ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 82.020 82.490 0.470 0.6% 81.580
High 82.690 83.625 0.935 1.1% 82.870
Low 81.870 82.405 0.535 0.7% 81.360
Close 82.399 83.421 1.022 1.2% 81.991
Range 0.820 1.220 0.400 48.8% 1.510
ATR 0.637 0.679 0.042 6.6% 0.000
Volume 16,620 13,003 -3,617 -21.8% 123,437
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 86.810 86.336 84.092
R3 85.590 85.116 83.757
R2 84.370 84.370 83.645
R1 83.896 83.896 83.533 84.133
PP 83.150 83.150 83.150 83.269
S1 82.676 82.676 83.309 82.913
S2 81.930 81.930 83.197
S3 80.710 81.456 83.086
S4 79.490 80.236 82.750
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 86.604 85.807 82.822
R3 85.094 84.297 82.406
R2 83.584 83.584 82.268
R1 82.787 82.787 82.129 83.186
PP 82.074 82.074 82.074 82.273
S1 81.277 81.277 81.853 81.676
S2 80.564 80.564 81.714
S3 79.054 79.767 81.576
S4 77.544 78.257 81.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.625 81.745 1.880 2.3% 0.748 0.9% 89% True False 23,070
10 83.625 81.065 2.560 3.1% 0.752 0.9% 92% True False 20,574
20 83.625 80.140 3.485 4.2% 0.626 0.7% 94% True False 21,081
40 83.625 79.730 3.895 4.7% 0.607 0.7% 95% True False 21,420
60 83.625 79.730 3.895 4.7% 0.619 0.7% 95% True False 14,481
80 83.625 77.170 6.455 7.7% 0.553 0.7% 97% True False 10,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.136
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.810
2.618 86.819
1.618 85.599
1.000 84.845
0.618 84.379
HIGH 83.625
0.618 83.159
0.500 83.015
0.382 82.871
LOW 82.405
0.618 81.651
1.000 81.185
1.618 80.431
2.618 79.211
4.250 77.220
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 83.286 83.176
PP 83.150 82.930
S1 83.015 82.685

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

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