ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	79.765	79.500	-0.265	-0.3%	78.795
High	79.765	79.865	0.100	0.1%	79.970
Low	79.485	79.250	-0.235	-0.3%	78.690
Close	79.490	79.855	0.365	0.5%	79.960
Range	0.280	0.615	0.335	119.6%	1.280
ATR	0.407	0.422	0.015	3.6%	0.000
Volume	19	16	-3	-15.8%	75

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.502	81.293	80.193
R3	80.887	80.678	80.024
R2	80.272	80.272	79.968
R1	80.063	80.063	79.911	80.168
PP	79.657	79.657	79.657	79.709
S1	79.448	79.448	79.799	79.553
S2	79.042	79.042	79.742
S3	78.427	78.833	79.686
S4	77.812	78.218	79.517

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	79.250	0.750	0.9%	0.353	0.4%	81%	False	True	20
10	80.000	78.605	1.395	1.7%	0.329	0.4%	90%	False	False	26
20	80.000	77.170	2.830	3.5%	0.343	0.4%	95%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.047
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	82.479
2.618	81.475
1.618	80.860
1.000	80.480
0.618	80.245
HIGH	79.865
0.618	79.630
0.500	79.558
0.382	79.485
LOW	79.250
0.618	78.870
1.000	78.635
1.618	78.255
2.618	77.640
4.250	76.636

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	79.756	79.778
PP	79.657	79.702
S1	79.558	79.625

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols