ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 87.595 86.475 -1.120 -1.3% 83.900
High 87.625 86.985 -0.640 -0.7% 86.435
Low 86.250 85.555 -0.695 -0.8% 83.070
Close 86.540 85.706 -0.834 -1.0% 86.231
Range 1.375 1.430 0.055 4.0% 3.365
ATR 0.932 0.968 0.036 3.8% 0.000
Volume 45,174 51,809 6,635 14.7% 171,599
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 90.372 89.469 86.493
R3 88.942 88.039 86.099
R2 87.512 87.512 85.968
R1 86.609 86.609 85.837 86.346
PP 86.082 86.082 86.082 85.950
S1 85.179 85.179 85.575 84.916
S2 84.652 84.652 85.444
S3 83.222 83.749 85.313
S4 81.792 82.319 84.920
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 95.340 94.151 88.082
R3 91.975 90.786 87.156
R2 88.610 88.610 86.848
R1 87.421 87.421 86.539 88.016
PP 85.245 85.245 85.245 85.543
S1 84.056 84.056 85.923 84.651
S2 81.880 81.880 85.614
S3 78.515 80.691 85.306
S4 75.150 77.326 84.380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.625 85.335 2.290 2.7% 1.279 1.5% 16% False False 35,550
10 87.625 83.070 4.555 5.3% 1.124 1.3% 58% False False 39,695
20 87.625 81.360 6.265 7.3% 0.998 1.2% 69% False False 32,069
40 87.625 80.140 7.485 8.7% 0.766 0.9% 74% False False 26,261
60 87.625 79.730 7.895 9.2% 0.720 0.8% 76% False False 22,199
80 87.625 79.250 8.375 9.8% 0.676 0.8% 77% False False 16,706
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 0.303
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.063
2.618 90.729
1.618 89.299
1.000 88.415
0.618 87.869
HIGH 86.985
0.618 86.439
0.500 86.270
0.382 86.101
LOW 85.555
0.618 84.671
1.000 84.125
1.618 83.241
2.618 81.811
4.250 79.478
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 86.270 86.590
PP 86.082 86.295
S1 85.894 86.001

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

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