ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 81.580 81.380 -0.200 -0.2% 81.010
High 81.845 82.750 0.905 1.1% 82.200
Low 81.365 81.360 -0.005 0.0% 80.860
Close 81.615 82.310 0.695 0.9% 81.498
Range 0.480 1.390 0.910 189.6% 1.340
ATR 0.580 0.638 0.058 10.0% 0.000
Volume 24,640 13,067 -11,573 -47.0% 96,850
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 86.310 85.700 83.075
R3 84.920 84.310 82.692
R2 83.530 83.530 82.565
R1 82.920 82.920 82.437 83.225
PP 82.140 82.140 82.140 82.293
S1 81.530 81.530 82.183 81.835
S2 80.750 80.750 82.055
S3 79.360 80.140 81.928
S4 77.970 78.750 81.546
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 85.539 84.859 82.235
R3 84.199 83.519 81.867
R2 82.859 82.859 81.744
R1 82.179 82.179 81.621 82.519
PP 81.519 81.519 81.519 81.690
S1 80.839 80.839 81.375 81.179
S2 80.179 80.179 81.252
S3 78.839 79.499 81.130
S4 77.499 78.159 80.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.750 81.065 1.685 2.0% 0.756 0.9% 74% True False 18,079
10 82.750 80.140 2.610 3.2% 0.610 0.7% 83% True False 19,991
20 82.750 80.140 2.610 3.2% 0.586 0.7% 83% True False 19,442
40 82.750 79.730 3.020 3.7% 0.597 0.7% 85% True False 18,710
60 82.750 79.250 3.500 4.3% 0.598 0.7% 87% True False 12,566
80 82.750 77.170 5.580 6.8% 0.532 0.6% 92% True False 9,432
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 0.101
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 88.658
2.618 86.389
1.618 84.999
1.000 84.140
0.618 83.609
HIGH 82.750
0.618 82.219
0.500 82.055
0.382 81.891
LOW 81.360
0.618 80.501
1.000 79.970
1.618 79.111
2.618 77.721
4.250 75.453
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 82.225 82.225
PP 82.140 82.140
S1 82.055 82.055

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

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