ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 81.470 81.670 0.200 0.2% 80.975
High 81.825 81.940 0.115 0.1% 82.520
Low 81.235 81.095 -0.140 -0.2% 80.775
Close 81.738 81.291 -0.447 -0.5% 81.978
Range 0.590 0.845 0.255 43.2% 1.745
ATR 0.620 0.636 0.016 2.6% 0.000
Volume 14,996 17,155 2,159 14.4% 120,754
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 83.977 83.479 81.756
R3 83.132 82.634 81.523
R2 82.287 82.287 81.446
R1 81.789 81.789 81.368 81.616
PP 81.442 81.442 81.442 81.355
S1 80.944 80.944 81.214 80.771
S2 80.597 80.597 81.136
S3 79.752 80.099 81.059
S4 78.907 79.254 80.826
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.993 86.230 82.938
R3 85.248 84.485 82.458
R2 83.503 83.503 82.298
R1 82.740 82.740 82.138 83.122
PP 81.758 81.758 81.758 81.948
S1 80.995 80.995 81.818 81.377
S2 80.013 80.013 81.658
S3 78.268 79.250 81.498
S4 76.523 77.505 81.018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.520 81.095 1.425 1.8% 0.599 0.7% 14% False True 22,249
10 82.520 79.945 2.575 3.2% 0.664 0.8% 52% False False 22,393
20 82.520 79.730 2.790 3.4% 0.600 0.7% 56% False False 19,490
40 82.520 79.730 2.790 3.4% 0.617 0.8% 56% False False 9,930
60 82.520 77.170 5.350 6.6% 0.526 0.6% 77% False False 6,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.125
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.531
2.618 84.152
1.618 83.307
1.000 82.785
0.618 82.462
HIGH 81.940
0.618 81.617
0.500 81.518
0.382 81.418
LOW 81.095
0.618 80.573
1.000 80.250
1.618 79.728
2.618 78.883
4.250 77.504
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 81.518 81.518
PP 81.442 81.442
S1 81.367 81.367

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

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