ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 77.185 76.975 -0.210 -0.3% 77.150
High 77.185 77.355 0.170 0.2% 78.170
Low 76.475 76.335 -0.140 -0.2% 76.335
Close 76.881 77.268 0.387 0.5% 77.268
Range 0.710 1.020 0.310 43.7% 1.835
ATR 0.680 0.704 0.024 3.6% 0.000
Volume 25,303 37,711 12,408 49.0% 122,247
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.046 79.677 77.829
R3 79.026 78.657 77.549
R2 78.006 78.006 77.455
R1 77.637 77.637 77.362 77.822
PP 76.986 76.986 76.986 77.078
S1 76.617 76.617 77.175 76.802
S2 75.966 75.966 77.081
S3 74.946 75.597 76.988
S4 73.926 74.577 76.707
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.763 81.850 78.277
R3 80.928 80.015 77.773
R2 79.093 79.093 77.604
R1 78.180 78.180 77.436 78.637
PP 77.258 77.258 77.258 77.486
S1 76.345 76.345 77.100 76.802
S2 75.423 75.423 76.932
S3 73.588 74.510 76.763
S4 71.753 72.675 76.259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.170 76.335 1.835 2.4% 0.714 0.9% 51% False True 24,449
10 78.900 76.335 2.565 3.3% 0.712 0.9% 36% False True 24,925
20 81.740 76.335 5.405 7.0% 0.705 0.9% 17% False True 23,809
40 83.960 76.335 7.625 9.9% 0.646 0.8% 12% False True 16,096
60 83.960 76.335 7.625 9.9% 0.593 0.8% 12% False True 10,745
80 86.810 76.335 10.475 13.6% 0.522 0.7% 9% False True 8,060
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.167
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 81.690
2.618 80.025
1.618 79.005
1.000 78.375
0.618 77.985
HIGH 77.355
0.618 76.965
0.500 76.845
0.382 76.725
LOW 76.335
0.618 75.705
1.000 75.315
1.618 74.685
2.618 73.665
4.250 72.000
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 77.127 77.158
PP 76.986 77.048
S1 76.845 76.938

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

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