ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 81.215 81.285 0.070 0.1% 81.620
High 81.475 81.455 -0.020 0.0% 81.940
Low 80.810 81.100 0.290 0.4% 80.810
Close 80.972 81.254 0.282 0.3% 80.972
Range 0.665 0.355 -0.310 -46.6% 1.130
ATR 0.638 0.627 -0.011 -1.7% 0.000
Volume 33,572 5,927 -27,645 -82.3% 90,533
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 82.335 82.149 81.449
R3 81.980 81.794 81.352
R2 81.625 81.625 81.319
R1 81.439 81.439 81.287 81.355
PP 81.270 81.270 81.270 81.227
S1 81.084 81.084 81.221 81.000
S2 80.915 80.915 81.189
S3 80.560 80.729 81.156
S4 80.205 80.374 81.059
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 84.631 83.931 81.594
R3 83.501 82.801 81.283
R2 82.371 82.371 81.179
R1 81.671 81.671 81.076 81.456
PP 81.241 81.241 81.241 81.133
S1 80.541 80.541 80.868 80.326
S2 80.111 80.111 80.765
S3 78.981 79.411 80.661
S4 77.851 78.281 80.351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.940 80.810 1.130 1.4% 0.584 0.7% 39% False False 19,292
10 82.520 80.775 1.745 2.1% 0.624 0.8% 27% False False 21,721
20 82.520 79.730 2.790 3.4% 0.586 0.7% 55% False False 21,307
40 82.520 79.730 2.790 3.4% 0.613 0.8% 55% False False 10,911
60 82.520 77.170 5.350 6.6% 0.524 0.6% 76% False False 7,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.163
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 82.964
2.618 82.384
1.618 82.029
1.000 81.810
0.618 81.674
HIGH 81.455
0.618 81.319
0.500 81.278
0.382 81.236
LOW 81.100
0.618 80.881
1.000 80.745
1.618 80.526
2.618 80.171
4.250 79.591
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 81.278 81.375
PP 81.270 81.335
S1 81.262 81.294

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

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