ICE US Dollar Index Future September 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 87.005 87.550 0.545 0.6% 87.120
High 87.700 88.920 1.220 1.4% 88.920
Low 86.755 87.365 0.610 0.7% 86.595
Close 87.584 88.905 1.321 1.5% 88.905
Range 0.945 1.555 0.610 64.6% 2.325
ATR 0.837 0.888 0.051 6.1% 0.000
Volume 534 3,341 2,807 525.7% 4,494
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.062 92.538 89.760
R3 91.507 90.983 89.333
R2 89.952 89.952 89.190
R1 89.428 89.428 89.048 89.690
PP 88.397 88.397 88.397 88.528
S1 87.873 87.873 88.762 88.135
S2 86.842 86.842 88.620
S3 85.287 86.318 88.477
S4 83.732 84.763 88.050
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.115 94.335 90.184
R3 92.790 92.010 89.544
R2 90.465 90.465 89.331
R1 89.685 89.685 89.118 90.075
PP 88.140 88.140 88.140 88.335
S1 87.360 87.360 88.692 87.750
S2 85.815 85.815 88.479
S3 83.490 85.035 88.266
S4 81.165 82.710 87.626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.920 86.595 2.325 2.6% 0.910 1.0% 99% True False 898
10 88.920 86.090 2.830 3.2% 0.920 1.0% 99% True False 497
20 88.920 83.405 5.515 6.2% 0.908 1.0% 100% True False 293
40 88.920 80.510 8.410 9.5% 0.716 0.8% 100% True False 209
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 0.180
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 95.529
2.618 92.991
1.618 91.436
1.000 90.475
0.618 89.881
HIGH 88.920
0.618 88.326
0.500 88.143
0.382 87.959
LOW 87.365
0.618 86.404
1.000 85.810
1.618 84.849
2.618 83.294
4.250 80.756
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 88.651 88.549
PP 88.397 88.193
S1 88.143 87.838

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

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