ICE US Dollar Index Future September 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 88.655 88.410 -0.245 -0.3% 87.120
High 88.905 88.570 -0.335 -0.4% 88.920
Low 87.915 86.700 -1.215 -1.4% 86.595
Close 88.414 87.650 -0.764 -0.9% 88.905
Range 0.990 1.870 0.880 88.9% 2.325
ATR 0.855 0.928 0.072 8.5% 0.000
Volume 5,144 11,909 6,765 131.5% 4,494
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.250 92.320 88.679
R3 91.380 90.450 88.164
R2 89.510 89.510 87.993
R1 88.580 88.580 87.821 88.110
PP 87.640 87.640 87.640 87.405
S1 86.710 86.710 87.479 86.240
S2 85.770 85.770 87.307
S3 83.900 84.840 87.136
S4 82.030 82.970 86.622
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.115 94.335 90.184
R3 92.790 92.010 89.544
R2 90.465 90.465 89.331
R1 89.685 89.685 89.118 90.075
PP 88.140 88.140 88.140 88.335
S1 87.360 87.360 88.692 87.750
S2 85.815 85.815 88.479
S3 83.490 85.035 88.266
S4 81.165 82.710 87.626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.220 86.700 2.520 2.9% 1.102 1.3% 38% False True 5,548
10 89.220 86.290 2.930 3.3% 0.944 1.1% 46% False False 2,915
20 89.220 85.750 3.470 4.0% 0.971 1.1% 55% False False 1,497
40 89.220 80.940 8.280 9.4% 0.774 0.9% 81% False False 813
60 89.220 80.510 8.710 9.9% 0.631 0.7% 82% False False 564
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 0.214
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 96.518
2.618 93.466
1.618 91.596
1.000 90.440
0.618 89.726
HIGH 88.570
0.618 87.856
0.500 87.635
0.382 87.414
LOW 86.700
0.618 85.544
1.000 84.830
1.618 83.674
2.618 81.804
4.250 78.753
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 87.645 87.900
PP 87.640 87.817
S1 87.635 87.733

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

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