ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 80.905 81.395 0.490 0.6% 82.900
High 81.520 81.410 -0.110 -0.1% 82.900
Low 80.905 81.100 0.195 0.2% 82.025
Close 81.303 81.230 -0.073 -0.1% 81.970
Range 0.615 0.310 -0.305 -49.6% 0.875
ATR 0.461 0.450 -0.011 -2.3% 0.000
Volume 24 33 9 37.5% 79
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.177 82.013 81.401
R3 81.867 81.703 81.315
R2 81.557 81.557 81.287
R1 81.393 81.393 81.258 81.320
PP 81.247 81.247 81.247 81.210
S1 81.083 81.083 81.202 81.010
S2 80.937 80.937 81.173
S3 80.627 80.773 81.145
S4 80.317 80.463 81.060
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.923 84.322 82.451
R3 84.048 83.447 82.211
R2 83.173 83.173 82.130
R1 82.572 82.572 82.050 82.435
PP 82.298 82.298 82.298 82.230
S1 81.697 81.697 81.890 81.560
S2 81.423 81.423 81.810
S3 80.548 80.822 81.729
S4 79.673 79.947 81.489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.200 80.905 1.295 1.6% 0.268 0.3% 25% False False 16
10 83.400 80.905 2.495 3.1% 0.319 0.4% 13% False False 14
20 84.935 80.905 4.030 5.0% 0.345 0.4% 8% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.728
2.618 82.222
1.618 81.912
1.000 81.720
0.618 81.602
HIGH 81.410
0.618 81.292
0.500 81.255
0.382 81.218
LOW 81.100
0.618 80.908
1.000 80.790
1.618 80.598
2.618 80.288
4.250 79.783
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 81.255 81.224
PP 81.247 81.218
S1 81.238 81.213

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

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