ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 77.945 77.705 -0.240 -0.3% 79.530
High 78.150 77.940 -0.210 -0.3% 80.010
Low 77.520 77.150 -0.370 -0.5% 78.220
Close 77.620 77.642 0.022 0.0% 78.313
Range 0.630 0.790 0.160 25.4% 1.790
ATR 0.678 0.686 0.008 1.2% 0.000
Volume 23,423 32,037 8,614 36.8% 112,821
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.947 79.585 78.077
R3 79.157 78.795 77.859
R2 78.367 78.367 77.787
R1 78.005 78.005 77.714 77.791
PP 77.577 77.577 77.577 77.471
S1 77.215 77.215 77.570 77.001
S2 76.787 76.787 77.497
S3 75.997 76.425 77.425
S4 75.207 75.635 77.208
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 84.218 83.055 79.298
R3 82.428 81.265 78.805
R2 80.638 80.638 78.641
R1 79.475 79.475 78.477 79.162
PP 78.848 78.848 78.848 78.691
S1 77.685 77.685 78.149 77.372
S2 77.058 77.058 77.985
S3 75.268 75.895 77.821
S4 73.478 74.105 77.329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.015 77.150 1.865 2.4% 0.743 1.0% 26% False True 23,682
10 80.470 77.150 3.320 4.3% 0.705 0.9% 15% False True 23,486
20 83.315 77.150 6.165 7.9% 0.721 0.9% 8% False True 23,244
40 83.960 77.150 6.810 8.8% 0.634 0.8% 7% False True 12,315
60 83.960 77.150 6.810 8.8% 0.551 0.7% 7% False True 8,217
80 87.000 77.150 9.850 12.7% 0.497 0.6% 5% False True 6,166
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 0.126
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.298
2.618 80.008
1.618 79.218
1.000 78.730
0.618 78.428
HIGH 77.940
0.618 77.638
0.500 77.545
0.382 77.452
LOW 77.150
0.618 76.662
1.000 76.360
1.618 75.872
2.618 75.082
4.250 73.793
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 77.610 78.025
PP 77.577 77.897
S1 77.545 77.770

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

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