ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 81.905 81.720 -0.185 -0.2% 81.450
High 82.060 82.970 0.910 1.1% 82.370
Low 81.700 81.720 0.020 0.0% 81.265
Close 81.885 82.585 0.700 0.9% 81.768
Range 0.360 1.250 0.890 247.2% 1.105
ATR 0.444 0.502 0.058 13.0% 0.000
Volume 165 259 94 57.0% 398
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 86.175 85.630 83.273
R3 84.925 84.380 82.929
R2 83.675 83.675 82.814
R1 83.130 83.130 82.700 83.403
PP 82.425 82.425 82.425 82.561
S1 81.880 81.880 82.470 82.153
S2 81.175 81.175 82.356
S3 79.925 80.630 82.241
S4 78.675 79.380 81.898
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 85.116 84.547 82.376
R3 84.011 83.442 82.072
R2 82.906 82.906 81.971
R1 82.337 82.337 81.869 82.622
PP 81.801 81.801 81.801 81.943
S1 81.232 81.232 81.667 81.517
S2 80.696 80.696 81.565
S3 79.591 80.127 81.464
S4 78.486 79.022 81.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.970 81.430 1.540 1.9% 0.630 0.8% 75% True False 128
10 82.970 80.510 2.460 3.0% 0.462 0.6% 84% True False 119
20 82.970 80.510 2.460 3.0% 0.419 0.5% 84% True False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 88.283
2.618 86.243
1.618 84.993
1.000 84.220
0.618 83.743
HIGH 82.970
0.618 82.493
0.500 82.345
0.382 82.198
LOW 81.720
0.618 80.948
1.000 80.470
1.618 79.698
2.618 78.448
4.250 76.408
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 82.505 82.502
PP 82.425 82.418
S1 82.345 82.335

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

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