ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 88.545 88.185 -0.360 -0.4% 86.725
High 88.650 88.425 -0.225 -0.3% 88.405
Low 88.020 87.445 -0.575 -0.7% 86.220
Close 88.473 87.935 -0.538 -0.6% 88.315
Range 0.630 0.980 0.350 55.6% 2.185
ATR 0.958 0.963 0.005 0.5% 0.000
Volume 19,602 34,754 15,152 77.3% 66,416
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 90.875 90.385 88.474
R3 89.895 89.405 88.205
R2 88.915 88.915 88.115
R1 88.425 88.425 88.025 88.180
PP 87.935 87.935 87.935 87.813
S1 87.445 87.445 87.845 87.200
S2 86.955 86.955 87.755
S3 85.975 86.465 87.666
S4 84.995 85.485 87.396
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 88.800 86.385 2.415 2.7% 0.915 1.0% 64% False False 25,468
10 88.800 85.935 2.865 3.3% 0.949 1.1% 70% False False 25,105
20 88.800 84.330 4.470 5.1% 1.027 1.2% 81% False False 28,898
40 88.800 80.140 8.660 9.8% 0.898 1.0% 90% False False 28,439
60 88.800 79.730 9.070 10.3% 0.796 0.9% 90% False False 26,059
80 88.800 79.730 9.070 10.3% 0.756 0.9% 90% False False 21,106
100 88.800 77.405 11.395 13.0% 0.693 0.8% 92% False False 16,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.225
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.590
2.618 90.991
1.618 90.011
1.000 89.405
0.618 89.031
HIGH 88.425
0.618 88.051
0.500 87.935
0.382 87.819
LOW 87.445
0.618 86.839
1.000 86.465
1.618 85.859
2.618 84.879
4.250 83.280
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 87.935 88.123
PP 87.935 88.060
S1 87.935 87.998

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

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