ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 81.670 81.215 -0.455 -0.6% 80.975
High 81.940 81.475 -0.465 -0.6% 82.520
Low 81.095 80.810 -0.285 -0.4% 80.775
Close 81.291 80.972 -0.319 -0.4% 81.978
Range 0.845 0.665 -0.180 -21.3% 1.745
ATR 0.636 0.638 0.002 0.3% 0.000
Volume 17,155 33,572 16,417 95.7% 120,754
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 83.081 82.691 81.338
R3 82.416 82.026 81.155
R2 81.751 81.751 81.094
R1 81.361 81.361 81.033 81.224
PP 81.086 81.086 81.086 81.017
S1 80.696 80.696 80.911 80.559
S2 80.421 80.421 80.850
S3 79.756 80.031 80.789
S4 79.091 79.366 80.606
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 82.320 80.810 1.510 1.9% 0.607 0.7% 11% False True 22,990
10 82.520 80.440 2.080 2.6% 0.658 0.8% 26% False False 23,562
20 82.520 79.730 2.790 3.4% 0.598 0.7% 45% False False 21,112
40 82.520 79.730 2.790 3.4% 0.619 0.8% 45% False False 10,768
60 82.520 77.170 5.350 6.6% 0.529 0.7% 71% False False 7,189
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 False
Stretch 0.150
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.301
2.618 83.216
1.618 82.551
1.000 82.140
0.618 81.886
HIGH 81.475
0.618 81.221
0.500 81.143
0.382 81.064
LOW 80.810
0.618 80.399
1.000 80.145
1.618 79.734
2.618 79.069
4.250 77.984
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 81.143 81.375
PP 81.086 81.241
S1 81.029 81.106

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

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