ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 84.280 84.195 -0.085 -0.1% 85.580
High 84.595 84.245 -0.350 -0.4% 86.600
Low 83.965 83.880 -0.085 -0.1% 84.360
Close 84.038 84.036 -0.002 0.0% 84.670
Range 0.630 0.365 -0.265 -42.1% 2.240
ATR 0.863 0.827 -0.036 -4.1% 0.000
Volume 19,165 19,011 -154 -0.8% 107,522
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.149 84.957 84.237
R3 84.784 84.592 84.136
R2 84.419 84.419 84.103
R1 84.227 84.227 84.069 84.141
PP 84.054 84.054 84.054 84.010
S1 83.862 83.862 84.003 83.776
S2 83.689 83.689 83.969
S3 83.324 83.497 83.936
S4 82.959 83.132 83.835
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 86.545 83.880 2.665 3.2% 0.910 1.1% 6% False True 18,722
10 86.600 83.880 2.720 3.2% 0.802 1.0% 6% False True 19,025
20 88.570 83.880 4.690 5.6% 0.851 1.0% 3% False True 19,007
40 89.220 83.880 5.340 6.4% 0.874 1.0% 3% False True 9,955
60 89.220 80.675 8.545 10.2% 0.775 0.9% 39% False False 6,682
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.150
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 85.796
2.618 85.201
1.618 84.836
1.000 84.610
0.618 84.471
HIGH 84.245
0.618 84.106
0.500 84.063
0.382 84.019
LOW 83.880
0.618 83.654
1.000 83.515
1.618 83.289
2.618 82.924
4.250 82.329
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 84.063 84.478
PP 84.054 84.330
S1 84.045 84.183

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

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