ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 86.130 86.000 -0.130 -0.2% 85.670
High 86.280 86.415 0.135 0.2% 86.710
Low 85.685 85.520 -0.165 -0.2% 85.360
Close 86.017 85.579 -0.438 -0.5% 85.579
Range 0.595 0.895 0.300 50.4% 1.350
ATR 0.844 0.847 0.004 0.4% 0.000
Volume 24,321 18,669 -5,652 -23.2% 85,723
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.523 87.946 86.071
R3 87.628 87.051 85.825
R2 86.733 86.733 85.743
R1 86.156 86.156 85.661 85.997
PP 85.838 85.838 85.838 85.759
S1 85.261 85.261 85.497 85.102
S2 84.943 84.943 85.415
S3 84.048 84.366 85.333
S4 83.153 83.471 85.087
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.933 89.106 86.322
R3 88.583 87.756 85.950
R2 87.233 87.233 85.827
R1 86.406 86.406 85.703 86.145
PP 85.883 85.883 85.883 85.752
S1 85.056 85.056 85.455 84.795
S2 84.533 84.533 85.332
S3 83.183 83.706 85.208
S4 81.833 82.356 84.837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.710 85.360 1.350 1.6% 0.756 0.9% 16% False False 17,144
10 87.695 85.360 2.335 2.7% 0.783 0.9% 9% False False 19,564
20 89.220 85.360 3.860 4.5% 0.857 1.0% 6% False False 12,493
40 89.220 82.410 6.810 8.0% 0.866 1.0% 47% False False 6,291
60 89.220 80.510 8.710 10.2% 0.716 0.8% 58% False False 4,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.222
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.219
2.618 88.758
1.618 87.863
1.000 87.310
0.618 86.968
HIGH 86.415
0.618 86.073
0.500 85.968
0.382 85.862
LOW 85.520
0.618 84.967
1.000 84.625
1.618 84.072
2.618 83.177
4.250 81.716
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 85.968 86.115
PP 85.838 85.936
S1 85.709 85.758

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

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