ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 86.450 84.855 -1.595 -1.8% 85.580
High 86.545 85.010 -1.535 -1.8% 86.600
Low 84.675 84.360 -0.315 -0.4% 84.360
Close 84.984 84.670 -0.314 -0.4% 84.670
Range 1.870 0.650 -1.220 -65.2% 2.240
ATR 0.886 0.869 -0.017 -1.9% 0.000
Volume 17,891 35,976 18,085 101.1% 107,522
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.630 86.300 85.028
R3 85.980 85.650 84.849
R2 85.330 85.330 84.789
R1 85.000 85.000 84.730 84.840
PP 84.680 84.680 84.680 84.600
S1 84.350 84.350 84.610 84.190
S2 84.030 84.030 84.551
S3 83.380 83.700 84.491
S4 82.730 83.050 84.313
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 91.930 90.540 85.902
R3 89.690 88.300 85.286
R2 87.450 87.450 85.081
R1 86.060 86.060 84.875 85.635
PP 85.210 85.210 85.210 84.998
S1 83.820 83.820 84.465 83.395
S2 82.970 82.970 84.259
S3 80.730 81.580 84.054
S4 78.490 79.340 83.438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.600 84.360 2.240 2.6% 0.899 1.1% 14% False True 21,504
10 86.710 84.360 2.350 2.8% 0.828 1.0% 13% False True 19,324
20 89.220 84.360 4.860 5.7% 0.854 1.0% 6% False True 17,644
40 89.220 83.405 5.815 6.9% 0.881 1.0% 22% False False 8,968
60 89.220 80.510 8.710 10.3% 0.762 0.9% 48% False False 6,021
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 87.773
2.618 86.712
1.618 86.062
1.000 85.660
0.618 85.412
HIGH 85.010
0.618 84.762
0.500 84.685
0.382 84.608
LOW 84.360
0.618 83.958
1.000 83.710
1.618 83.308
2.618 82.658
4.250 81.598
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 84.685 85.465
PP 84.680 85.200
S1 84.675 84.935

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

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