ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 86.725 86.810 0.085 0.1% 85.680
High 87.580 87.265 -0.315 -0.4% 87.550
Low 86.220 86.695 0.475 0.6% 85.655
Close 86.725 86.877 0.152 0.2% 86.582
Range 1.360 0.570 -0.790 -58.1% 1.895
ATR 1.016 0.984 -0.032 -3.1% 0.000
Volume 2,492 27,903 25,411 1,019.7% 148,041
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.656 88.336 87.191
R3 88.086 87.766 87.034
R2 87.516 87.516 86.982
R1 87.196 87.196 86.929 87.356
PP 86.946 86.946 86.946 87.026
S1 86.626 86.626 86.825 86.786
S2 86.376 86.376 86.773
S3 85.806 86.056 86.720
S4 85.236 85.486 86.564
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 87.580 85.935 1.645 1.9% 0.982 1.1% 57% False False 24,741
10 87.625 85.325 2.300 2.6% 1.069 1.2% 67% False False 32,481
20 87.625 83.070 4.555 5.2% 1.075 1.2% 84% False False 34,748
40 87.625 80.140 7.485 8.6% 0.850 1.0% 90% False False 27,915
60 87.625 79.730 7.895 9.1% 0.763 0.9% 91% False False 25,862
80 87.625 79.730 7.895 9.1% 0.733 0.8% 91% False False 19,548
100 87.625 77.170 10.455 12.0% 0.657 0.8% 93% False False 15,647
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 0.221
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 89.688
2.618 88.757
1.618 88.187
1.000 87.835
0.618 87.617
HIGH 87.265
0.618 87.047
0.500 86.980
0.382 86.913
LOW 86.695
0.618 86.343
1.000 86.125
1.618 85.773
2.618 85.203
4.250 84.273
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 86.980 86.837
PP 86.946 86.797
S1 86.911 86.758

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

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