ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 86.600 86.725 0.125 0.1% 86.410
High 87.550 87.475 -0.075 -0.1% 87.625
Low 86.425 86.625 0.200 0.2% 85.325
Close 86.888 87.244 0.356 0.4% 85.537
Range 1.125 0.850 -0.275 -24.4% 2.300
ATR 0.988 0.978 -0.010 -1.0% 0.000
Volume 18,921 37,321 18,400 97.2% 206,406
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 89.665 89.304 87.712
R3 88.815 88.454 87.478
R2 87.965 87.965 87.400
R1 87.604 87.604 87.322 87.785
PP 87.115 87.115 87.115 87.205
S1 86.754 86.754 87.166 86.935
S2 86.265 86.265 87.088
S3 85.415 85.904 87.010
S4 84.565 85.054 86.777
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 87.550 85.325 2.225 2.6% 1.051 1.2% 86% False False 38,651
10 87.625 84.660 2.965 3.4% 1.113 1.3% 87% False False 33,958
20 87.625 81.745 5.880 6.7% 1.023 1.2% 94% False False 34,492
40 87.625 80.140 7.485 8.6% 0.808 0.9% 95% False False 27,445
60 87.625 79.730 7.895 9.0% 0.737 0.8% 95% False False 24,530
80 87.625 79.250 8.375 9.6% 0.709 0.8% 95% False False 18,473
100 87.625 77.170 10.455 12.0% 0.633 0.7% 96% False False 14,784
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.217
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 91.088
2.618 89.700
1.618 88.850
1.000 88.325
0.618 88.000
HIGH 87.475
0.618 87.150
0.500 87.050
0.382 86.950
LOW 86.625
0.618 86.100
1.000 85.775
1.618 85.250
2.618 84.400
4.250 83.013
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 87.179 87.030
PP 87.115 86.816
S1 87.050 86.603

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

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