ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 84.585 84.855 0.270 0.3% 82.020
High 84.905 85.100 0.195 0.2% 85.460
Low 84.330 84.330 0.000 0.0% 81.870
Close 84.613 84.967 0.354 0.4% 84.659
Range 0.575 0.770 0.195 33.9% 3.590
ATR 0.818 0.815 -0.003 -0.4% 0.000
Volume 37,048 24,664 -12,384 -33.4% 168,154
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 87.109 86.808 85.391
R3 86.339 86.038 85.179
R2 85.569 85.569 85.108
R1 85.268 85.268 85.038 85.419
PP 84.799 84.799 84.799 84.874
S1 84.498 84.498 84.896 84.649
S2 84.029 84.029 84.826
S3 83.259 83.728 84.755
S4 82.489 82.958 84.544
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 94.766 93.303 86.634
R3 91.176 89.713 85.646
R2 87.586 87.586 85.317
R1 86.123 86.123 84.988 86.855
PP 83.996 83.996 83.996 84.362
S1 82.533 82.533 84.330 83.265
S2 80.406 80.406 84.001
S3 76.816 78.943 83.672
S4 73.226 75.353 82.685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.460 83.070 2.390 2.8% 1.067 1.3% 79% False False 47,648
10 85.460 81.745 3.715 4.4% 0.933 1.1% 87% False False 35,025
20 85.460 80.250 5.210 6.1% 0.783 0.9% 91% False False 28,391
40 85.460 79.730 5.730 6.7% 0.683 0.8% 91% False False 24,686
60 85.460 79.730 5.730 6.7% 0.668 0.8% 91% False False 18,919
80 85.460 78.315 7.145 8.4% 0.610 0.7% 93% False False 14,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.230
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.373
2.618 87.116
1.618 86.346
1.000 85.870
0.618 85.576
HIGH 85.100
0.618 84.806
0.500 84.715
0.382 84.624
LOW 84.330
0.618 83.854
1.000 83.560
1.618 83.084
2.618 82.314
4.250 81.058
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 84.883 84.673
PP 84.799 84.379
S1 84.715 84.085

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

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