ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 81.090 80.890 -0.200 -0.2% 81.570
High 81.225 81.230 0.005 0.0% 81.670
Low 80.625 80.170 -0.455 -0.6% 80.170
Close 80.930 80.496 -0.434 -0.5% 80.496
Range 0.600 1.060 0.460 76.7% 1.500
ATR 0.709 0.734 0.025 3.5% 0.000
Volume 14,145 19,978 5,833 41.2% 83,792
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.812 83.214 81.079
R3 82.752 82.154 80.788
R2 81.692 81.692 80.690
R1 81.094 81.094 80.593 80.863
PP 80.632 80.632 80.632 80.517
S1 80.034 80.034 80.399 79.803
S2 79.572 79.572 80.302
S3 78.512 78.974 80.205
S4 77.452 77.914 79.913
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.279 84.387 81.321
R3 83.779 82.887 80.909
R2 82.279 82.279 80.771
R1 81.387 81.387 80.634 81.083
PP 80.779 80.779 80.779 80.627
S1 79.887 79.887 80.359 79.583
S2 79.279 79.279 80.221
S3 77.779 78.387 80.084
S4 76.279 76.887 79.671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.670 80.170 1.500 1.9% 0.725 0.9% 22% False True 16,758
10 82.815 80.170 2.645 3.3% 0.642 0.8% 12% False True 17,091
20 84.725 80.170 4.555 5.7% 0.725 0.9% 7% False True 18,275
40 88.140 80.170 7.970 9.9% 0.753 0.9% 4% False True 18,789
60 89.220 80.170 9.050 11.2% 0.826 1.0% 4% False True 13,025
80 89.220 80.170 9.050 11.2% 0.763 0.9% 4% False True 9,801
100 89.220 80.170 9.050 11.2% 0.680 0.8% 4% False True 7,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.157
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 85.735
2.618 84.005
1.618 82.945
1.000 82.290
0.618 81.885
HIGH 81.230
0.618 80.825
0.500 80.700
0.382 80.575
LOW 80.170
0.618 79.515
1.000 79.110
1.618 78.455
2.618 77.395
4.250 75.665
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 80.700 80.700
PP 80.632 80.632
S1 80.564 80.564

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

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