ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 84.950 84.280 -0.670 -0.8% 85.580
High 85.075 84.595 -0.480 -0.6% 86.600
Low 84.040 83.965 -0.075 -0.1% 84.360
Close 84.306 84.038 -0.268 -0.3% 84.670
Range 1.035 0.630 -0.405 -39.1% 2.240
ATR 0.881 0.863 -0.018 -2.0% 0.000
Volume 1,568 19,165 17,597 1,122.3% 107,522
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.089 85.694 84.385
R3 85.459 85.064 84.211
R2 84.829 84.829 84.154
R1 84.434 84.434 84.096 84.317
PP 84.199 84.199 84.199 84.141
S1 83.804 83.804 83.980 83.687
S2 83.569 83.569 83.923
S3 82.939 83.174 83.865
S4 82.309 82.544 83.692
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 91.930 90.540 85.902
R3 89.690 88.300 85.286
R2 87.450 87.450 85.081
R1 86.060 86.060 84.875 85.635
PP 85.210 85.210 85.210 84.998
S1 83.820 83.820 84.465 83.395
S2 82.970 82.970 84.259
S3 80.730 81.580 84.054
S4 78.490 79.340 83.438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.570 83.965 2.605 3.1% 0.976 1.2% 3% False True 18,909
10 86.710 83.965 2.745 3.3% 0.846 1.0% 3% False True 18,657
20 88.905 83.965 4.940 5.9% 0.883 1.1% 1% False True 18,313
40 89.220 83.965 5.255 6.3% 0.876 1.0% 1% False True 9,480
60 89.220 80.510 8.710 10.4% 0.774 0.9% 41% False False 6,366
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.176
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.273
2.618 86.244
1.618 85.614
1.000 85.225
0.618 84.984
HIGH 84.595
0.618 84.354
0.500 84.280
0.382 84.206
LOW 83.965
0.618 83.576
1.000 83.335
1.618 82.946
2.618 82.316
4.250 81.288
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 84.280 84.520
PP 84.199 84.359
S1 84.119 84.199

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

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