ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 85.565 86.410 0.845 1.0% 83.900
High 86.435 87.210 0.775 0.9% 86.435
Low 85.335 86.200 0.865 1.0% 83.070
Close 86.231 86.377 0.146 0.2% 86.231
Range 1.100 1.010 -0.090 -8.2% 3.365
ATR 0.841 0.853 0.012 1.4% 0.000
Volume 20,742 32,266 11,524 55.6% 171,599
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 89.626 89.011 86.933
R3 88.616 88.001 86.655
R2 87.606 87.606 86.562
R1 86.991 86.991 86.470 86.794
PP 86.596 86.596 86.596 86.497
S1 85.981 85.981 86.284 85.784
S2 85.586 85.586 86.192
S3 84.576 84.971 86.099
S4 83.566 83.961 85.822
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 87.210 84.330 2.880 3.3% 0.873 1.0% 71% True False 27,021
10 87.210 82.405 4.805 5.6% 1.054 1.2% 83% True False 35,539
20 87.210 80.860 6.350 7.4% 0.861 1.0% 87% True False 28,345
40 87.210 80.140 7.070 8.2% 0.714 0.8% 88% True False 24,804
60 87.210 79.730 7.480 8.7% 0.677 0.8% 89% True False 20,129
80 87.210 78.690 8.520 9.9% 0.633 0.7% 90% True False 15,147
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 0.260
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.503
2.618 89.854
1.618 88.844
1.000 88.220
0.618 87.834
HIGH 87.210
0.618 86.824
0.500 86.705
0.382 86.586
LOW 86.200
0.618 85.576
1.000 85.190
1.618 84.566
2.618 83.556
4.250 81.908
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 86.705 86.230
PP 86.596 86.082
S1 86.486 85.935

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

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