ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 88.410 87.390 -1.020 -1.2% 88.900
High 88.570 88.140 -0.430 -0.5% 89.220
Low 86.700 87.340 0.640 0.7% 86.700
Close 87.650 87.920 0.270 0.3% 87.920
Range 1.870 0.800 -1.070 -57.2% 2.520
ATR 0.928 0.919 -0.009 -1.0% 0.000
Volume 11,909 25,323 13,414 112.6% 49,726
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 90.200 89.860 88.360
R3 89.400 89.060 88.140
R2 88.600 88.600 88.067
R1 88.260 88.260 87.993 88.430
PP 87.800 87.800 87.800 87.885
S1 87.460 87.460 87.847 87.630
S2 87.000 87.000 87.773
S3 86.200 86.660 87.700
S4 85.400 85.860 87.480
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.507 94.233 89.306
R3 92.987 91.713 88.613
R2 90.467 90.467 88.382
R1 89.193 89.193 88.151 88.570
PP 87.947 87.947 87.947 87.635
S1 86.673 86.673 87.689 86.050
S2 85.427 85.427 87.458
S3 82.907 84.153 87.227
S4 80.387 81.633 86.534
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% 0.951 1.1% 48% False False 9,945
10 89.220 86.595 2.625 3.0% 0.931 1.1% 50% False False 5,422
20 89.220 85.750 3.470 3.9% 0.960 1.1% 63% False False 2,763
40 89.220 81.265 7.955 9.0% 0.787 0.9% 84% False False 1,442
60 89.220 80.510 8.710 9.9% 0.636 0.7% 85% False False 985
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.181
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.540
2.618 90.234
1.618 89.434
1.000 88.940
0.618 88.634
HIGH 88.140
0.618 87.834
0.500 87.740
0.382 87.646
LOW 87.340
0.618 86.846
1.000 86.540
1.618 86.046
2.618 85.246
4.250 83.940
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 87.860 87.881
PP 87.800 87.842
S1 87.740 87.803

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

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