ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 83.995 84.080 0.085 0.1% 84.950
High 84.315 84.635 0.320 0.4% 85.075
Low 83.835 84.080 0.245 0.3% 83.835
Close 84.152 84.407 0.255 0.3% 84.152
Range 0.480 0.555 0.075 15.6% 1.240
ATR 0.803 0.785 -0.018 -2.2% 0.000
Volume 17,824 16,225 -1,599 -9.0% 57,568
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.039 85.778 84.712
R3 85.484 85.223 84.560
R2 84.929 84.929 84.509
R1 84.668 84.668 84.458 84.799
PP 84.374 84.374 84.374 84.439
S1 84.113 84.113 84.356 84.244
S2 83.819 83.819 84.305
S3 83.264 83.558 84.254
S4 82.709 83.003 84.102
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.074 87.353 84.834
R3 86.834 86.113 84.493
R2 85.594 85.594 84.379
R1 84.873 84.873 84.266 84.614
PP 84.354 84.354 84.354 84.224
S1 83.633 83.633 84.038 83.374
S2 83.114 83.114 83.925
S3 81.874 82.393 83.811
S4 80.634 81.153 83.470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.075 83.835 1.240 1.5% 0.613 0.7% 46% False False 14,758
10 86.600 83.835 2.765 3.3% 0.756 0.9% 21% False False 18,131
20 87.695 83.835 3.860 4.6% 0.770 0.9% 15% False False 18,847
40 89.220 83.835 5.385 6.4% 0.865 1.0% 11% False False 10,805
60 89.220 81.265 7.955 9.4% 0.781 0.9% 39% False False 7,244
80 89.220 80.510 8.710 10.3% 0.669 0.8% 45% False False 5,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.110
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.994
2.618 86.088
1.618 85.533
1.000 85.190
0.618 84.978
HIGH 84.635
0.618 84.423
0.500 84.358
0.382 84.292
LOW 84.080
0.618 83.737
1.000 83.525
1.618 83.182
2.618 82.627
4.250 81.721
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 84.391 84.350
PP 84.374 84.292
S1 84.358 84.235

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

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