ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 85.925 85.670 -0.255 -0.3% 87.620
High 86.060 86.345 0.285 0.3% 87.695
Low 85.735 85.360 -0.375 -0.4% 85.735
Close 85.976 86.239 0.263 0.3% 85.976
Range 0.325 0.985 0.660 203.1% 1.960
ATR 0.889 0.896 0.007 0.8% 0.000
Volume 20,949 8,424 -12,525 -59.8% 109,920
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.936 88.573 86.781
R3 87.951 87.588 86.510
R2 86.966 86.966 86.420
R1 86.603 86.603 86.329 86.785
PP 85.981 85.981 85.981 86.072
S1 85.618 85.618 86.149 85.800
S2 84.996 84.996 86.058
S3 84.011 84.633 85.968
S4 83.026 83.648 85.697
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 87.175 85.360 1.815 2.1% 0.761 0.9% 48% False True 16,785
10 89.100 85.360 3.740 4.3% 0.930 1.1% 24% False True 16,472
20 89.220 85.360 3.860 4.5% 0.905 1.0% 23% False True 8,649
40 89.220 81.720 7.500 8.7% 0.853 1.0% 60% False False 4,386
60 89.220 80.510 8.710 10.1% 0.695 0.8% 66% False False 2,953
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 0.179
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.531
2.618 88.924
1.618 87.939
1.000 87.330
0.618 86.954
HIGH 86.345
0.618 85.969
0.500 85.853
0.382 85.736
LOW 85.360
0.618 84.751
1.000 84.375
1.618 83.766
2.618 82.781
4.250 81.174
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 86.110 86.188
PP 85.981 86.136
S1 85.853 86.085

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

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