ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 86.370 87.595 1.225 1.4% 83.900
High 87.525 87.625 0.100 0.1% 86.435
Low 86.045 86.250 0.205 0.2% 83.070
Close 87.315 86.540 -0.775 -0.9% 86.231
Range 1.480 1.375 -0.105 -7.1% 3.365
ATR 0.898 0.932 0.034 3.8% 0.000
Volume 27,760 45,174 17,414 62.7% 171,599
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 90.930 90.110 87.296
R3 89.555 88.735 86.918
R2 88.180 88.180 86.792
R1 87.360 87.360 86.666 87.083
PP 86.805 86.805 86.805 86.666
S1 85.985 85.985 86.414 85.708
S2 85.430 85.430 86.288
S3 84.055 84.610 86.162
S4 82.680 83.235 85.784
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 87.625 84.660 2.965 3.4% 1.175 1.4% 63% True False 29,265
10 87.625 83.070 4.555 5.3% 1.121 1.3% 76% True False 38,457
20 87.625 81.140 6.485 7.5% 0.966 1.1% 83% True False 30,225
40 87.625 80.140 7.485 8.6% 0.760 0.9% 86% True False 25,462
60 87.625 79.730 7.895 9.1% 0.705 0.8% 86% True False 21,339
80 87.625 78.910 8.715 10.1% 0.663 0.8% 88% True False 16,059
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 True
Stretch 0.273
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.469
2.618 91.225
1.618 89.850
1.000 89.000
0.618 88.475
HIGH 87.625
0.618 87.100
0.500 86.938
0.382 86.775
LOW 86.250
0.618 85.400
1.000 84.875
1.618 84.025
2.618 82.650
4.250 80.406
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 86.938 86.835
PP 86.805 86.737
S1 86.673 86.638

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

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