ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 84.080 84.425 0.345 0.4% 84.950
High 84.635 84.725 0.090 0.1% 85.075
Low 84.080 83.545 -0.535 -0.6% 83.835
Close 84.407 83.821 -0.586 -0.7% 84.152
Range 0.555 1.180 0.625 112.6% 1.240
ATR 0.785 0.813 0.028 3.6% 0.000
Volume 16,225 12,706 -3,519 -21.7% 57,568
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.570 86.876 84.470
R3 86.390 85.696 84.146
R2 85.210 85.210 84.037
R1 84.516 84.516 83.929 84.273
PP 84.030 84.030 84.030 83.909
S1 83.336 83.336 83.713 83.093
S2 82.850 82.850 83.605
S3 81.670 82.156 83.497
S4 80.490 80.976 83.172
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.074 87.353 84.834
R3 86.834 86.113 84.493
R2 85.594 85.594 84.379
R1 84.873 84.873 84.266 84.614
PP 84.354 84.354 84.354 84.224
S1 83.633 83.633 84.038 83.374
S2 83.114 83.114 83.925
S3 81.874 82.393 83.811
S4 80.634 81.153 83.470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.725 83.545 1.180 1.4% 0.642 0.8% 23% True True 16,986
10 86.600 83.545 3.055 3.6% 0.815 1.0% 9% False True 17,549
20 87.175 83.545 3.630 4.3% 0.767 0.9% 8% False True 17,762
40 89.220 83.545 5.675 6.8% 0.875 1.0% 5% False True 11,120
60 89.220 81.265 7.955 9.5% 0.795 0.9% 32% False False 7,455
80 89.220 80.510 8.710 10.4% 0.679 0.8% 38% False False 5,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.129
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.740
2.618 87.814
1.618 86.634
1.000 85.905
0.618 85.454
HIGH 84.725
0.618 84.274
0.500 84.135
0.382 83.996
LOW 83.545
0.618 82.816
1.000 82.365
1.618 81.636
2.618 80.456
4.250 78.530
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 84.135 84.135
PP 84.030 84.030
S1 83.926 83.926

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

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