ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 88.185 87.940 -0.245 -0.3% 86.725
High 88.425 88.080 -0.345 -0.4% 88.405
Low 87.445 86.750 -0.695 -0.8% 86.220
Close 87.935 87.166 -0.769 -0.9% 88.315
Range 0.980 1.330 0.350 35.7% 2.185
ATR 0.963 0.989 0.026 2.7% 0.000
Volume 34,754 32,771 -1,983 -5.7% 66,416
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 91.322 90.574 87.898
R3 89.992 89.244 87.532
R2 88.662 88.662 87.410
R1 87.914 87.914 87.288 87.623
PP 87.332 87.332 87.332 87.187
S1 86.584 86.584 87.044 86.293
S2 86.002 86.002 86.922
S3 84.672 85.254 86.800
S4 83.342 83.924 86.435
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.202 93.443 89.517
R3 92.017 91.258 88.916
R2 89.832 89.832 88.716
R1 89.073 89.073 88.515 89.453
PP 87.647 87.647 87.647 87.836
S1 86.888 86.888 88.115 87.268
S2 85.462 85.462 87.914
S3 83.277 84.703 87.714
S4 81.092 82.518 87.113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.800 86.750 2.050 2.4% 0.988 1.1% 20% False True 28,625
10 88.800 85.935 2.865 3.3% 0.997 1.1% 43% False False 24,650
20 88.800 84.660 4.140 4.7% 1.055 1.2% 61% False False 29,304
40 88.800 80.250 8.550 9.8% 0.919 1.1% 81% False False 28,847
60 88.800 79.730 9.070 10.4% 0.807 0.9% 82% False False 26,225
80 88.800 79.730 9.070 10.4% 0.764 0.9% 82% False False 21,515
100 88.800 78.315 10.485 12.0% 0.699 0.8% 84% False False 17,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.229
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.733
2.618 91.562
1.618 90.232
1.000 89.410
0.618 88.902
HIGH 88.080
0.618 87.572
0.500 87.415
0.382 87.258
LOW 86.750
0.618 85.928
1.000 85.420
1.618 84.598
2.618 83.268
4.250 81.098
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 87.415 87.700
PP 87.332 87.522
S1 87.249 87.344

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

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