ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 85.910 86.480 0.570 0.7% 85.670
High 86.600 86.570 -0.030 0.0% 86.710
Low 85.910 85.875 -0.035 0.0% 85.360
Close 86.340 86.281 -0.059 -0.1% 85.579
Range 0.690 0.695 0.005 0.7% 1.350
ATR 0.819 0.810 -0.009 -1.1% 0.000
Volume 15,186 19,946 4,760 31.3% 85,723
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.327 87.999 86.663
R3 87.632 87.304 86.472
R2 86.937 86.937 86.408
R1 86.609 86.609 86.345 86.426
PP 86.242 86.242 86.242 86.150
S1 85.914 85.914 86.217 85.731
S2 85.547 85.547 86.154
S3 84.852 85.219 86.090
S4 84.157 84.524 85.899
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.933 89.106 86.322
R3 88.583 87.756 85.950
R2 87.233 87.233 85.827
R1 86.406 86.406 85.703 86.145
PP 85.883 85.883 85.883 85.752
S1 85.056 85.056 85.455 84.795
S2 84.533 84.533 85.332
S3 83.183 83.706 85.208
S4 81.833 82.356 84.837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.600 85.475 1.125 1.3% 0.693 0.8% 72% False False 19,329
10 86.810 85.360 1.450 1.7% 0.710 0.8% 64% False False 17,566
20 89.220 85.360 3.860 4.5% 0.853 1.0% 24% False False 15,144
40 89.220 83.405 5.815 6.7% 0.861 1.0% 49% False False 7,629
60 89.220 80.510 8.710 10.1% 0.735 0.9% 66% False False 5,126
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 True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.201
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.524
2.618 88.390
1.618 87.695
1.000 87.265
0.618 87.000
HIGH 86.570
0.618 86.305
0.500 86.223
0.382 86.140
LOW 85.875
0.618 85.445
1.000 85.180
1.618 84.750
2.618 84.055
4.250 82.921
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 86.262 86.200
PP 86.242 86.119
S1 86.223 86.038

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

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