ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 85.670 86.210 0.540 0.6% 87.620
High 86.345 86.545 0.200 0.2% 87.695
Low 85.360 86.045 0.685 0.8% 85.735
Close 86.239 86.408 0.169 0.2% 85.976
Range 0.985 0.500 -0.485 -49.2% 1.960
ATR 0.896 0.867 -0.028 -3.2% 0.000
Volume 8,424 18,978 10,554 125.3% 109,920
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.833 87.620 86.683
R3 87.333 87.120 86.546
R2 86.833 86.833 86.500
R1 86.620 86.620 86.454 86.727
PP 86.333 86.333 86.333 86.386
S1 86.120 86.120 86.362 86.227
S2 85.833 85.833 86.316
S3 85.333 85.620 86.271
S4 84.833 85.120 86.133
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 86.810 85.360 1.450 1.7% 0.664 0.8% 72% False False 15,925
10 88.905 85.360 3.545 4.1% 0.920 1.1% 30% False False 17,969
20 89.220 85.360 3.860 4.5% 0.883 1.0% 27% False False 9,596
40 89.220 82.065 7.155 8.3% 0.835 1.0% 61% False False 4,854
60 89.220 80.510 8.710 10.1% 0.696 0.8% 68% False False 3,269
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 0.180
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.670
2.618 87.854
1.618 87.354
1.000 87.045
0.618 86.854
HIGH 86.545
0.618 86.354
0.500 86.295
0.382 86.236
LOW 86.045
0.618 85.736
1.000 85.545
1.618 85.236
2.618 84.736
4.250 83.920
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 86.370 86.256
PP 86.333 86.104
S1 86.295 85.953

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

View Archives - Comment on this page... - Back to Index of Symbols