ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 79.725 79.850 0.125 0.2% 78.290
High 80.085 80.600 0.515 0.6% 80.600
Low 79.465 79.815 0.350 0.4% 78.060
Close 79.939 80.433 0.494 0.6% 80.433
Range 0.620 0.785 0.165 26.6% 2.540
ATR 0.887 0.880 -0.007 -0.8% 0.000
Volume 23,020 12,673 -10,347 -44.9% 87,174
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 82.638 82.320 80.865
R3 81.853 81.535 80.649
R2 81.068 81.068 80.577
R1 80.750 80.750 80.505 80.909
PP 80.283 80.283 80.283 80.362
S1 79.965 79.965 80.361 80.124
S2 79.498 79.498 80.289
S3 78.713 79.180 80.217
S4 77.928 78.395 80.001
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 87.318 86.415 81.830
R3 84.778 83.875 81.132
R2 82.238 82.238 80.899
R1 81.335 81.335 80.666 81.787
PP 79.698 79.698 79.698 79.923
S1 78.795 78.795 80.200 79.247
S2 77.158 77.158 79.967
S3 74.618 76.255 79.735
S4 72.078 73.715 79.036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.600 78.060 2.540 3.2% 0.782 1.0% 93% True False 20,876
10 80.600 77.830 2.770 3.4% 0.782 1.0% 94% True False 25,498
20 80.600 75.235 5.365 6.7% 0.880 1.1% 97% True False 26,342
40 80.600 74.600 6.000 7.5% 0.911 1.1% 97% True False 25,628
60 83.315 74.600 8.715 10.8% 0.828 1.0% 67% False False 23,275
80 83.960 74.600 9.360 11.6% 0.767 1.0% 62% False False 17,494
100 84.935 74.600 10.335 12.8% 0.682 0.8% 56% False False 13,997
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 0.179
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.936
2.618 82.655
1.618 81.870
1.000 81.385
0.618 81.085
HIGH 80.600
0.618 80.300
0.500 80.208
0.382 80.115
LOW 79.815
0.618 79.330
1.000 79.030
1.618 78.545
2.618 77.760
4.250 76.479
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 80.358 80.189
PP 80.283 79.944
S1 80.208 79.700

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

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