ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 78.265 78.190 -0.075 -0.1% 76.550
High 78.640 78.860 0.220 0.3% 78.640
Low 77.830 78.015 0.185 0.2% 76.515
Close 78.231 78.673 0.442 0.6% 78.231
Range 0.810 0.845 0.035 4.3% 2.125
ATR 0.951 0.943 -0.008 -0.8% 0.000
Volume 37,496 29,088 -8,408 -22.4% 154,476
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 81.051 80.707 79.138
R3 80.206 79.862 78.905
R2 79.361 79.361 78.828
R1 79.017 79.017 78.750 79.189
PP 78.516 78.516 78.516 78.602
S1 78.172 78.172 78.596 78.344
S2 77.671 77.671 78.518
S3 76.826 77.327 78.441
S4 75.981 76.482 78.208
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 84.170 83.326 79.400
R3 82.045 81.201 78.815
R2 79.920 79.920 78.621
R1 79.076 79.076 78.426 79.498
PP 77.795 77.795 77.795 78.007
S1 76.951 76.951 78.036 77.373
S2 75.670 75.670 77.841
S3 73.545 74.826 77.647
S4 71.420 72.701 77.062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.860 76.830 2.030 2.6% 0.877 1.1% 91% True False 31,934
10 78.860 75.235 3.625 4.6% 0.972 1.2% 95% True False 29,663
20 78.860 74.600 4.260 5.4% 1.080 1.4% 96% True False 27,324
40 81.570 74.600 6.970 8.9% 0.899 1.1% 58% False False 25,681
60 83.960 74.600 9.360 11.9% 0.796 1.0% 44% False False 20,169
80 83.960 74.600 9.360 11.9% 0.718 0.9% 44% False False 15,140
100 86.810 74.600 12.210 15.5% 0.641 0.8% 33% False False 12,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.225
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.451
2.618 81.072
1.618 80.227
1.000 79.705
0.618 79.382
HIGH 78.860
0.618 78.537
0.500 78.438
0.382 78.338
LOW 78.015
0.618 77.493
1.000 77.170
1.618 76.648
2.618 75.803
4.250 74.424
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 78.595 78.523
PP 78.516 78.373
S1 78.438 78.223

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

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