ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 81.380 82.430 1.050 1.3% 81.010
High 82.750 82.870 0.120 0.1% 82.200
Low 81.360 82.160 0.800 1.0% 80.860
Close 82.310 82.535 0.225 0.3% 81.498
Range 1.390 0.710 -0.680 -48.9% 1.340
ATR 0.638 0.643 0.005 0.8% 0.000
Volume 13,067 34,096 21,029 160.9% 96,850
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 84.652 84.303 82.926
R3 83.942 83.593 82.730
R2 83.232 83.232 82.665
R1 82.883 82.883 82.600 83.058
PP 82.522 82.522 82.522 82.609
S1 82.173 82.173 82.470 82.348
S2 81.812 81.812 82.405
S3 81.102 81.463 82.340
S4 80.392 80.753 82.145
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 82.870 81.140 1.730 2.1% 0.823 1.0% 81% True False 21,584
10 82.870 80.250 2.620 3.2% 0.633 0.8% 87% True False 21,757
20 82.870 80.140 2.730 3.3% 0.592 0.7% 88% True False 20,397
40 82.870 79.730 3.140 3.8% 0.594 0.7% 89% True False 19,550
60 82.870 79.250 3.620 4.4% 0.605 0.7% 91% True False 13,134
80 82.870 77.170 5.700 6.9% 0.535 0.6% 94% True False 9,857
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 0.122
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.888
2.618 84.729
1.618 84.019
1.000 83.580
0.618 83.309
HIGH 82.870
0.618 82.599
0.500 82.515
0.382 82.431
LOW 82.160
0.618 81.721
1.000 81.450
1.618 81.011
2.618 80.301
4.250 79.143
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 82.528 82.395
PP 82.522 82.255
S1 82.515 82.115

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

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