ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 87.030 87.400 0.370 0.4% 88.400
High 87.670 87.400 -0.270 -0.3% 88.800
Low 86.960 86.380 -0.580 -0.7% 86.750
Close 87.517 86.504 -1.013 -1.2% 87.517
Range 0.710 1.020 0.310 43.7% 2.050
ATR 0.969 0.981 0.012 1.2% 0.000
Volume 30,435 14,703 -15,732 -51.7% 154,528
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.821 89.183 87.065
R3 88.801 88.163 86.785
R2 87.781 87.781 86.691
R1 87.143 87.143 86.598 86.952
PP 86.761 86.761 86.761 86.666
S1 86.123 86.123 86.411 85.932
S2 85.741 85.741 86.317
S3 84.721 85.103 86.224
S4 83.701 84.083 85.943
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.839 92.728 88.645
R3 91.789 90.678 88.081
R2 89.739 89.739 87.893
R1 88.628 88.628 87.705 88.159
PP 87.689 87.689 87.689 87.454
S1 86.578 86.578 87.329 86.109
S2 85.639 85.639 87.141
S3 83.589 84.528 86.953
S4 81.539 82.478 86.390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.650 86.380 2.270 2.6% 0.934 1.1% 5% False True 26,453
10 88.800 86.220 2.580 3.0% 0.957 1.1% 11% False False 23,564
20 88.800 85.325 3.475 4.0% 1.041 1.2% 34% False False 29,504
40 88.800 80.860 7.940 9.2% 0.936 1.1% 71% False False 28,753
60 88.800 80.140 8.660 10.0% 0.818 0.9% 73% False False 26,238
80 88.800 79.730 9.070 10.5% 0.764 0.9% 75% False False 22,072
100 88.800 78.605 10.195 11.8% 0.708 0.8% 77% False False 17,697
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 0.195
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.735
2.618 90.070
1.618 89.050
1.000 88.420
0.618 88.030
HIGH 87.400
0.618 87.010
0.500 86.890
0.382 86.770
LOW 86.380
0.618 85.750
1.000 85.360
1.618 84.730
2.618 83.710
4.250 82.045
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 86.890 87.230
PP 86.761 86.988
S1 86.633 86.746

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

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