ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 82.800 82.940 0.140 0.2% 80.950
High 82.860 83.130 0.270 0.3% 83.395
Low 82.390 82.495 0.105 0.1% 80.950
Close 82.620 82.855 0.235 0.3% 83.368
Range 0.470 0.635 0.165 35.1% 2.445
ATR 0.572 0.576 0.005 0.8% 0.000
Volume 85 96 11 12.9% 266
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.732 84.428 83.204
R3 84.097 83.793 83.030
R2 83.462 83.462 82.971
R1 83.158 83.158 82.913 82.993
PP 82.827 82.827 82.827 82.744
S1 82.523 82.523 82.797 82.358
S2 82.192 82.192 82.739
S3 81.557 81.888 82.680
S4 80.922 81.253 82.506
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.906 89.082 84.713
R3 87.461 86.637 84.040
R2 85.016 85.016 83.816
R1 84.192 84.192 83.592 84.604
PP 82.571 82.571 82.571 82.777
S1 81.747 81.747 83.144 82.159
S2 80.126 80.126 82.920
S3 77.681 79.302 82.696
S4 75.236 76.857 82.023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.445 82.390 1.055 1.3% 0.594 0.7% 44% False False 84
10 83.445 80.745 2.700 3.3% 0.623 0.8% 78% False False 61
20 83.445 80.745 2.700 3.3% 0.471 0.6% 78% False False 38
40 86.810 80.745 6.065 7.3% 0.395 0.5% 35% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.107
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.829
2.618 84.792
1.618 84.157
1.000 83.765
0.618 83.522
HIGH 83.130
0.618 82.887
0.500 82.813
0.382 82.738
LOW 82.495
0.618 82.103
1.000 81.860
1.618 81.468
2.618 80.833
4.250 79.796
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 82.841 82.823
PP 82.827 82.792
S1 82.813 82.760

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

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