ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 86.725 87.370 0.645 0.7% 86.410
High 87.475 87.375 -0.100 -0.1% 87.625
Low 86.625 86.205 -0.420 -0.5% 85.325
Close 87.244 86.282 -0.962 -1.1% 85.537
Range 0.850 1.170 0.320 37.6% 2.300
ATR 0.978 0.992 0.014 1.4% 0.000
Volume 37,321 25,876 -11,445 -30.7% 206,406
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 90.131 89.376 86.926
R3 88.961 88.206 86.604
R2 87.791 87.791 86.497
R1 87.036 87.036 86.389 86.829
PP 86.621 86.621 86.621 86.517
S1 85.866 85.866 86.175 85.659
S2 85.451 85.451 86.068
S3 84.281 84.696 85.960
S4 83.111 83.526 85.639
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% 0.999 1.2% 43% False False 33,464
10 87.625 85.325 2.300 2.7% 1.139 1.3% 42% False False 34,507
20 87.625 81.745 5.880 6.8% 1.056 1.2% 77% False False 34,268
40 87.625 80.140 7.485 8.7% 0.816 0.9% 82% False False 27,663
60 87.625 79.730 7.895 9.2% 0.744 0.9% 83% False False 24,938
80 87.625 79.730 7.895 9.2% 0.716 0.8% 83% False False 18,796
100 87.625 77.170 10.455 12.1% 0.642 0.7% 87% False False 15,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.195
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.348
2.618 90.438
1.618 89.268
1.000 88.545
0.618 88.098
HIGH 87.375
0.618 86.928
0.500 86.790
0.382 86.652
LOW 86.205
0.618 85.482
1.000 85.035
1.618 84.312
2.618 83.142
4.250 81.233
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 86.790 86.878
PP 86.621 86.679
S1 86.451 86.481

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

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