ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 86.410 86.370 -0.040 0.0% 83.900
High 87.210 87.525 0.315 0.4% 86.435
Low 86.200 86.045 -0.155 -0.2% 83.070
Close 86.377 87.315 0.938 1.1% 86.231
Range 1.010 1.480 0.470 46.5% 3.365
ATR 0.853 0.898 0.045 5.2% 0.000
Volume 32,266 27,760 -4,506 -14.0% 171,599
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 91.402 90.838 88.129
R3 89.922 89.358 87.722
R2 88.442 88.442 87.586
R1 87.878 87.878 87.451 88.160
PP 86.962 86.962 86.962 87.103
S1 86.398 86.398 87.179 86.680
S2 85.482 85.482 87.044
S3 84.002 84.918 86.908
S4 82.522 83.438 86.501
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 87.525 84.330 3.195 3.7% 1.054 1.2% 93% True False 25,163
10 87.525 83.070 4.455 5.1% 1.080 1.2% 95% True False 37,015
20 87.525 81.065 6.460 7.4% 0.916 1.0% 97% True False 28,795
40 87.525 80.140 7.385 8.5% 0.737 0.8% 97% True False 24,821
60 87.525 79.730 7.795 8.9% 0.697 0.8% 97% True False 20,587
80 87.525 78.735 8.790 10.1% 0.650 0.7% 98% True False 15,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.284
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 93.815
2.618 91.400
1.618 89.920
1.000 89.005
0.618 88.440
HIGH 87.525
0.618 86.960
0.500 86.785
0.382 86.610
LOW 86.045
0.618 85.130
1.000 84.565
1.618 83.650
2.618 82.170
4.250 79.755
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 87.138 87.020
PP 86.962 86.725
S1 86.785 86.430

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

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