ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 83.030 82.575 -0.455 -0.5% 80.485
High 83.140 82.610 -0.530 -0.6% 83.350
Low 82.350 82.115 -0.235 -0.3% 80.345
Close 82.635 82.324 -0.311 -0.4% 83.038
Range 0.790 0.495 -0.295 -37.3% 3.005
ATR 0.809 0.788 -0.021 -2.6% 0.000
Volume 11,124 13,812 2,688 24.2% 108,600
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.835 83.574 82.596
R3 83.340 83.079 82.460
R2 82.845 82.845 82.415
R1 82.584 82.584 82.369 82.467
PP 82.350 82.350 82.350 82.291
S1 82.089 82.089 82.279 81.972
S2 81.855 81.855 82.233
S3 81.360 81.594 82.188
S4 80.865 81.099 82.052
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 81.080 2.270 2.8% 0.919 1.1% 55% False False 17,828
10 83.350 80.170 3.180 3.9% 0.825 1.0% 68% False False 18,565
20 83.640 80.170 3.470 4.2% 0.750 0.9% 62% False False 18,084
40 86.710 80.170 6.540 7.9% 0.756 0.9% 33% False False 18,536
60 89.220 80.170 9.050 11.0% 0.806 1.0% 24% False False 15,240
80 89.220 80.170 9.050 11.0% 0.805 1.0% 24% False False 11,461
100 89.220 80.170 9.050 11.0% 0.720 0.9% 24% False False 9,186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.172
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.714
2.618 83.906
1.618 83.411
1.000 83.105
0.618 82.916
HIGH 82.610
0.618 82.421
0.500 82.363
0.382 82.304
LOW 82.115
0.618 81.809
1.000 81.620
1.618 81.314
2.618 80.819
4.250 80.011
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 82.363 82.733
PP 82.350 82.596
S1 82.337 82.460

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

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