ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 81.090 82.590 1.500 1.8% 81.570
High 82.630 82.935 0.305 0.4% 81.670
Low 81.080 82.235 1.155 1.4% 80.170
Close 82.428 82.767 0.339 0.4% 80.496
Range 1.550 0.700 -0.850 -54.8% 1.500
ATR 0.798 0.791 -0.007 -0.9% 0.000
Volume 31,465 17,701 -13,764 -43.7% 83,792
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.746 84.456 83.152
R3 84.046 83.756 82.960
R2 83.346 83.346 82.895
R1 83.056 83.056 82.831 83.201
PP 82.646 82.646 82.646 82.718
S1 82.356 82.356 82.703 82.501
S2 81.946 81.946 82.639
S3 81.246 81.656 82.575
S4 80.546 80.956 82.382
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 82.935 80.170 2.765 3.3% 0.936 1.1% 94% True False 22,707
10 82.935 80.170 2.765 3.3% 0.776 0.9% 94% True False 19,337
20 83.640 80.170 3.470 4.2% 0.731 0.9% 75% False False 19,385
40 86.810 80.170 6.640 8.0% 0.756 0.9% 39% False False 18,654
60 89.220 80.170 9.050 10.9% 0.813 1.0% 29% False False 14,579
80 89.220 80.170 9.050 10.9% 0.796 1.0% 29% False False 10,966
100 89.220 80.170 9.050 10.9% 0.706 0.9% 29% False False 8,789
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 0.158
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.910
2.618 84.768
1.618 84.068
1.000 83.635
0.618 83.368
HIGH 82.935
0.618 82.668
0.500 82.585
0.382 82.502
LOW 82.235
0.618 81.802
1.000 81.535
1.618 81.102
2.618 80.402
4.250 79.260
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 82.706 82.463
PP 82.646 82.159
S1 82.585 81.855

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

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