ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 83.710 83.590 -0.120 -0.1% 84.950
High 83.875 83.685 -0.190 -0.2% 85.075
Low 83.365 82.430 -0.935 -1.1% 83.835
Close 83.598 82.743 -0.855 -1.0% 84.152
Range 0.510 1.255 0.745 146.1% 1.240
ATR 0.792 0.825 0.033 4.2% 0.000
Volume 25,676 16,766 -8,910 -34.7% 57,568
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.718 85.985 83.433
R3 85.463 84.730 83.088
R2 84.208 84.208 82.973
R1 83.475 83.475 82.858 83.214
PP 82.953 82.953 82.953 82.822
S1 82.220 82.220 82.628 81.959
S2 81.698 81.698 82.513
S3 80.443 80.965 82.398
S4 79.188 79.710 82.053
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 84.725 82.430 2.295 2.8% 0.796 1.0% 14% False True 17,839
10 86.545 82.430 4.115 5.0% 0.853 1.0% 8% False True 18,280
20 86.810 82.430 4.380 5.3% 0.781 0.9% 7% False True 17,923
40 89.220 82.430 6.790 8.2% 0.854 1.0% 5% False True 12,176
60 89.220 81.440 7.780 9.4% 0.818 1.0% 17% False False 8,159
80 89.220 80.510 8.710 10.5% 0.700 0.8% 26% False False 6,140
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 0.146
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 89.019
2.618 86.971
1.618 85.716
1.000 84.940
0.618 84.461
HIGH 83.685
0.618 83.206
0.500 83.058
0.382 82.909
LOW 82.430
0.618 81.654
1.000 81.175
1.618 80.399
2.618 79.144
4.250 77.096
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 83.058 83.578
PP 82.953 83.299
S1 82.848 83.021

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

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