ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 82.790 82.820 0.030 0.0% 84.080
High 82.995 83.270 0.275 0.3% 84.725
Low 82.500 82.355 -0.145 -0.2% 82.250
Close 82.705 82.929 0.224 0.3% 82.658
Range 0.495 0.915 0.420 84.8% 2.475
ATR 0.783 0.792 0.009 1.2% 0.000
Volume 22,109 18,743 -3,366 -15.2% 96,506
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.596 85.178 83.432
R3 84.681 84.263 83.181
R2 83.766 83.766 83.097
R1 83.348 83.348 83.013 83.557
PP 82.851 82.851 82.851 82.956
S1 82.433 82.433 82.845 82.642
S2 81.936 81.936 82.761
S3 81.021 81.518 82.677
S4 80.106 80.603 82.426
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.636 89.122 84.019
R3 88.161 86.647 83.339
R2 85.686 85.686 83.112
R1 84.172 84.172 82.885 83.692
PP 83.211 83.211 83.211 82.971
S1 81.697 81.697 82.431 81.217
S2 80.736 80.736 82.204
S3 78.261 79.222 81.977
S4 75.786 76.747 81.297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.875 82.250 1.625 2.0% 0.744 0.9% 42% False False 21,685
10 84.725 82.250 2.475 3.0% 0.693 0.8% 27% False False 19,335
20 86.710 82.250 4.460 5.4% 0.763 0.9% 15% False False 18,987
40 89.220 82.250 6.970 8.4% 0.834 1.0% 10% False False 13,818
60 89.220 81.720 7.500 9.0% 0.823 1.0% 16% False False 9,253
80 89.220 80.510 8.710 10.5% 0.712 0.9% 28% False False 6,962
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 0.193
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.159
2.618 85.665
1.618 84.750
1.000 84.185
0.618 83.835
HIGH 83.270
0.618 82.920
0.500 82.813
0.382 82.705
LOW 82.355
0.618 81.790
1.000 81.440
1.618 80.875
2.618 79.960
4.250 78.466
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 82.890 82.873
PP 82.851 82.816
S1 82.813 82.760

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

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