ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 83.615 84.265 0.650 0.8% 81.580
High 84.435 85.460 1.025 1.2% 82.870
Low 83.470 84.060 0.590 0.7% 81.360
Close 84.200 85.047 0.847 1.0% 81.991
Range 0.965 1.400 0.435 45.1% 1.510
ATR 0.703 0.753 0.050 7.1% 0.000
Volume 30,757 39,431 8,674 28.2% 123,437
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 89.056 88.451 85.817
R3 87.656 87.051 85.432
R2 86.256 86.256 85.304
R1 85.651 85.651 85.175 85.954
PP 84.856 84.856 84.856 85.007
S1 84.251 84.251 84.919 84.554
S2 83.456 83.456 84.790
S3 82.056 82.851 84.662
S4 80.656 81.451 84.277
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 86.604 85.807 82.822
R3 85.094 84.297 82.406
R2 83.584 83.584 82.268
R1 82.787 82.787 82.129 83.186
PP 82.074 82.074 82.074 82.273
S1 81.277 81.277 81.853 81.676
S2 80.564 80.564 81.714
S3 79.054 79.767 81.576
S4 77.544 78.257 81.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.460 81.745 3.715 4.4% 0.978 1.1% 89% True False 24,218
10 85.460 81.360 4.100 4.8% 0.873 1.0% 90% True False 24,443
20 85.460 80.140 5.320 6.3% 0.703 0.8% 92% True False 22,761
40 85.460 79.730 5.730 6.7% 0.642 0.8% 93% True False 22,642
60 85.460 79.730 5.730 6.7% 0.638 0.8% 93% True False 15,613
80 85.460 77.170 8.290 9.7% 0.573 0.7% 95% True False 11,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.139
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 91.410
2.618 89.125
1.618 87.725
1.000 86.860
0.618 86.325
HIGH 85.460
0.618 84.925
0.500 84.760
0.382 84.595
LOW 84.060
0.618 83.195
1.000 82.660
1.618 81.795
2.618 80.395
4.250 78.110
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 84.951 84.676
PP 84.856 84.304
S1 84.760 83.933

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

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