ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 80.845 81.090 0.245 0.3% 81.570
High 81.650 82.630 0.980 1.2% 81.670
Low 80.775 81.080 0.305 0.4% 80.170
Close 80.924 82.428 1.504 1.9% 80.496
Range 0.875 1.550 0.675 77.1% 1.500
ATR 0.728 0.798 0.070 9.6% 0.000
Volume 32,536 31,465 -1,071 -3.3% 83,792
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 86.696 86.112 83.281
R3 85.146 84.562 82.854
R2 83.596 83.596 82.712
R1 83.012 83.012 82.570 83.304
PP 82.046 82.046 82.046 82.192
S1 81.462 81.462 82.286 81.754
S2 80.496 80.496 82.144
S3 78.946 79.912 82.002
S4 77.396 78.362 81.576
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.279 84.387 81.321
R3 83.779 82.887 80.909
R2 82.279 82.279 80.771
R1 81.387 81.387 80.634 81.083
PP 80.779 80.779 80.779 80.627
S1 79.887 79.887 80.359 79.583
S2 79.279 79.279 80.221
S3 77.779 78.387 80.084
S4 76.279 76.887 79.671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.630 80.170 2.460 3.0% 0.916 1.1% 92% True False 21,996
10 82.630 80.170 2.460 3.0% 0.775 0.9% 92% True False 18,967
20 83.685 80.170 3.515 4.3% 0.758 0.9% 64% False False 19,338
40 86.810 80.170 6.640 8.1% 0.751 0.9% 34% False False 18,610
60 89.220 80.170 9.050 11.0% 0.820 1.0% 25% False False 14,286
80 89.220 80.170 9.050 11.0% 0.791 1.0% 25% False False 10,745
100 89.220 80.170 9.050 11.0% 0.700 0.8% 25% False False 8,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.130
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 89.218
2.618 86.688
1.618 85.138
1.000 84.180
0.618 83.588
HIGH 82.630
0.618 82.038
0.500 81.855
0.382 81.672
LOW 81.080
0.618 80.122
1.000 79.530
1.618 78.572
2.618 77.022
4.250 74.493
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 82.237 82.115
PP 82.046 81.801
S1 81.855 81.488

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

View Archives - Comment on this page... - Back to Index of Symbols