ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	82.700	83.030	0.330	0.4%	80.485
High	83.350	83.140	-0.210	-0.3%	83.350
Low	82.290	82.350	0.060	0.1%	80.345
Close	83.038	82.635	-0.403	-0.5%	83.038
Range	1.060	0.790	-0.270	-25.5%	3.005
ATR	0.810	0.809	-0.001	-0.2%	0.000
Volume	15,041	11,124	-3,917	-26.0%	108,600

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.078	84.647	83.070
R3	84.288	83.857	82.852
R2	83.498	83.498	82.780
R1	83.067	83.067	82.707	82.888
PP	82.708	82.708	82.708	82.619
S1	82.277	82.277	82.563	82.098
S2	81.918	81.918	82.490
S3	81.128	81.487	82.418
S4	80.338	80.697	82.201

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.259	90.154	84.691
R3	88.254	87.149	83.864
R2	85.249	85.249	83.589
R1	84.144	84.144	83.313	84.697
PP	82.244	82.244	82.244	82.521
S1	81.139	81.139	82.763	81.692
S2	79.239	79.239	82.487
S3	76.234	78.134	82.212
S4	73.229	75.129	81.385

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.350	80.775	2.575	3.1%	0.995	1.2%	72%	False	False	21,573
10	83.350	80.170	3.180	3.8%	0.833	1.0%	78%	False	False	18,635
20	83.640	80.170	3.470	4.2%	0.771	0.9%	71%	False	False	18,331
40	86.710	80.170	6.540	7.9%	0.769	0.9%	38%	False	False	18,401
60	89.220	80.170	9.050	11.0%	0.813	1.0%	27%	False	False	15,011
80	89.220	80.170	9.050	11.0%	0.803	1.0%	27%	False	False	11,290
100	89.220	80.170	9.050	11.0%	0.718	0.9%	27%	False	False	9,049

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.180
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.498
2.618	85.208
1.618	84.418
1.000	83.930
0.618	83.628
HIGH	83.140
0.618	82.838
0.500	82.745
0.382	82.652
LOW	82.350
0.618	81.862
1.000	81.560
1.618	81.072
2.618	80.282
4.250	78.993

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	82.745	82.793
PP	82.708	82.740
S1	82.672	82.688

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols