ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 78.780 79.395 0.615 0.8% 76.550
High 79.585 79.495 -0.090 -0.1% 78.640
Low 78.445 78.970 0.525 0.7% 76.515
Close 79.333 79.210 -0.123 -0.2% 78.231
Range 1.140 0.525 -0.615 -53.9% 2.125
ATR 0.957 0.926 -0.031 -3.2% 0.000
Volume 36,824 26,795 -10,029 -27.2% 154,476
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.800 80.530 79.499
R3 80.275 80.005 79.354
R2 79.750 79.750 79.306
R1 79.480 79.480 79.258 79.353
PP 79.225 79.225 79.225 79.161
S1 78.955 78.955 79.162 78.828
S2 78.700 78.700 79.114
S3 78.175 78.430 79.066
S4 77.650 77.905 78.921
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% 0.834 1.1% 81% False False 30,679
10 79.585 75.760 3.825 4.8% 0.856 1.1% 90% False False 29,766
20 79.585 74.600 4.985 6.3% 1.025 1.3% 92% False False 27,010
40 80.470 74.600 5.870 7.4% 0.893 1.1% 79% False False 26,116
60 83.705 74.600 9.105 11.5% 0.805 1.0% 51% False False 21,225
80 83.960 74.600 9.360 11.8% 0.731 0.9% 49% False False 15,935
100 85.750 74.600 11.150 14.1% 0.651 0.8% 41% False False 12,749
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.209
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 81.726
2.618 80.869
1.618 80.344
1.000 80.020
0.618 79.819
HIGH 79.495
0.618 79.294
0.500 79.233
0.382 79.171
LOW 78.970
0.618 78.646
1.000 78.445
1.618 78.121
2.618 77.596
4.250 76.739
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 79.233 79.073
PP 79.225 78.937
S1 79.218 78.800

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

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