ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 79.500 79.910 0.410 0.5% 78.795
High 79.865 80.500 0.635 0.8% 79.970
Low 79.250 79.910 0.660 0.8% 78.690
Close 79.855 80.390 0.535 0.7% 79.960
Range 0.615 0.590 -0.025 -4.1% 1.280
ATR 0.422 0.438 0.016 3.8% 0.000
Volume 16 80 64 400.0% 75
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.037 81.803 80.715
R3 81.447 81.213 80.552
R2 80.857 80.857 80.498
R1 80.623 80.623 80.444 80.740
PP 80.267 80.267 80.267 80.325
S1 80.033 80.033 80.336 80.150
S2 79.677 79.677 80.282
S3 79.087 79.443 80.228
S4 78.497 78.853 80.066
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.380 82.950 80.664
R3 82.100 81.670 80.312
R2 80.820 80.820 80.195
R1 80.390 80.390 80.077 80.605
PP 79.540 79.540 79.540 79.648
S1 79.110 79.110 79.843 79.325
S2 78.260 78.260 79.725
S3 76.980 77.830 79.608
S4 75.700 76.550 79.256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.500 79.250 1.250 1.6% 0.440 0.5% 91% True False 32
10 80.500 78.605 1.895 2.4% 0.354 0.4% 94% True False 27
20 80.500 77.170 3.330 4.1% 0.349 0.4% 97% True False 31
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 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.008
2.618 82.045
1.618 81.455
1.000 81.090
0.618 80.865
HIGH 80.500
0.618 80.275
0.500 80.205
0.382 80.135
LOW 79.910
0.618 79.545
1.000 79.320
1.618 78.955
2.618 78.365
4.250 77.403
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 80.328 80.218
PP 80.267 80.047
S1 80.205 79.875

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

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