ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 81.335 80.810 -0.525 -0.6% 78.290
High 81.435 81.060 -0.375 -0.5% 80.600
Low 80.540 80.100 -0.440 -0.5% 78.060
Close 80.762 80.336 -0.426 -0.5% 80.433
Range 0.895 0.960 0.065 7.3% 2.540
ATR 0.886 0.892 0.005 0.6% 0.000
Volume 32,629 36,646 4,017 12.3% 87,174
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.379 82.817 80.864
R3 82.419 81.857 80.600
R2 81.459 81.459 80.512
R1 80.897 80.897 80.424 80.698
PP 80.499 80.499 80.499 80.399
S1 79.937 79.937 80.248 79.738
S2 79.539 79.539 80.160
S3 78.579 78.977 80.072
S4 77.619 78.017 79.808
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 79.815 1.710 2.1% 0.898 1.1% 30% False False 29,362
10 81.525 78.060 3.465 4.3% 0.821 1.0% 66% False False 25,892
20 81.525 75.760 5.765 7.2% 0.838 1.0% 79% False False 27,829
40 81.525 74.600 6.925 8.6% 0.930 1.2% 83% False False 26,822
60 83.315 74.600 8.715 10.8% 0.856 1.1% 66% False False 25,329
80 83.960 74.600 9.360 11.7% 0.781 1.0% 61% False False 19,170
100 83.975 74.600 9.375 11.7% 0.706 0.9% 61% False False 15,338
120 87.000 74.600 12.400 15.4% 0.638 0.8% 46% False False 12,784
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 0.163
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.140
2.618 83.573
1.618 82.613
1.000 82.020
0.618 81.653
HIGH 81.060
0.618 80.693
0.500 80.580
0.382 80.467
LOW 80.100
0.618 79.507
1.000 79.140
1.618 78.547
2.618 77.587
4.250 76.020
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 80.580 80.813
PP 80.499 80.654
S1 80.417 80.495

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

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