.021 79.703
S2 79.582 79.582 79.976
S3 79.092 79.334 79.931
S4 78.602 78.844 79.797
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.652 83.114 80.756
R3 82.397 81.859 80.411
R2 81.142 81.142 80.296
R1 80.604 80.604 80.181 80.873
PP 79.887 79.887 79.887 80.022
S1 79.349 79.349 79.951 79.618
S2 78.632 78.632 79.836
S3 77.377 78.094 79.721
S4 76.122 76.839 79.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.425 79.170 1.255 1.6% 0.697 0.9% 71% False False 24,724
10 81.525 79.060 2.465 3.1% 0.849 1.1% 41% False False 28,862
20 81.525 77.830 3.695 4.6% 0.816 1.0% 61% False False 27,180
40 81.525 74.600 6.925 8.6% 0.950 1.2% 79% False False 27,031
60 81.770 74.600 7.170 9.0% 0.863 1.1% 76% False False 25,588
80 83.960 74.600 9.360 11.7% 0.795 1.0% 58% False False 21,094
100 83.960 74.600 9.360 11.7% 0.730 0.9% 58% False False 16,883
120 86.810 74.600 12.210 15.2% 0.662 0.8% 45% False False 14,070
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.192
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 82.403
2.618 81.603
1.618 81.113
1.000 80.810
0.618 80.623
HIGH 80.320
0.618 80.133
0.500 80.075
0.382 80.017
LOW 79.830
0.618 79.527
1.000 79.340
1.618 79.037
2.618 78.547
4.250 77.748
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 80.075 80.062
PP 80.072 80.057
S1 80.069 80.053

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

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