ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 86.365 86.485 0.120 0.1% 88.900
High 86.705 86.810 0.105 0.1% 89.220
Low 86.210 85.795 -0.415 -0.5% 86.700
Close 86.386 85.982 -0.404 -0.5% 87.920
Range 0.495 1.015 0.520 105.1% 2.520
ATR 0.926 0.932 0.006 0.7% 0.000
Volume 15,942 15,333 -609 -3.8% 49,726
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.241 88.626 86.540
R3 88.226 87.611 86.261
R2 87.211 87.211 86.168
R1 86.596 86.596 86.075 86.396
PP 86.196 86.196 86.196 86.096
S1 85.581 85.581 85.889 85.381
S2 85.181 85.181 85.796
S3 84.166 84.566 85.703
S4 83.151 83.551 85.424
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 88.140 85.795 2.345 2.7% 0.905 1.1% 8% False True 22,858
10 89.220 85.795 3.425 4.0% 1.004 1.2% 5% False True 14,203
20 89.220 85.750 3.470 4.0% 0.916 1.1% 7% False False 7,189
40 89.220 81.700 7.520 8.7% 0.845 1.0% 57% False False 3,660
60 89.220 80.510 8.710 10.1% 0.685 0.8% 63% False False 2,467
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 3 trading days
Fibonacci Retracements and Extensions
4.250 91.124
2.618 89.467
1.618 88.452
1.000 87.825
0.618 87.437
HIGH 86.810
0.618 86.422
0.500 86.303
0.382 86.183
LOW 85.795
0.618 85.168
1.000 84.780
1.618 84.153
2.618 83.138
4.250 81.481
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 86.303 86.485
PP 86.196 86.317
S1 86.089 86.150

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

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