ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 87.000 86.365 -0.635 -0.7% 88.900
High 87.175 86.705 -0.470 -0.5% 89.220
Low 86.190 86.210 0.020 0.0% 86.700
Close 86.290 86.386 0.096 0.1% 87.920
Range 0.985 0.495 -0.490 -49.7% 2.520
ATR 0.959 0.926 -0.033 -3.5% 0.000
Volume 23,278 15,942 -7,336 -31.5% 49,726
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.919 87.647 86.658
R3 87.424 87.152 86.522
R2 86.929 86.929 86.477
R1 86.657 86.657 86.431 86.793
PP 86.434 86.434 86.434 86.502
S1 86.162 86.162 86.341 86.298
S2 85.939 85.939 86.295
S3 85.444 85.667 86.250
S4 84.949 85.172 86.114
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.507 94.233 89.306
R3 92.987 91.713 88.613
R2 90.467 90.467 88.382
R1 89.193 89.193 88.151 88.570
PP 87.947 87.947 87.947 87.635
S1 86.673 86.673 87.689 86.050
S2 85.427 85.427 87.458
S3 82.907 84.153 87.227
S4 80.387 81.633 86.534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.570 86.190 2.380 2.8% 1.076 1.2% 8% False False 22,174
10 89.220 86.190 3.030 3.5% 0.997 1.2% 6% False False 12,723
20 89.220 85.750 3.470 4.0% 0.927 1.1% 18% False False 6,428
40 89.220 81.440 7.780 9.0% 0.837 1.0% 64% False False 3,277
60 89.220 80.510 8.710 10.1% 0.673 0.8% 67% False False 2,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.162
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 88.809
2.618 88.001
1.618 87.506
1.000 87.200
0.618 87.011
HIGH 86.705
0.618 86.516
0.500 86.458
0.382 86.399
LOW 86.210
0.618 85.904
1.000 85.715
1.618 85.409
2.618 84.914
4.250 84.106
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 86.458 86.943
PP 86.434 86.757
S1 86.410 86.572

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

View Archives - Comment on this page... - Back to Index of Symbols