ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 85.750 85.205 -0.545 -0.6% 86.200
High 85.750 85.205 -0.545 -0.6% 86.810
Low 85.295 85.150 -0.145 -0.2% 85.150
Close 85.319 85.005 -0.314 -0.4% 85.005
Range 0.455 0.055 -0.400 -87.9% 1.660
ATR 0.492 0.469 -0.023 -4.7% 0.000
Volume 4 7 3 75.0% 50
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.285 85.200 85.035
R3 85.230 85.145 85.020
R2 85.175 85.175 85.015
R1 85.090 85.090 85.010 85.105
PP 85.120 85.120 85.120 85.128
S1 85.035 85.035 85.000 85.050
S2 85.065 85.065 84.995
S3 85.010 84.980 84.990
S4 84.955 84.925 84.975
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.635 89.480 85.918
R3 88.975 87.820 85.462
R2 87.315 87.315 85.309
R1 86.160 86.160 85.157 85.908
PP 85.655 85.655 85.655 85.529
S1 84.500 84.500 84.853 84.248
S2 83.995 83.995 84.701
S3 82.335 82.840 84.549
S4 80.675 81.180 84.092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.810 85.150 1.660 2.0% 0.229 0.3% -9% False True 10
10 87.000 85.150 1.850 2.2% 0.311 0.4% -8% False True 10
Crabel Price Patterns
NR True
NR4 True
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 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.439
2.618 85.349
1.618 85.294
1.000 85.260
0.618 85.239
HIGH 85.205
0.618 85.184
0.500 85.178
0.382 85.171
LOW 85.150
0.618 85.116
1.000 85.095
1.618 85.061
2.618 85.006
4.250 84.916
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 85.178 85.775
PP 85.120 85.518
S1 85.063 85.262

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

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