ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 86.770 87.190 0.420 0.5% 86.725
High 87.350 88.405 1.055 1.2% 88.405
Low 86.385 86.975 0.590 0.7% 86.220
Close 87.214 88.315 1.101 1.3% 88.315
Range 0.965 1.430 0.465 48.2% 2.185
ATR 0.983 1.015 0.032 3.3% 0.000
Volume 16,985 19,036 2,051 12.1% 66,416
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 92.188 91.682 89.102
R3 90.758 90.252 88.708
R2 89.328 89.328 88.577
R1 88.822 88.822 88.446 89.075
PP 87.898 87.898 87.898 88.025
S1 87.392 87.392 88.184 87.645
S2 86.468 86.468 88.053
S3 85.038 85.962 87.922
S4 83.608 84.532 87.529
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.202 93.443 89.517
R3 92.017 91.258 88.916
R2 89.832 89.832 88.716
R1 89.073 89.073 88.515 89.453
PP 87.647 87.647 87.647 87.836
S1 86.888 86.888 88.115 87.268
S2 85.462 85.462 87.914
S3 83.277 84.703 87.714
S4 81.092 82.518 87.113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.405 85.935 2.470 2.8% 1.057 1.2% 96% True False 19,306
10 88.405 85.325 3.080 3.5% 1.028 1.2% 97% True False 26,385
20 88.405 83.070 5.335 6.0% 1.076 1.2% 98% True False 33,040
40 88.405 80.140 8.265 9.4% 0.890 1.0% 99% True False 27,901
60 88.405 79.730 8.675 9.8% 0.787 0.9% 99% True False 26,108
80 88.405 79.730 8.675 9.8% 0.748 0.8% 99% True False 19,970
100 88.405 77.170 11.235 12.7% 0.674 0.8% 99% True False 16,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.227
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 94.483
2.618 92.149
1.618 90.719
1.000 89.835
0.618 89.289
HIGH 88.405
0.618 87.859
0.500 87.690
0.382 87.521
LOW 86.975
0.618 86.091
1.000 85.545
1.618 84.661
2.618 83.231
4.250 80.898
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 88.107 88.008
PP 87.898 87.702
S1 87.690 87.395

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

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