ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 79.250 79.745 0.495 0.6% 80.460
High 80.000 80.125 0.125 0.2% 81.525
Low 79.170 79.215 0.045 0.1% 79.060
Close 79.599 79.864 0.265 0.3% 79.407
Range 0.830 0.910 0.080 9.6% 2.465
ATR 0.914 0.914 0.000 0.0% 0.000
Volume 22,410 25,462 3,052 13.6% 165,001
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.465 82.074 80.365
R3 81.555 81.164 80.114
R2 80.645 80.645 80.031
R1 80.254 80.254 79.947 80.450
PP 79.735 79.735 79.735 79.832
S1 79.344 79.344 79.781 79.540
S2 78.825 78.825 79.697
S3 77.915 78.434 79.614
S4 77.005 77.524 79.364
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 87.392 85.865 80.763
R3 84.927 83.400 80.085
R2 82.462 82.462 79.859
R1 80.935 80.935 79.633 80.466
PP 79.997 79.997 79.997 79.763
S1 78.470 78.470 79.181 78.001
S2 77.532 77.532 78.955
S3 75.067 76.005 78.729
S4 72.602 73.540 78.051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.435 79.060 2.375 3.0% 0.979 1.2% 34% False False 29,602
10 81.525 78.800 2.725 3.4% 0.918 1.1% 39% False False 27,971
20 81.525 76.830 4.695 5.9% 0.865 1.1% 65% False False 28,047
40 81.525 74.600 6.925 8.7% 0.952 1.2% 76% False False 26,943
60 82.295 74.600 7.695 9.6% 0.871 1.1% 68% False False 25,736
80 83.960 74.600 9.360 11.7% 0.793 1.0% 56% False False 20,150
100 83.960 74.600 9.360 11.7% 0.724 0.9% 56% False False 16,125
120 87.000 74.600 12.400 15.5% 0.651 0.8% 42% False False 13,439
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 0.170
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.993
2.618 82.507
1.618 81.597
1.000 81.035
0.618 80.687
HIGH 80.125
0.618 79.777
0.500 79.670
0.382 79.563
LOW 79.215
0.618 78.653
1.000 78.305
1.618 77.743
2.618 76.833
4.250 75.348
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 79.799 79.813
PP 79.735 79.761
S1 79.670 79.710

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

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