ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 83.445 83.365 -0.080 -0.1% 83.030
High 83.635 83.570 -0.065 -0.1% 83.430
Low 82.895 83.000 0.105 0.1% 81.995
Close 83.206 83.331 0.125 0.2% 83.160
Range 0.740 0.570 -0.170 -23.0% 1.435
ATR 0.756 0.743 -0.013 -1.8% 0.000
Volume 37,583 25,463 -12,120 -32.2% 80,641
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.010 84.741 83.645
R3 84.440 84.171 83.488
R2 83.870 83.870 83.436
R1 83.601 83.601 83.383 83.451
PP 83.300 83.300 83.300 83.225
S1 83.031 83.031 83.279 82.881
S2 82.730 82.730 83.227
S3 82.160 82.461 83.174
S4 81.590 81.891 83.018
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 83.635 82.095 1.540 1.8% 0.677 0.8% 80% False False 24,631
10 83.635 81.995 1.640 2.0% 0.704 0.8% 81% False False 19,489
20 83.635 80.170 3.465 4.2% 0.739 0.9% 91% False False 19,228
40 86.570 80.170 6.400 7.7% 0.754 0.9% 49% False False 19,191
60 89.220 80.170 9.050 10.9% 0.784 0.9% 35% False False 17,515
80 89.220 80.170 9.050 10.9% 0.809 1.0% 35% False False 13,161
100 89.220 80.170 9.050 10.9% 0.738 0.9% 35% False False 10,553
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 0.202
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.993
2.618 85.062
1.618 84.492
1.000 84.140
0.618 83.922
HIGH 83.570
0.618 83.352
0.500 83.285
0.382 83.218
LOW 83.000
0.618 82.648
1.000 82.430
1.618 82.078
2.618 81.508
4.250 80.578
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 83.316 83.309
PP 83.300 83.287
S1 83.285 83.265

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

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