ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	87.170	87.005	-0.165	-0.2%	86.200
High	87.600	87.700	0.100	0.1%	87.850
Low	87.125	86.755	-0.370	-0.4%	86.090
Close	87.257	87.584	0.327	0.4%	86.922
Range	0.475	0.945	0.470	98.9%	1.760
ATR	0.829	0.837	0.008	1.0%	0.000
Volume	307	534	227	73.9%	480

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.181	89.828	88.104
R3	89.236	88.883	87.844
R2	88.291	88.291	87.757
R1	87.938	87.938	87.671	88.115
PP	87.346	87.346	87.346	87.435
S1	86.993	86.993	87.497	87.170
S2	86.401	86.401	87.411
S3	85.456	86.048	87.324
S4	84.511	85.103	87.064

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%	0.785	0.9%	82%	False	False	281
10	87.875	85.750	2.125	2.4%	0.829	0.9%	86%	False	False	175
20	87.925	83.405	4.520	5.2%	0.867	1.0%	92%	False	False	133
40	87.925	80.510	7.415	8.5%	0.690	0.8%	95%	False	False	128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.170
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.716
2.618	90.174
1.618	89.229
1.000	88.645
0.618	88.284
HIGH	87.700
0.618	87.339
0.500	87.228
0.382	87.116
LOW	86.755
0.618	86.171
1.000	85.810
1.618	85.226
2.618	84.281
4.250	82.739

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	87.465	87.468
PP	87.346	87.351
S1	87.228	87.235

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