ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 86.480 86.450 -0.030 0.0% 85.670
High 86.570 86.545 -0.025 0.0% 86.710
Low 85.875 84.675 -1.200 -1.4% 85.360
Close 86.281 84.984 -1.297 -1.5% 85.579
Range 0.695 1.870 1.175 169.1% 1.350
ATR 0.810 0.886 0.076 9.3% 0.000
Volume 19,946 17,891 -2,055 -10.3% 85,723
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 91.011 89.868 86.013
R3 89.141 87.998 85.498
R2 87.271 87.271 85.327
R1 86.128 86.128 85.155 85.765
PP 85.401 85.401 85.401 85.220
S1 84.258 84.258 84.813 83.895
S2 83.531 83.531 84.641
S3 81.661 82.388 84.470
S4 79.791 80.518 83.956
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.933 89.106 86.322
R3 88.583 87.756 85.950
R2 87.233 87.233 85.827
R1 86.406 86.406 85.703 86.145
PP 85.883 85.883 85.883 85.752
S1 85.056 85.056 85.455 84.795
S2 84.533 84.533 85.332
S3 83.183 83.706 85.208
S4 81.833 82.356 84.837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.600 84.675 1.925 2.3% 0.948 1.1% 16% False True 18,043
10 86.710 84.675 2.035 2.4% 0.795 0.9% 15% False True 17,821
20 89.220 84.675 4.545 5.3% 0.899 1.1% 7% False True 16,012
40 89.220 83.405 5.815 6.8% 0.883 1.0% 27% False False 8,073
60 89.220 80.510 8.710 10.2% 0.760 0.9% 51% False False 5,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.178
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 94.493
2.618 91.441
1.618 89.571
1.000 88.415
0.618 87.701
HIGH 86.545
0.618 85.831
0.500 85.610
0.382 85.389
LOW 84.675
0.618 83.519
1.000 82.805
1.618 81.649
2.618 79.779
4.250 76.728
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 85.610 85.638
PP 85.401 85.420
S1 85.193 85.202

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

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