ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 87.370 86.340 -1.030 -1.2% 85.680
High 87.375 86.895 -0.480 -0.5% 87.550
Low 86.205 85.935 -0.270 -0.3% 85.655
Close 86.282 86.582 0.300 0.3% 86.582
Range 1.170 0.960 -0.210 -17.9% 1.895
ATR 0.992 0.989 -0.002 -0.2% 0.000
Volume 25,876 30,115 4,239 16.4% 148,041
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 89.351 88.926 87.110
R3 88.391 87.966 86.846
R2 87.431 87.431 86.758
R1 87.006 87.006 86.670 87.219
PP 86.471 86.471 86.471 86.577
S1 86.046 86.046 86.494 86.259
S2 85.511 85.511 86.406
S3 84.551 85.086 86.318
S4 83.591 84.126 86.054
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 92.281 91.326 87.624
R3 90.386 89.431 87.103
R2 88.491 88.491 86.929
R1 87.536 87.536 86.756 88.014
PP 86.596 86.596 86.596 86.834
S1 85.641 85.641 86.408 86.119
S2 84.701 84.701 86.235
S3 82.806 83.746 86.061
S4 80.911 81.851 85.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.550 85.655 1.895 2.2% 1.016 1.2% 49% False False 29,608
10 87.625 85.325 2.300 2.7% 1.125 1.3% 55% False False 35,444
20 87.625 81.870 5.755 6.6% 1.080 1.2% 82% False False 34,710
40 87.625 80.140 7.485 8.6% 0.823 1.0% 86% False False 27,576
60 87.625 79.730 7.895 9.1% 0.748 0.9% 87% False False 25,421
80 87.625 79.730 7.895 9.1% 0.721 0.8% 87% False False 19,172
100 87.625 77.170 10.455 12.1% 0.646 0.7% 90% False False 15,344
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 False
Stretch 0.213
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.975
2.618 89.408
1.618 88.448
1.000 87.855
0.618 87.488
HIGH 86.895
0.618 86.528
0.500 86.415
0.382 86.302
LOW 85.935
0.618 85.342
1.000 84.975
1.618 84.382
2.618 83.422
4.250 81.855
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 86.526 86.705
PP 86.471 86.664
S1 86.415 86.623

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

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