ICE US Dollar Index Future September 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 84.880 85.230 0.350 0.4% 82.410
High 85.150 85.285 0.135 0.2% 85.590
Low 84.755 84.835 0.080 0.1% 82.410
Close 84.963 85.312 0.349 0.4% 84.999
Range 0.395 0.450 0.055 13.9% 3.180
ATR 0.668 0.652 -0.016 -2.3% 0.000
Volume 160 32 -128 -80.0% 441
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 86.494 86.353 85.560
R3 86.044 85.903 85.436
R2 85.594 85.594 85.395
R1 85.453 85.453 85.353 85.524
PP 85.144 85.144 85.144 85.179
S1 85.003 85.003 85.271 85.074
S2 84.694 84.694 85.230
S3 84.244 84.553 85.188
S4 83.794 84.103 85.065
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 93.873 92.616 86.748
R3 90.693 89.436 85.874
R2 87.513 87.513 85.582
R1 86.256 86.256 85.291 86.885
PP 84.333 84.333 84.333 84.647
S1 83.076 83.076 84.708 83.705
S2 81.153 81.153 84.416
S3 77.973 79.896 84.125
S4 74.793 76.716 83.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.590 83.405 2.185 2.6% 0.807 0.9% 87% False False 120
10 85.590 82.065 3.525 4.1% 0.684 0.8% 92% False False 111
20 85.590 80.675 4.915 5.8% 0.577 0.7% 94% False False 138
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 0.147
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.198
2.618 86.463
1.618 86.013
1.000 85.735
0.618 85.563
HIGH 85.285
0.618 85.113
0.500 85.060
0.382 85.007
LOW 84.835
0.618 84.557
1.000 84.385
1.618 84.107
2.618 83.657
4.250 82.923
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 85.228 84.990
PP 85.144 84.667
S1 85.060 84.345

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

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