ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 82.305 82.220 -0.085 -0.1% 82.790
High 82.425 82.285 -0.140 -0.2% 83.640
Low 82.070 81.600 -0.470 -0.6% 82.355
Close 82.310 81.754 -0.556 -0.7% 82.629
Range 0.355 0.685 0.330 93.0% 1.285
ATR 0.754 0.750 -0.003 -0.4% 0.000
Volume 15,674 14,000 -1,674 -10.7% 98,098
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.935 83.529 82.131
R3 83.250 82.844 81.942
R2 82.565 82.565 81.880
R1 82.159 82.159 81.817 82.020
PP 81.880 81.880 81.880 81.810
S1 81.474 81.474 81.691 81.335
S2 81.195 81.195 81.628
S3 80.510 80.789 81.566
S4 79.825 80.104 81.377
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.730 85.964 83.336
R3 85.445 84.679 82.982
R2 84.160 84.160 82.865
R1 83.394 83.394 82.747 83.135
PP 82.875 82.875 82.875 82.745
S1 82.109 82.109 82.511 81.850
S2 81.590 81.590 82.393
S3 80.305 80.824 82.276
S4 79.020 79.539 81.922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.220 81.600 1.620 2.0% 0.622 0.8% 10% False True 18,416
10 83.640 81.600 2.040 2.5% 0.685 0.8% 8% False True 19,432
20 86.545 81.600 4.945 6.0% 0.769 0.9% 3% False True 18,856
40 89.220 81.600 7.620 9.3% 0.811 1.0% 2% False True 17,000
60 89.220 81.600 7.620 9.3% 0.830 1.0% 2% False True 11,372
80 89.220 80.510 8.710 10.7% 0.744 0.9% 14% False False 8,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.190
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.196
2.618 84.078
1.618 83.393
1.000 82.970
0.618 82.708
HIGH 82.285
0.618 82.023
0.500 81.943
0.382 81.862
LOW 81.600
0.618 81.177
1.000 80.915
1.618 80.492
2.618 79.807
4.250 78.689
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 81.943 82.065
PP 81.880 81.961
S1 81.817 81.858

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

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