ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 83.365 83.260 -0.105 -0.1% 83.030
High 83.570 83.330 -0.240 -0.3% 83.430
Low 83.000 82.665 -0.335 -0.4% 81.995
Close 83.331 82.983 -0.348 -0.4% 83.160
Range 0.570 0.665 0.095 16.7% 1.435
ATR 0.743 0.737 -0.005 -0.7% 0.000
Volume 25,463 29,362 3,899 15.3% 80,641
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.988 84.650 83.349
R3 84.323 83.985 83.166
R2 83.658 83.658 83.105
R1 83.320 83.320 83.044 83.157
PP 82.993 82.993 82.993 82.911
S1 82.655 82.655 82.922 82.492
S2 82.328 82.328 82.861
S3 81.663 81.990 82.800
S4 80.998 81.325 82.617
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.167 86.598 83.949
R3 85.732 85.163 83.555
R2 84.297 84.297 83.423
R1 83.728 83.728 83.292 84.013
PP 82.862 82.862 82.862 83.004
S1 82.293 82.293 83.028 82.578
S2 81.427 81.427 82.897
S3 79.992 80.858 82.765
S4 78.557 79.423 82.371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.635 82.515 1.120 1.3% 0.662 0.8% 42% False False 26,428
10 83.635 81.995 1.640 2.0% 0.701 0.8% 60% False False 20,655
20 83.635 80.170 3.465 4.2% 0.738 0.9% 81% False False 19,996
40 86.545 80.170 6.375 7.7% 0.754 0.9% 44% False False 19,426
60 89.220 80.170 9.050 10.9% 0.787 0.9% 31% False False 17,999
80 89.220 80.170 9.050 10.9% 0.807 1.0% 31% False False 13,528
100 89.220 80.170 9.050 10.9% 0.743 0.9% 31% False False 10,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.174
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.156
2.618 85.071
1.618 84.406
1.000 83.995
0.618 83.741
HIGH 83.330
0.618 83.076
0.500 82.998
0.382 82.919
LOW 82.665
0.618 82.254
1.000 82.000
1.618 81.589
2.618 80.924
4.250 79.839
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 82.998 83.150
PP 82.993 83.094
S1 82.988 83.039

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

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