ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 85.860 85.680 -0.180 -0.2% 86.410
High 86.200 86.630 0.430 0.5% 87.625
Low 85.325 85.655 0.330 0.4% 85.325
Close 85.537 86.337 0.800 0.9% 85.537
Range 0.875 0.975 0.100 11.4% 2.300
ATR 0.961 0.971 0.009 1.0% 0.000
Volume 49,397 35,808 -13,589 -27.5% 206,406
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 89.132 88.710 86.873
R3 88.157 87.735 86.605
R2 87.182 87.182 86.516
R1 86.760 86.760 86.426 86.971
PP 86.207 86.207 86.207 86.313
S1 85.785 85.785 86.248 85.996
S2 85.232 85.232 86.158
S3 84.257 84.810 86.069
S4 83.282 83.835 85.801
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 93.062 91.600 86.802
R3 90.762 89.300 86.170
R2 88.462 88.462 85.959
R1 87.000 87.000 85.748 86.581
PP 86.162 86.162 86.162 85.953
S1 84.700 84.700 85.326 84.281
S2 83.862 83.862 85.115
S3 81.562 82.400 84.905
S4 79.262 80.100 84.272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.625 85.325 2.300 2.7% 1.227 1.4% 44% False False 41,989
10 87.625 84.330 3.295 3.8% 1.050 1.2% 61% False False 34,505
20 87.625 81.360 6.265 7.3% 1.029 1.2% 79% False False 34,038
40 87.625 80.140 7.485 8.7% 0.785 0.9% 83% False False 27,034
60 87.625 79.730 7.895 9.1% 0.733 0.8% 84% False False 23,607
80 87.625 79.250 8.375 9.7% 0.692 0.8% 85% False False 17,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.240
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.774
2.618 89.183
1.618 88.208
1.000 87.605
0.618 87.233
HIGH 86.630
0.618 86.258
0.500 86.143
0.382 86.027
LOW 85.655
0.618 85.052
1.000 84.680
1.618 84.077
2.618 83.102
4.250 81.511
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 86.272 86.276
PP 86.207 86.216
S1 86.143 86.155

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

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