ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 82.625 82.580 -0.045 -0.1% 83.030
High 82.835 83.430 0.595 0.7% 83.430
Low 82.095 82.515 0.420 0.5% 81.995
Close 82.540 83.160 0.620 0.8% 83.160
Range 0.740 0.915 0.175 23.6% 1.435
ATR 0.773 0.783 0.010 1.3% 0.000
Volume 20,378 21,272 894 4.4% 80,641
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.780 85.385 83.663
R3 84.865 84.470 83.412
R2 83.950 83.950 83.328
R1 83.555 83.555 83.244 83.753
PP 83.035 83.035 83.035 83.134
S1 82.640 82.640 83.076 82.838
S2 82.120 82.120 82.992
S3 81.205 81.725 82.908
S4 80.290 80.810 82.657
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.167 86.598 83.949
R3 85.732 85.163 83.555
R2 84.297 84.297 83.423
R1 83.728 83.728 83.292 84.013
PP 82.862 82.862 82.862 83.004
S1 82.293 82.293 83.028 82.578
S2 81.427 81.427 82.897
S3 79.992 80.858 82.765
S4 78.557 79.423 82.371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.430 81.995 1.435 1.7% 0.710 0.9% 81% True False 16,128
10 83.430 80.345 3.085 3.7% 0.823 1.0% 91% True False 18,924
20 83.430 80.170 3.260 3.9% 0.733 0.9% 92% True False 18,007
40 86.600 80.170 6.430 7.7% 0.766 0.9% 47% False False 18,462
60 89.220 80.170 9.050 10.9% 0.797 1.0% 33% False False 16,166
80 89.220 80.170 9.050 10.9% 0.809 1.0% 33% False False 12,147
100 89.220 80.170 9.050 10.9% 0.727 0.9% 33% False False 9,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.163
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.319
2.618 85.825
1.618 84.910
1.000 84.345
0.618 83.995
HIGH 83.430
0.618 83.080
0.500 82.973
0.382 82.865
LOW 82.515
0.618 81.950
1.000 81.600
1.618 81.035
2.618 80.120
4.250 78.626
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 83.098 83.011
PP 83.035 82.862
S1 82.973 82.713

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

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