ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 77.320 77.740 0.420 0.5% 77.255
High 77.870 77.965 0.095 0.1% 78.610
Low 77.070 74.600 -2.470 -3.2% 74.600
Close 77.634 77.685 0.051 0.1% 77.685
Range 0.800 3.365 2.565 320.6% 4.010
ATR 0.800 0.983 0.183 22.9% 0.000
Volume 29,053 15,357 -13,696 -47.1% 134,352
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.845 85.630 79.536
R3 83.480 82.265 78.610
R2 80.115 80.115 78.302
R1 78.900 78.900 77.993 77.825
PP 76.750 76.750 76.750 76.213
S1 75.535 75.535 77.377 74.460
S2 73.385 73.385 77.068
S3 70.020 72.170 76.760
S4 66.655 68.805 75.834
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 88.995 87.350 79.891
R3 84.985 83.340 78.788
R2 80.975 80.975 78.420
R1 79.330 79.330 78.053 80.153
PP 76.965 76.965 76.965 77.376
S1 75.320 75.320 77.317 76.143
S2 72.955 72.955 76.950
S3 68.945 71.310 76.582
S4 64.935 67.300 75.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.610 74.600 4.010 5.2% 1.535 2.0% 77% False True 26,870
10 78.610 74.600 4.010 5.2% 1.125 1.4% 77% False True 25,659
20 80.010 74.600 5.410 7.0% 0.896 1.2% 57% False True 24,821
40 83.705 74.600 9.105 11.7% 0.773 1.0% 34% False True 19,434
60 83.960 74.600 9.360 12.0% 0.697 0.9% 33% False True 12,983
80 85.230 74.600 10.630 13.7% 0.604 0.8% 29% False True 9,739
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 96 trading days
Fibonacci Retracements and Extensions
4.250 92.266
2.618 86.775
1.618 83.410
1.000 81.330
0.618 80.045
HIGH 77.965
0.618 76.680
0.500 76.283
0.382 75.885
LOW 74.600
0.618 72.520
1.000 71.235
1.618 69.155
2.618 65.790
4.250 60.299
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 77.218 77.325
PP 76.750 76.965
S1 76.283 76.605

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

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