ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 82.700 82.230 -0.470 -0.6% 82.790
High 82.815 82.530 -0.285 -0.3% 83.640
Low 82.135 81.970 -0.165 -0.2% 82.355
Close 82.242 82.328 0.086 0.1% 82.629
Range 0.680 0.560 -0.120 -17.6% 1.285
ATR 0.801 0.784 -0.017 -2.2% 0.000
Volume 25,576 15,841 -9,735 -38.1% 98,098
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.956 83.702 82.636
R3 83.396 83.142 82.482
R2 82.836 82.836 82.431
R1 82.582 82.582 82.379 82.709
PP 82.276 82.276 82.276 82.340
S1 82.022 82.022 82.277 82.149
S2 81.716 81.716 82.225
S3 81.156 81.462 82.174
S4 80.596 80.902 82.020
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.730 85.964 83.336
R3 85.445 84.679 82.982
R2 84.160 84.160 82.865
R1 83.394 83.394 82.747 83.135
PP 82.875 82.875 82.875 82.745
S1 82.109 82.109 82.511 81.850
S2 81.590 81.590 82.393
S3 80.305 80.824 82.276
S4 79.020 79.539 81.922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.640 81.970 1.670 2.0% 0.771 0.9% 21% False True 19,732
10 83.875 81.970 1.905 2.3% 0.758 0.9% 19% False True 20,709
20 86.600 81.970 4.630 5.6% 0.786 1.0% 8% False True 19,129
40 89.220 81.970 7.250 8.8% 0.829 1.0% 5% False True 16,267
60 89.220 81.970 7.250 8.8% 0.841 1.0% 5% False True 10,879
80 89.220 80.510 8.710 10.6% 0.737 0.9% 21% False False 8,188
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 0.197
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.910
2.618 83.996
1.618 83.436
1.000 83.090
0.618 82.876
HIGH 82.530
0.618 82.316
0.500 82.250
0.382 82.184
LOW 81.970
0.618 81.624
1.000 81.410
1.618 81.064
2.618 80.504
4.250 79.590
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 82.302 82.595
PP 82.276 82.506
S1 82.250 82.417

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

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