ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 78.735 79.000 0.265 0.3% 77.550
High 79.090 79.310 0.220 0.3% 79.150
Low 78.735 78.910 0.175 0.2% 77.405
Close 78.910 79.175 0.265 0.3% 78.730
Range 0.355 0.400 0.045 12.7% 1.745
ATR 0.425 0.423 -0.002 -0.4% 0.000
Volume 13 10 -3 -23.1% 151
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.332 80.153 79.395
R3 79.932 79.753 79.285
R2 79.532 79.532 79.248
R1 79.353 79.353 79.212 79.443
PP 79.132 79.132 79.132 79.176
S1 78.953 78.953 79.138 79.043
S2 78.732 78.732 79.102
S3 78.332 78.553 79.065
S4 77.932 78.153 78.955
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.663 82.942 79.690
R3 81.918 81.197 79.210
R2 80.173 80.173 79.050
R1 79.452 79.452 78.890 79.813
PP 78.428 78.428 78.428 78.609
S1 77.707 77.707 78.570 78.068
S2 76.683 76.683 78.410
S3 74.938 75.962 78.250
S4 73.193 74.217 77.770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.310 78.605 0.705 0.9% 0.304 0.4% 81% True False 33
10 79.310 77.170 2.140 2.7% 0.303 0.4% 94% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.010
2.618 80.357
1.618 79.957
1.000 79.710
0.618 79.557
HIGH 79.310
0.618 79.157
0.500 79.110
0.382 79.063
LOW 78.910
0.618 78.663
1.000 78.510
1.618 78.263
2.618 77.863
4.250 77.210
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 79.153 79.117
PP 79.132 79.058
S1 79.110 79.000

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

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