ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 79.395 79.035 -0.360 -0.5% 76.550
High 79.495 79.120 -0.375 -0.5% 78.640
Low 78.970 78.530 -0.440 -0.6% 76.515
Close 79.210 78.729 -0.481 -0.6% 78.231
Range 0.525 0.590 0.065 12.4% 2.125
ATR 0.926 0.909 -0.018 -1.9% 0.000
Volume 26,795 20,404 -6,391 -23.9% 154,476
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.563 80.236 79.054
R3 79.973 79.646 78.891
R2 79.383 79.383 78.837
R1 79.056 79.056 78.783 78.925
PP 78.793 78.793 78.793 78.727
S1 78.466 78.466 78.675 78.335
S2 78.203 78.203 78.621
S3 77.613 77.876 78.567
S4 77.023 77.286 78.405
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 77.830 1.755 2.2% 0.782 1.0% 51% False False 30,121
10 79.585 75.935 3.650 4.6% 0.828 1.1% 77% False False 29,164
20 79.585 74.600 4.985 6.3% 1.014 1.3% 83% False False 26,578
40 80.470 74.600 5.870 7.5% 0.896 1.1% 70% False False 25,930
60 83.705 74.600 9.105 11.6% 0.805 1.0% 45% False False 21,562
80 83.960 74.600 9.360 11.9% 0.735 0.9% 44% False False 16,190
100 85.230 74.600 10.630 13.5% 0.653 0.8% 39% False False 12,953
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 0.207
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.628
2.618 80.665
1.618 80.075
1.000 79.710
0.618 79.485
HIGH 79.120
0.618 78.895
0.500 78.825
0.382 78.755
LOW 78.530
0.618 78.165
1.000 77.940
1.618 77.575
2.618 76.985
4.250 76.023
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 78.825 79.015
PP 78.793 78.920
S1 78.761 78.824

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

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