ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 87.620 87.000 -0.620 -0.7% 88.900
High 87.695 87.175 -0.520 -0.6% 89.220
Low 86.465 86.190 -0.275 -0.3% 86.700
Close 86.796 86.290 -0.506 -0.6% 87.920
Range 1.230 0.985 -0.245 -19.9% 2.520
ATR 0.957 0.959 0.002 0.2% 0.000
Volume 34,418 23,278 -11,140 -32.4% 49,726
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.507 88.883 86.832
R3 88.522 87.898 86.561
R2 87.537 87.537 86.471
R1 86.913 86.913 86.380 86.733
PP 86.552 86.552 86.552 86.461
S1 85.928 85.928 86.200 85.748
S2 85.567 85.567 86.109
S3 84.582 84.943 86.019
S4 83.597 83.958 85.748
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 88.905 86.190 2.715 3.1% 1.175 1.4% 4% False True 20,014
10 89.220 86.190 3.030 3.5% 0.995 1.2% 3% False True 11,160
20 89.220 85.750 3.470 4.0% 0.958 1.1% 16% False False 5,638
40 89.220 81.430 7.790 9.0% 0.830 1.0% 62% False False 2,880
60 89.220 80.510 8.710 10.1% 0.666 0.8% 66% False False 1,946
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.151
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.361
2.618 89.754
1.618 88.769
1.000 88.160
0.618 87.784
HIGH 87.175
0.618 86.799
0.500 86.683
0.382 86.566
LOW 86.190
0.618 85.581
1.000 85.205
1.618 84.596
2.618 83.611
4.250 82.004
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 86.683 87.165
PP 86.552 86.873
S1 86.421 86.582

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

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