ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 81.055 81.200 0.145 0.2% 80.850
High 81.235 81.440 0.205 0.3% 81.035
Low 80.860 81.065 0.205 0.3% 80.140
Close 81.141 81.266 0.125 0.2% 80.944
Range 0.375 0.375 0.000 0.0% 0.895
ATR 0.574 0.560 -0.014 -2.5% 0.000
Volume 18,765 16,569 -2,196 -11.7% 113,485
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 82.382 82.199 81.472
R3 82.007 81.824 81.369
R2 81.632 81.632 81.335
R1 81.449 81.449 81.300 81.541
PP 81.257 81.257 81.257 81.303
S1 81.074 81.074 81.232 81.166
S2 80.882 80.882 81.197
S3 80.507 80.699 81.163
S4 80.132 80.324 81.060
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 83.391 83.063 81.436
R3 82.496 82.168 81.190
R2 81.601 81.601 81.108
R1 81.273 81.273 81.026 81.437
PP 80.706 80.706 80.706 80.789
S1 80.378 80.378 80.862 80.542
S2 79.811 79.811 80.780
S3 78.916 79.483 80.698
S4 78.021 78.588 80.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.440 80.250 1.190 1.5% 0.443 0.5% 85% True False 21,929
10 82.060 80.140 1.920 2.4% 0.500 0.6% 59% False False 21,368
20 82.520 80.140 2.380 2.9% 0.553 0.7% 47% False False 20,699
40 82.520 79.730 2.790 3.4% 0.574 0.7% 55% False False 16,896
60 82.520 78.910 3.610 4.4% 0.562 0.7% 65% False False 11,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.106
Fibonacci Retracements and Extensions
4.250 83.034
2.618 82.422
1.618 82.047
1.000 81.815
0.618 81.672
HIGH 81.440
0.618 81.297
0.500 81.253
0.382 81.208
LOW 81.065
0.618 80.833
1.000 80.690
1.618 80.458
2.618 80.083
4.250 79.471
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 81.262 81.227
PP 81.257 81.189
S1 81.253 81.150

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

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