ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 76.890 76.530 -0.360 -0.5% 77.550
High 77.375 76.630 -0.745 -1.0% 78.510
Low 75.235 75.760 0.525 0.7% 76.875
Close 76.623 76.000 -0.623 -0.8% 77.457
Range 2.140 0.870 -1.270 -59.3% 1.635
ATR 1.005 0.995 -0.010 -1.0% 0.000
Volume 41,290 26,429 -14,861 -36.0% 113,958
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 78.740 78.240 76.479
R3 77.870 77.370 76.239
R2 77.000 77.000 76.160
R1 76.500 76.500 76.080 76.315
PP 76.130 76.130 76.130 76.038
S1 75.630 75.630 75.920 75.445
S2 75.260 75.260 75.841
S3 74.390 74.760 75.761
S4 73.520 73.890 75.522
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.519 81.623 78.356
R3 80.884 79.988 77.907
R2 79.249 79.249 77.757
R1 78.353 78.353 77.607 77.984
PP 77.614 77.614 77.614 77.429
S1 76.718 76.718 77.307 76.349
S2 75.979 75.979 77.157
S3 74.344 75.083 77.007
S4 72.709 73.448 76.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.960 75.235 2.725 3.6% 1.083 1.4% 28% False False 26,166
10 78.510 74.600 3.910 5.1% 1.201 1.6% 36% False False 23,992
20 78.610 74.600 4.010 5.3% 1.026 1.4% 35% False False 25,534
40 83.315 74.600 8.715 11.5% 0.874 1.1% 16% False False 24,389
60 83.960 74.600 9.360 12.3% 0.765 1.0% 15% False False 16,722
80 83.960 74.600 9.360 12.3% 0.669 0.9% 15% False False 12,546
100 87.000 74.600 12.400 16.3% 0.603 0.8% 11% False False 10,039
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.217
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.328
2.618 78.908
1.618 78.038
1.000 77.500
0.618 77.168
HIGH 76.630
0.618 76.298
0.500 76.195
0.382 76.092
LOW 75.760
0.618 75.222
1.000 74.890
1.618 74.352
2.618 73.482
4.250 72.063
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 76.195 76.365
PP 76.130 76.243
S1 76.065 76.122

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

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