ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 75.935 76.550 0.615 0.8% 77.120
High 76.785 77.300 0.515 0.7% 77.625
Low 75.935 76.515 0.580 0.8% 75.235
Close 76.691 77.180 0.489 0.6% 76.691
Range 0.850 0.785 -0.065 -7.6% 2.390
ATR 0.985 0.971 -0.014 -1.5% 0.000
Volume 24,055 23,890 -165 -0.7% 134,664
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 79.353 79.052 77.612
R3 78.568 78.267 77.396
R2 77.783 77.783 77.324
R1 77.482 77.482 77.252 77.633
PP 76.998 76.998 76.998 77.074
S1 76.697 76.697 77.108 76.848
S2 76.213 76.213 77.036
S3 75.428 75.912 76.964
S4 74.643 75.127 76.748
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 83.687 82.579 78.006
R3 81.297 80.189 77.348
R2 78.907 78.907 77.129
R1 77.799 77.799 76.910 77.158
PP 76.517 76.517 76.517 76.197
S1 75.409 75.409 76.472 74.768
S2 74.127 74.127 76.253
S3 71.737 73.019 76.034
S4 69.347 70.629 75.377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.495 75.235 2.260 2.9% 1.066 1.4% 86% False False 27,391
10 78.510 75.235 3.275 4.2% 0.951 1.2% 59% False False 25,631
20 78.610 74.600 4.010 5.2% 1.040 1.3% 64% False False 25,839
40 82.295 74.600 7.695 10.0% 0.875 1.1% 34% False False 24,580
60 83.960 74.600 9.360 12.1% 0.769 1.0% 28% False False 17,518
80 83.960 74.600 9.360 12.1% 0.689 0.9% 28% False False 13,145
100 87.000 74.600 12.400 16.1% 0.608 0.8% 21% False False 10,517
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.188
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.636
2.618 79.355
1.618 78.570
1.000 78.085
0.618 77.785
HIGH 77.300
0.618 77.000
0.500 76.908
0.382 76.815
LOW 76.515
0.618 76.030
1.000 75.730
1.618 75.245
2.618 74.460
4.250 73.179
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 77.089 76.963
PP 76.998 76.747
S1 76.908 76.530

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

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