ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 84.885 85.565 0.680 0.8% 83.900
High 85.570 86.435 0.865 1.0% 86.435
Low 84.660 85.335 0.675 0.8% 83.070
Close 85.342 86.231 0.889 1.0% 86.231
Range 0.910 1.100 0.190 20.9% 3.365
ATR 0.821 0.841 0.020 2.4% 0.000
Volume 20,387 20,742 355 1.7% 171,599
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 89.300 88.866 86.836
R3 88.200 87.766 86.534
R2 87.100 87.100 86.433
R1 86.666 86.666 86.332 86.883
PP 86.000 86.000 86.000 86.109
S1 85.566 85.566 86.130 85.783
S2 84.900 84.900 86.029
S3 83.800 84.466 85.929
S4 82.700 83.366 85.626
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 95.340 94.151 88.082
R3 91.975 90.786 87.156
R2 88.610 88.610 86.848
R1 87.421 87.421 86.539 88.016
PP 85.245 85.245 85.245 85.543
S1 84.056 84.056 85.923 84.651
S2 81.880 81.880 85.614
S3 78.515 80.691 85.306
S4 75.150 77.326 84.380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.435 83.070 3.365 3.9% 0.965 1.1% 94% True False 34,319
10 86.435 81.870 4.565 5.3% 1.035 1.2% 96% True False 33,975
20 86.435 80.860 5.575 6.5% 0.832 1.0% 96% True False 28,002
40 86.435 80.140 6.295 7.3% 0.706 0.8% 97% True False 24,606
60 86.435 79.730 6.705 7.8% 0.672 0.8% 97% True False 19,594
80 86.435 78.605 7.830 9.1% 0.624 0.7% 97% True False 14,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.254
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.110
2.618 89.315
1.618 88.215
1.000 87.535
0.618 87.115
HIGH 86.435
0.618 86.015
0.500 85.885
0.382 85.755
LOW 85.335
0.618 84.655
1.000 84.235
1.618 83.555
2.618 82.455
4.250 80.660
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 86.116 85.948
PP 86.000 85.665
S1 85.885 85.383

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

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