ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 86.810 86.770 -0.040 0.0% 85.680
High 87.265 87.350 0.085 0.1% 87.550
Low 86.695 86.385 -0.310 -0.4% 85.655
Close 86.877 87.214 0.337 0.4% 86.582
Range 0.570 0.965 0.395 69.3% 1.895
ATR 0.984 0.983 -0.001 -0.1% 0.000
Volume 27,903 16,985 -10,918 -39.1% 148,041
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.878 89.511 87.745
R3 88.913 88.546 87.479
R2 87.948 87.948 87.391
R1 87.581 87.581 87.302 87.765
PP 86.983 86.983 86.983 87.075
S1 86.616 86.616 87.126 86.800
S2 86.018 86.018 87.037
S3 85.053 85.651 86.949
S4 84.088 84.686 86.683
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% 1.005 1.2% 78% False False 20,674
10 87.580 85.325 2.255 2.6% 1.028 1.2% 84% False False 29,662
20 87.625 83.070 4.555 5.2% 1.075 1.2% 91% False False 34,060
40 87.625 80.140 7.485 8.6% 0.865 1.0% 95% False False 27,870
60 87.625 79.730 7.895 9.1% 0.772 0.9% 95% False False 25,912
80 87.625 79.730 7.895 9.1% 0.735 0.8% 95% False False 19,751
100 87.625 77.170 10.455 12.0% 0.663 0.8% 96% False False 15,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.257
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.451
2.618 89.876
1.618 88.911
1.000 88.315
0.618 87.946
HIGH 87.350
0.618 86.981
0.500 86.868
0.382 86.754
LOW 86.385
0.618 85.789
1.000 85.420
1.618 84.824
2.618 83.859
4.250 82.284
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 87.099 87.109
PP 86.983 87.005
S1 86.868 86.900

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

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