ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 80.910 81.335 0.425 0.5% 78.290
High 81.525 81.435 -0.090 -0.1% 80.600
Low 80.740 80.540 -0.200 -0.2% 78.060
Close 81.271 80.762 -0.509 -0.6% 80.433
Range 0.785 0.895 0.110 14.0% 2.540
ATR 0.886 0.886 0.001 0.1% 0.000
Volume 26,364 32,629 6,265 23.8% 87,174
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.597 83.075 81.254
R3 82.702 82.180 81.008
R2 81.807 81.807 80.926
R1 81.285 81.285 80.844 81.099
PP 80.912 80.912 80.912 80.819
S1 80.390 80.390 80.680 80.204
S2 80.017 80.017 80.598
S3 79.122 79.495 80.516
S4 78.227 78.600 80.270
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 81.525 79.465 2.060 2.6% 0.830 1.0% 63% False False 26,637
10 81.525 78.060 3.465 4.3% 0.777 1.0% 78% False False 24,907
20 81.525 75.235 6.290 7.8% 0.897 1.1% 88% False False 28,061
40 81.525 74.600 6.925 8.6% 0.922 1.1% 89% False False 26,491
60 83.315 74.600 8.715 10.8% 0.849 1.1% 71% False False 24,851
80 83.960 74.600 9.360 11.6% 0.782 1.0% 66% False False 18,712
100 84.045 74.600 9.445 11.7% 0.697 0.9% 65% False False 14,972
120 87.000 74.600 12.400 15.4% 0.631 0.8% 50% False False 12,479
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 0.148
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.239
2.618 83.778
1.618 82.883
1.000 82.330
0.618 81.988
HIGH 81.435
0.618 81.093
0.500 80.988
0.382 80.882
LOW 80.540
0.618 79.987
1.000 79.645
1.618 79.092
2.618 78.197
4.250 76.736
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 80.988 80.838
PP 80.912 80.812
S1 80.837 80.787

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

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