ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 01-Jun-2010

Day Change Summary
	Previous	Current
	31-May-2010	01-Jun-2010	Change	Change %	Previous Week
Open	87.120	87.030	-0.090	-0.1%	86.200
High	87.230	87.875	0.645	0.7%	87.850
Low	86.935	86.595	-0.340	-0.4%	86.090
Close	87.010	87.085	0.075	0.1%	86.922
Range	0.295	1.280	0.985	333.9%	1.760
ATR	0.820	0.853	0.033	4.0%	0.000
Volume	287	25	-262	-91.3%	480

Daily Pivots for day following 01-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.025	90.335	87.789
R3	89.745	89.055	87.437
R2	88.465	88.465	87.320
R1	87.775	87.775	87.202	88.120
PP	87.185	87.185	87.185	87.358
S1	86.495	86.495	86.968	86.840
S2	85.905	85.905	86.850
S3	84.625	85.215	86.733
S4	83.345	83.935	86.381

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.234	91.338	87.890
R3	90.474	89.578	87.406
R2	88.714	88.714	87.245
R1	87.818	87.818	87.083	88.266
PP	86.954	86.954	86.954	87.178
S1	86.058	86.058	86.761	86.506
S2	85.194	85.194	86.599
S3	83.434	84.298	86.438
S4	81.674	82.538	85.954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.875	86.290	1.585	1.8%	0.877	1.0%	50%	True	False	138
10	87.925	85.750	2.175	2.5%	0.922	1.1%	61%	False	False	115
20	87.925	83.405	4.520	5.2%	0.886	1.0%	81%	False	False	102
40	87.925	80.510	7.415	8.5%	0.670	0.8%	89%	False	False	110

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.189
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	93.315
2.618	91.226
1.618	89.946
1.000	89.155
0.618	88.666
HIGH	87.875
0.618	87.386
0.500	87.235
0.382	87.084
LOW	86.595
0.618	85.804
1.000	85.315
1.618	84.524
2.618	83.244
4.250	81.155

Fisher Pivots for day following 01-Jun-2010
Pivot	1 day	3 day
R1	87.235	87.084
PP	87.185	87.083
S1	87.135	87.083

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols