ICE US Dollar Index Future September 2010

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	82.575	82.370	-0.205	-0.2%	80.485
High	82.610	82.605	-0.005	0.0%	83.350
Low	82.115	81.995	-0.120	-0.1%	80.345
Close	82.324	82.310	-0.014	0.0%	83.038
Range	0.495	0.610	0.115	23.2%	3.005
ATR	0.788	0.775	-0.013	-1.6%	0.000
Volume	13,812	14,055	243	1.8%	108,600

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.133	83.832	82.646
R3	83.523	83.222	82.478
R2	82.913	82.913	82.422
R1	82.612	82.612	82.366	82.458
PP	82.303	82.303	82.303	82.226
S1	82.002	82.002	82.254	81.848
S2	81.693	81.693	82.198
S3	81.083	81.392	82.142
S4	80.473	80.782	81.975

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	81.995	1.355	1.6%	0.731	0.9%	23%	False	True	14,346
10	83.350	80.170	3.180	3.9%	0.824	1.0%	67%	False	False	18,171
20	83.545	80.170	3.375	4.1%	0.737	0.9%	63%	False	False	17,916
40	86.710	80.170	6.540	7.9%	0.759	0.9%	33%	False	False	18,412
60	89.220	80.170	9.050	11.0%	0.800	1.0%	24%	False	False	15,473
80	89.220	80.170	9.050	11.0%	0.797	1.0%	24%	False	False	11,633
100	89.220	80.170	9.050	11.0%	0.721	0.9%	24%	False	False	9,327

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	0.183
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.198
2.618	84.202
1.618	83.592
1.000	83.215
0.618	82.982
HIGH	82.605
0.618	82.372
0.500	82.300
0.382	82.228
LOW	81.995
0.618	81.618
1.000	81.385
1.618	81.008
2.618	80.398
4.250	79.403

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	82.307	82.568
PP	82.303	82.482
S1	82.300	82.396

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