ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 84.425 83.710 -0.715 -0.8% 84.950
High 84.725 83.875 -0.850 -1.0% 85.075
Low 83.545 83.365 -0.180 -0.2% 83.835
Close 83.821 83.598 -0.223 -0.3% 84.152
Range 1.180 0.510 -0.670 -56.8% 1.240
ATR 0.813 0.792 -0.022 -2.7% 0.000
Volume 12,706 25,676 12,970 102.1% 57,568
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.143 84.880 83.879
R3 84.633 84.370 83.738
R2 84.123 84.123 83.692
R1 83.860 83.860 83.645 83.737
PP 83.613 83.613 83.613 83.551
S1 83.350 83.350 83.551 83.227
S2 83.103 83.103 83.505
S3 82.593 82.840 83.458
S4 82.083 82.330 83.318
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 83.365 1.360 1.6% 0.618 0.7% 17% False True 18,288
10 86.570 83.365 3.205 3.8% 0.797 1.0% 7% False True 18,598
20 86.810 83.365 3.445 4.1% 0.743 0.9% 7% False True 17,882
40 89.220 83.365 5.855 7.0% 0.851 1.0% 4% False True 11,760
60 89.220 81.430 7.790 9.3% 0.801 1.0% 28% False False 7,880
80 89.220 80.510 8.710 10.4% 0.685 0.8% 35% False False 5,930
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.146
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.043
2.618 85.210
1.618 84.700
1.000 84.385
0.618 84.190
HIGH 83.875
0.618 83.680
0.500 83.620
0.382 83.560
LOW 83.365
0.618 83.050
1.000 82.855
1.618 82.540
2.618 82.030
4.250 81.198
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 83.620 84.045
PP 83.613 83.896
S1 83.605 83.747

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

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