ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 86.485 85.925 -0.560 -0.6% 87.620
High 86.810 86.060 -0.750 -0.9% 87.695
Low 85.795 85.735 -0.060 -0.1% 85.735
Close 85.982 85.976 -0.006 0.0% 85.976
Range 1.015 0.325 -0.690 -68.0% 1.960
ATR 0.932 0.889 -0.043 -4.7% 0.000
Volume 15,333 20,949 5,616 36.6% 109,920
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.899 86.762 86.155
R3 86.574 86.437 86.065
R2 86.249 86.249 86.036
R1 86.112 86.112 86.006 86.181
PP 85.924 85.924 85.924 85.958
S1 85.787 85.787 85.946 85.856
S2 85.599 85.599 85.916
S3 85.274 85.462 85.887
S4 84.949 85.137 85.797
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 92.349 91.122 87.054
R3 90.389 89.162 86.515
R2 88.429 88.429 86.335
R1 87.202 87.202 86.156 86.836
PP 86.469 86.469 86.469 86.285
S1 85.242 85.242 85.796 84.876
S2 84.509 84.509 85.617
S3 82.549 83.282 85.437
S4 80.589 81.322 84.898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.695 85.735 1.960 2.3% 0.810 0.9% 12% False True 21,984
10 89.220 85.735 3.485 4.1% 0.881 1.0% 7% False True 15,964
20 89.220 85.735 3.485 4.1% 0.900 1.0% 7% False True 8,231
40 89.220 81.700 7.520 8.7% 0.838 1.0% 57% False False 4,180
60 89.220 80.510 8.710 10.1% 0.684 0.8% 63% False False 2,815
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.165
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 87.441
2.618 86.911
1.618 86.586
1.000 86.385
0.618 86.261
HIGH 86.060
0.618 85.936
0.500 85.898
0.382 85.859
LOW 85.735
0.618 85.534
1.000 85.410
1.618 85.209
2.618 84.884
4.250 84.354
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 85.950 86.273
PP 85.924 86.174
S1 85.898 86.075

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

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