ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 83.900 84.585 0.685 0.8% 82.020
High 84.540 84.905 0.365 0.4% 85.460
Low 83.070 84.330 1.260 1.5% 81.870
Close 84.335 84.613 0.278 0.3% 84.659
Range 1.470 0.575 -0.895 -60.9% 3.590
ATR 0.837 0.818 -0.019 -2.2% 0.000
Volume 68,758 37,048 -31,710 -46.1% 168,154
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 86.341 86.052 84.929
R3 85.766 85.477 84.771
R2 85.191 85.191 84.718
R1 84.902 84.902 84.666 85.047
PP 84.616 84.616 84.616 84.688
S1 84.327 84.327 84.560 84.472
S2 84.041 84.041 84.508
S3 83.466 83.752 84.455
S4 82.891 83.177 84.297
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 94.766 93.303 86.634
R3 91.176 89.713 85.646
R2 87.586 87.586 85.317
R1 86.123 86.123 84.988 86.855
PP 83.996 83.996 83.996 84.362
S1 82.533 82.533 84.330 83.265
S2 80.406 80.406 84.001
S3 76.816 78.943 83.672
S4 73.226 75.353 82.685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.460 83.070 2.390 2.8% 1.106 1.3% 65% False False 48,867
10 85.460 81.745 3.715 4.4% 0.927 1.1% 77% False False 35,969
20 85.460 80.140 5.320 6.3% 0.768 0.9% 84% False False 27,980
40 85.460 79.730 5.730 6.8% 0.681 0.8% 85% False False 24,639
60 85.460 79.730 5.730 6.8% 0.665 0.8% 85% False False 18,508
80 85.460 77.405 8.055 9.5% 0.610 0.7% 89% False False 13,923
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.233
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 87.349
2.618 86.410
1.618 85.835
1.000 85.480
0.618 85.260
HIGH 84.905
0.618 84.685
0.500 84.618
0.382 84.550
LOW 84.330
0.618 83.975
1.000 83.755
1.618 83.400
2.618 82.825
4.250 81.886
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 84.618 84.480
PP 84.616 84.346
S1 84.615 84.213

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

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