ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 76.550 77.380 0.830 1.1% 77.120
High 77.300 78.020 0.720 0.9% 77.625
Low 76.515 76.830 0.315 0.4% 75.235
Close 77.180 77.584 0.404 0.5% 76.691
Range 0.785 1.190 0.405 51.6% 2.390
ATR 0.971 0.986 0.016 1.6% 0.000
Volume 23,890 34,811 10,921 45.7% 134,664
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 81.048 80.506 78.239
R3 79.858 79.316 77.911
R2 78.668 78.668 77.802
R1 78.126 78.126 77.693 78.397
PP 77.478 77.478 77.478 77.614
S1 76.936 76.936 77.475 77.207
S2 76.288 76.288 77.366
S3 75.098 75.746 77.257
S4 73.908 74.556 76.930
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 78.020 75.235 2.785 3.6% 1.167 1.5% 84% True False 30,095
10 78.510 75.235 3.275 4.2% 0.990 1.3% 72% False False 26,770
20 78.610 74.600 4.010 5.2% 1.062 1.4% 74% False False 26,326
40 81.990 74.600 7.390 9.5% 0.878 1.1% 40% False False 24,653
60 83.960 74.600 9.360 12.1% 0.781 1.0% 32% False False 18,097
80 83.960 74.600 9.360 12.1% 0.703 0.9% 32% False False 13,580
100 87.000 74.600 12.400 16.0% 0.620 0.8% 24% False False 10,865
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 0.216
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.078
2.618 81.135
1.618 79.945
1.000 79.210
0.618 78.755
HIGH 78.020
0.618 77.565
0.500 77.425
0.382 77.285
LOW 76.830
0.618 76.095
1.000 75.640
1.618 74.905
2.618 73.715
4.250 71.773
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 77.531 77.382
PP 77.478 77.180
S1 77.425 76.978

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

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