ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 82.775 82.675 -0.100 -0.1% 82.330
High 82.995 82.680 -0.315 -0.4% 82.995
Low 82.465 82.060 -0.405 -0.5% 82.305
Close 82.701 82.092 -0.609 -0.7% 82.701
Range 0.530 0.620 0.090 17.0% 0.690
ATR 0.664 0.663 -0.002 -0.3% 0.000
Volume 10,068 859 -9,209 -91.5% 85,846
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.137 83.735 82.433
R3 83.517 83.115 82.263
R2 82.897 82.897 82.206
R1 82.495 82.495 82.149 82.386
PP 82.277 82.277 82.277 82.223
S1 81.875 81.875 82.035 81.766
S2 81.657 81.657 81.978
S3 81.037 81.255 81.922
S4 80.417 80.635 81.751
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.737 84.409 83.081
R3 84.047 83.719 82.891
R2 83.357 83.357 82.828
R1 83.029 83.029 82.764 83.193
PP 82.667 82.667 82.667 82.749
S1 82.339 82.339 82.638 82.503
S2 81.977 81.977 82.575
S3 81.287 81.649 82.511
S4 80.597 80.959 82.322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.995 82.060 0.935 1.1% 0.568 0.7% 3% False True 17,341
10 83.405 82.015 1.390 1.7% 0.592 0.7% 6% False False 18,409
20 83.635 81.995 1.640 2.0% 0.621 0.8% 6% False False 19,934
40 83.640 80.170 3.470 4.2% 0.688 0.8% 55% False False 19,407
60 86.710 80.170 6.540 8.0% 0.712 0.9% 29% False False 19,076
80 89.220 80.170 9.050 11.0% 0.763 0.9% 21% False False 16,104
100 89.220 80.170 9.050 11.0% 0.765 0.9% 21% False False 12,909
120 89.220 80.170 9.050 11.0% 0.698 0.9% 21% False False 10,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.112
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.315
2.618 84.303
1.618 83.683
1.000 83.300
0.618 83.063
HIGH 82.680
0.618 82.443
0.500 82.370
0.382 82.297
LOW 82.060
0.618 81.677
1.000 81.440
1.618 81.057
2.618 80.437
4.250 79.425
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 82.370 82.528
PP 82.277 82.382
S1 82.185 82.237

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

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