ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 78.190 78.780 0.590 0.8% 76.550
High 78.860 79.585 0.725 0.9% 78.640
Low 78.015 78.445 0.430 0.6% 76.515
Close 78.673 79.333 0.660 0.8% 78.231
Range 0.845 1.140 0.295 34.9% 2.125
ATR 0.943 0.957 0.014 1.5% 0.000
Volume 29,088 36,824 7,736 26.6% 154,476
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 82.541 82.077 79.960
R3 81.401 80.937 79.647
R2 80.261 80.261 79.542
R1 79.797 79.797 79.438 80.029
PP 79.121 79.121 79.121 79.237
S1 78.657 78.657 79.229 78.889
S2 77.981 77.981 79.124
S3 76.841 77.517 79.020
S4 75.701 76.377 78.706
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 79.585 77.585 2.000 2.5% 0.867 1.1% 87% True False 32,337
10 79.585 75.235 4.350 5.5% 1.017 1.3% 94% True False 31,216
20 79.585 74.600 4.985 6.3% 1.065 1.3% 95% True False 27,279
40 80.505 74.600 5.905 7.4% 0.899 1.1% 80% False False 26,003
60 83.875 74.600 9.275 11.7% 0.804 1.0% 51% False False 20,781
80 83.960 74.600 9.360 11.8% 0.727 0.9% 51% False False 15,600
100 86.400 74.600 11.800 14.9% 0.647 0.8% 40% False False 12,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.247
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.430
2.618 82.570
1.618 81.430
1.000 80.725
0.618 80.290
HIGH 79.585
0.618 79.150
0.500 79.015
0.382 78.880
LOW 78.445
0.618 77.740
1.000 77.305
1.618 76.600
2.618 75.460
4.250 73.600
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 79.227 79.125
PP 79.121 78.916
S1 79.015 78.708

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

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