ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 84.855 84.950 0.095 0.1% 85.580
High 85.010 85.075 0.065 0.1% 86.600
Low 84.360 84.040 -0.320 -0.4% 84.360
Close 84.670 84.306 -0.364 -0.4% 84.670
Range 0.650 1.035 0.385 59.2% 2.240
ATR 0.869 0.881 0.012 1.4% 0.000
Volume 35,976 1,568 -34,408 -95.6% 107,522
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.579 86.977 84.875
R3 86.544 85.942 84.591
R2 85.509 85.509 84.496
R1 84.907 84.907 84.401 84.691
PP 84.474 84.474 84.474 84.365
S1 83.872 83.872 84.211 83.656
S2 83.439 83.439 84.116
S3 82.404 82.837 84.021
S4 81.369 81.802 83.737
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 84.040 2.560 3.0% 0.988 1.2% 10% False True 18,113
10 86.710 84.040 2.670 3.2% 0.833 1.0% 10% False True 18,638
20 89.100 84.040 5.060 6.0% 0.881 1.0% 5% False True 17,555
40 89.220 84.040 5.180 6.1% 0.870 1.0% 5% False True 9,005
60 89.220 80.510 8.710 10.3% 0.769 0.9% 44% False False 6,047
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 0.161
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.474
2.618 87.785
1.618 86.750
1.000 86.110
0.618 85.715
HIGH 85.075
0.618 84.680
0.500 84.558
0.382 84.435
LOW 84.040
0.618 83.400
1.000 83.005
1.618 82.365
2.618 81.330
4.250 79.641
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 84.558 85.293
PP 84.474 84.964
S1 84.390 84.635

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

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