ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 79.035 78.680 -0.355 -0.4% 78.190
High 79.120 78.810 -0.310 -0.4% 79.585
Low 78.530 78.245 -0.285 -0.4% 78.015
Close 78.729 78.594 -0.135 -0.2% 78.594
Range 0.590 0.565 -0.025 -4.2% 1.570
ATR 0.909 0.884 -0.025 -2.7% 0.000
Volume 20,404 17,207 -3,197 -15.7% 130,318
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.245 79.984 78.905
R3 79.680 79.419 78.749
R2 79.115 79.115 78.698
R1 78.854 78.854 78.646 78.702
PP 78.550 78.550 78.550 78.474
S1 78.289 78.289 78.542 78.137
S2 77.985 77.985 78.490
S3 77.420 77.724 78.439
S4 76.855 77.159 78.283
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 83.441 82.588 79.458
R3 81.871 81.018 79.026
R2 80.301 80.301 78.882
R1 79.448 79.448 78.738 79.875
PP 78.731 78.731 78.731 78.945
S1 77.878 77.878 78.450 78.305
S2 77.161 77.161 78.306
S3 75.591 76.308 78.162
S4 74.021 74.738 77.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.585 78.015 1.570 2.0% 0.733 0.9% 37% False False 26,063
10 79.585 76.515 3.070 3.9% 0.799 1.0% 68% False False 28,479
20 79.585 75.235 4.350 5.5% 0.874 1.1% 77% False False 26,670
40 80.010 74.600 5.410 6.9% 0.885 1.1% 74% False False 25,746
60 83.705 74.600 9.105 11.6% 0.807 1.0% 44% False False 21,846
80 83.960 74.600 9.360 11.9% 0.741 0.9% 43% False False 16,405
100 85.230 74.600 10.630 13.5% 0.658 0.8% 38% False False 13,125
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.220
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.211
2.618 80.289
1.618 79.724
1.000 79.375
0.618 79.159
HIGH 78.810
0.618 78.594
0.500 78.528
0.382 78.461
LOW 78.245
0.618 77.896
1.000 77.680
1.618 77.331
2.618 76.766
4.250 75.844
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 78.572 78.870
PP 78.550 78.778
S1 78.528 78.686

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

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