ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 77.405 78.315 0.910 1.2% 77.465
High 78.135 78.865 0.730 0.9% 77.715
Low 77.405 78.315 0.910 1.2% 77.170
Close 77.955 78.805 0.850 1.1% 77.785
Range 0.730 0.550 -0.180 -24.7% 0.545
ATR
Volume 1 7 6 600.0% 252
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.312 80.108 79.108
R3 79.762 79.558 78.956
R2 79.212 79.212 78.906
R1 79.008 79.008 78.855 79.110
PP 78.662 78.662 78.662 78.713
S1 78.458 78.458 78.755 78.560
S2 78.112 78.112 78.704
S3 77.562 77.908 78.654
S4 77.012 77.358 78.503
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.192 79.033 78.085
R3 78.647 78.488 77.935
R2 78.102 78.102 77.885
R1 77.943 77.943 77.835 78.023
PP 77.557 77.557 77.557 77.596
S1 77.398 77.398 77.735 77.478
S2 77.012 77.012 77.685
S3 76.467 76.853 77.635
S4 75.922 76.308 77.485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.865 77.170 1.695 2.2% 0.301 0.4% 96% True False 5
10 78.865 77.170 1.695 2.2% 0.358 0.5% 96% True False 27
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.203
2.618 80.305
1.618 79.755
1.000 79.415
0.618 79.205
HIGH 78.865
0.618 78.655
0.500 78.590
0.382 78.525
LOW 78.315
0.618 77.975
1.000 77.765
1.618 77.425
2.618 76.875
4.250 75.978
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 78.733 78.582
PP 78.662 78.358
S1 78.590 78.135

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

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