ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 86.400 86.130 -0.270 -0.3% 87.620
High 86.710 86.280 -0.430 -0.5% 87.695
Low 85.905 85.685 -0.220 -0.3% 85.735
Close 86.048 86.017 -0.031 0.0% 85.976
Range 0.805 0.595 -0.210 -26.1% 1.960
ATR 0.863 0.844 -0.019 -2.2% 0.000
Volume 15,331 24,321 8,990 58.6% 109,920
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.779 87.493 86.344
R3 87.184 86.898 86.181
R2 86.589 86.589 86.126
R1 86.303 86.303 86.072 86.149
PP 85.994 85.994 85.994 85.917
S1 85.708 85.708 85.962 85.554
S2 85.399 85.399 85.908
S3 84.804 85.113 85.853
S4 84.209 84.518 85.690
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 86.710 85.360 1.350 1.6% 0.642 0.7% 49% False False 17,600
10 88.140 85.360 2.780 3.2% 0.774 0.9% 24% False False 20,229
20 89.220 85.360 3.860 4.5% 0.859 1.0% 17% False False 11,572
40 89.220 82.065 7.155 8.3% 0.852 1.0% 55% False False 5,831
60 89.220 80.510 8.710 10.1% 0.701 0.8% 63% False False 3,926
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.185
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.809
2.618 87.838
1.618 87.243
1.000 86.875
0.618 86.648
HIGH 86.280
0.618 86.053
0.500 85.983
0.382 85.912
LOW 85.685
0.618 85.317
1.000 85.090
1.618 84.722
2.618 84.127
4.250 83.156
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 86.006 86.198
PP 85.994 86.137
S1 85.983 86.077

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

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