ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 77.905 78.205 0.300 0.4% 77.255
High 78.510 78.265 -0.245 -0.3% 78.610
Low 77.760 77.360 -0.400 -0.5% 74.600
Close 78.377 77.503 -0.874 -1.1% 77.685
Range 0.750 0.905 0.155 20.7% 4.010
ATR 0.944 0.949 0.005 0.6% 0.000
Volume 30,107 24,008 -6,099 -20.3% 134,352
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.424 79.869 78.001
R3 79.519 78.964 77.752
R2 78.614 78.614 77.669
R1 78.059 78.059 77.586 77.884
PP 77.709 77.709 77.709 77.622
S1 77.154 77.154 77.420 76.979
S2 76.804 76.804 77.337
S3 75.899 76.249 77.254
S4 74.994 75.344 77.005
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 78.510 74.600 3.910 5.0% 1.319 1.7% 74% False False 21,818
10 78.610 74.600 4.010 5.2% 1.193 1.5% 72% False False 26,579
20 79.015 74.600 4.415 5.7% 0.941 1.2% 66% False False 24,913
40 83.315 74.600 8.715 11.2% 0.802 1.0% 33% False False 21,741
60 83.960 74.600 9.360 12.1% 0.729 0.9% 31% False False 14,544
80 84.935 74.600 10.335 13.3% 0.633 0.8% 28% False False 10,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.176
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.111
2.618 80.634
1.618 79.729
1.000 79.170
0.618 78.824
HIGH 78.265
0.618 77.919
0.500 77.813
0.382 77.706
LOW 77.360
0.618 76.801
1.000 76.455
1.618 75.896
2.618 74.991
4.250 73.514
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 77.813 77.875
PP 77.709 77.751
S1 77.606 77.627

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

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