ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 86.200 86.275 0.075 0.1% 86.000
High 86.200 86.810 0.610 0.7% 87.000
Low 86.200 86.275 0.075 0.1% 85.730
Close 86.247 86.675 0.428 0.5% 85.899
Range 0.000 0.535 0.535 1.270
ATR
Volume 30 1 -29 -96.7% 51
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.192 87.968 86.969
R3 87.657 87.433 86.822
R2 87.122 87.122 86.773
R1 86.898 86.898 86.724 87.010
PP 86.587 86.587 86.587 86.643
S1 86.363 86.363 86.626 86.475
S2 86.052 86.052 86.577
S3 85.517 85.828 86.528
S4 84.982 85.293 86.381
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 90.020 89.229 86.598
R3 88.750 87.959 86.248
R2 87.480 87.480 86.132
R1 86.689 86.689 86.015 86.450
PP 86.210 86.210 86.210 86.090
S1 85.419 85.419 85.783 85.180
S2 84.940 84.940 85.666
S3 83.670 84.149 85.550
S4 82.400 82.879 85.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.000 85.905 1.095 1.3% 0.334 0.4% 70% False False 10
10 87.000 85.730 1.270 1.5% 0.328 0.4% 74% False False 22
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.084
2.618 88.211
1.618 87.676
1.000 87.345
0.618 87.141
HIGH 86.810
0.618 86.606
0.500 86.543
0.382 86.479
LOW 86.275
0.618 85.944
1.000 85.740
1.618 85.409
2.618 84.874
4.250 84.001
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 86.631 86.569
PP 86.587 86.463
S1 86.543 86.358

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

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