ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 86.475 85.860 -0.615 -0.7% 86.410
High 86.985 86.200 -0.785 -0.9% 87.625
Low 85.555 85.325 -0.230 -0.3% 85.325
Close 85.706 85.537 -0.169 -0.2% 85.537
Range 1.430 0.875 -0.555 -38.8% 2.300
ATR 0.968 0.961 -0.007 -0.7% 0.000
Volume 51,809 49,397 -2,412 -4.7% 206,406
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 88.312 87.800 86.018
R3 87.437 86.925 85.778
R2 86.562 86.562 85.697
R1 86.050 86.050 85.617 85.869
PP 85.687 85.687 85.687 85.597
S1 85.175 85.175 85.457 84.994
S2 84.812 84.812 85.377
S3 83.937 84.300 85.296
S4 83.062 83.425 85.056
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 93.062 91.600 86.802
R3 90.762 89.300 86.170
R2 88.462 88.462 85.959
R1 87.000 87.000 85.748 86.581
PP 86.162 86.162 86.162 85.953
S1 84.700 84.700 85.326 84.281
S2 83.862 83.862 85.115
S3 81.562 82.400 84.905
S4 79.262 80.100 84.272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.625 85.325 2.300 2.7% 1.234 1.4% 9% False True 41,281
10 87.625 83.070 4.555 5.3% 1.100 1.3% 54% False False 37,800
20 87.625 81.360 6.265 7.3% 1.005 1.2% 67% False False 33,479
40 87.625 80.140 7.485 8.8% 0.772 0.9% 72% False False 26,749
60 87.625 79.730 7.895 9.2% 0.727 0.8% 74% False False 23,012
80 87.625 79.250 8.375 9.8% 0.685 0.8% 75% False False 17,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.301
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.919
2.618 88.491
1.618 87.616
1.000 87.075
0.618 86.741
HIGH 86.200
0.618 85.866
0.500 85.763
0.382 85.659
LOW 85.325
0.618 84.784
1.000 84.450
1.618 83.909
2.618 83.034
4.250 81.606
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 85.763 86.475
PP 85.687 86.162
S1 85.612 85.850

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

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