ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 81.565 80.490 -1.075 -1.3% 83.080
High 81.570 80.505 -1.065 -1.3% 83.080
Low 80.425 79.770 -0.655 -0.8% 81.075
Close 80.673 80.064 -0.609 -0.8% 81.641
Range 1.145 0.735 -0.410 -35.8% 2.005
ATR 0.656 0.674 0.018 2.7% 0.000
Volume 23,956 22,243 -1,713 -7.2% 120,687
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.318 81.926 80.468
R3 81.583 81.191 80.266
R2 80.848 80.848 80.199
R1 80.456 80.456 80.131 80.285
PP 80.113 80.113 80.113 80.027
S1 79.721 79.721 79.997 79.550
S2 79.378 79.378 79.929
S3 78.643 78.986 79.862
S4 77.908 78.251 79.660
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.947 86.799 82.744
R3 85.942 84.794 82.192
R2 83.937 83.937 82.009
R1 82.789 82.789 81.825 82.361
PP 81.932 81.932 81.932 81.718
S1 80.784 80.784 81.457 80.356
S2 79.927 79.927 81.273
S3 77.922 78.779 81.090
S4 75.917 76.774 80.538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.870 79.770 2.100 2.6% 0.719 0.9% 14% False True 18,809
10 83.315 79.770 3.545 4.4% 0.740 0.9% 8% False True 21,617
20 83.705 79.770 3.935 4.9% 0.629 0.8% 7% False True 11,442
40 83.960 79.770 4.190 5.2% 0.568 0.7% 7% False True 5,754
60 85.750 79.770 5.980 7.5% 0.490 0.6% 5% False True 3,838
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 0.113
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.629
2.618 82.429
1.618 81.694
1.000 81.240
0.618 80.959
HIGH 80.505
0.618 80.224
0.500 80.138
0.382 80.051
LOW 79.770
0.618 79.316
1.000 79.035
1.618 78.581
2.618 77.846
4.250 76.646
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 80.138 80.755
PP 80.113 80.525
S1 80.089 80.294

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

View Archives - Comment on this page... - Back to Index of Symbols