ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 79.610 80.000 0.390 0.5% 78.795
High 79.970 80.000 0.030 0.0% 79.970
Low 79.585 79.670 0.085 0.1% 78.690
Close 79.960 79.730 -0.230 -0.3% 79.960
Range 0.385 0.330 -0.055 -14.3% 1.280
ATR 0.424 0.417 -0.007 -1.6% 0.000
Volume 22 24 2 9.1% 75
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 80.790 80.590 79.912
R3 80.460 80.260 79.821
R2 80.130 80.130 79.791
R1 79.930 79.930 79.760 79.865
PP 79.800 79.800 79.800 79.768
S1 79.600 79.600 79.700 79.535
S2 79.470 79.470 79.670
S3 79.140 79.270 79.639
S4 78.810 78.940 79.549
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.380 82.950 80.664
R3 82.100 81.670 80.312
R2 80.820 80.820 80.195
R1 80.390 80.390 80.077 80.605
PP 79.540 79.540 79.540 79.648
S1 79.110 79.110 79.843 79.325
S2 78.260 78.260 79.725
S3 76.980 77.830 79.608
S4 75.700 76.550 79.256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.000 78.735 1.265 1.6% 0.325 0.4% 79% True False 18
10 80.000 77.405 2.595 3.3% 0.367 0.5% 90% True False 24
20 80.000 77.170 2.830 3.5% 0.336 0.4% 90% True False 32
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.403
2.618 80.864
1.618 80.534
1.000 80.330
0.618 80.204
HIGH 80.000
0.618 79.874
0.500 79.835
0.382 79.796
LOW 79.670
0.618 79.466
1.000 79.340
1.618 79.136
2.618 78.806
4.250 78.268
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 79.835 79.704
PP 79.800 79.678
S1 79.765 79.653

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

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