ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 80.485 80.845 0.360 0.4% 81.570
High 80.840 81.650 0.810 1.0% 81.670
Low 80.345 80.775 0.430 0.5% 80.170
Close 80.789 80.924 0.135 0.2% 80.496
Range 0.495 0.875 0.380 76.8% 1.500
ATR 0.717 0.728 0.011 1.6% 0.000
Volume 11,857 32,536 20,679 174.4% 83,792
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.741 83.208 81.405
R3 82.866 82.333 81.165
R2 81.991 81.991 81.084
R1 81.458 81.458 81.004 81.725
PP 81.116 81.116 81.116 81.250
S1 80.583 80.583 80.844 80.850
S2 80.241 80.241 80.764
S3 79.366 79.708 80.683
S4 78.491 78.833 80.443
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 81.650 80.170 1.480 1.8% 0.730 0.9% 51% True False 19,301
10 82.425 80.170 2.255 2.8% 0.655 0.8% 33% False False 17,388
20 83.875 80.170 3.705 4.6% 0.706 0.9% 20% False False 19,048
40 87.175 80.170 7.005 8.7% 0.737 0.9% 11% False False 18,405
60 89.220 80.170 9.050 11.2% 0.819 1.0% 8% False False 13,763
80 89.220 80.170 9.050 11.2% 0.773 1.0% 8% False False 10,353
100 89.220 80.170 9.050 11.2% 0.684 0.8% 8% False False 8,297
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.141
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.369
2.618 83.941
1.618 83.066
1.000 82.525
0.618 82.191
HIGH 81.650
0.618 81.316
0.500 81.213
0.382 81.109
LOW 80.775
0.618 80.234
1.000 79.900
1.618 79.359
2.618 78.484
4.250 77.056
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 81.213 80.919
PP 81.116 80.915
S1 81.020 80.910

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

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