ICE US Dollar Index Future September 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 82.860 82.595 -0.265 -0.3% 82.850
High 82.945 82.835 -0.110 -0.1% 83.405
Low 82.380 82.345 -0.035 0.0% 82.015
Close 82.580 82.690 0.110 0.1% 82.124
Range 0.565 0.490 -0.075 -13.3% 1.390
ATR 0.689 0.675 -0.014 -2.1% 0.000
Volume 28,900 16,035 -12,865 -44.5% 97,392
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.093 83.882 82.960
R3 83.603 83.392 82.825
R2 83.113 83.113 82.780
R1 82.902 82.902 82.735 83.008
PP 82.623 82.623 82.623 82.676
S1 82.412 82.412 82.645 82.518
S2 82.133 82.133 82.600
S3 81.643 81.922 82.555
S4 81.153 81.432 82.421
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.685 85.794 82.889
R3 85.295 84.404 82.506
R2 83.905 83.905 82.379
R1 83.014 83.014 82.251 82.765
PP 82.515 82.515 82.515 82.390
S1 81.624 81.624 81.997 81.375
S2 81.125 81.125 81.869
S3 79.735 80.234 81.742
S4 78.345 78.844 81.360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.945 82.015 0.930 1.1% 0.528 0.6% 73% False False 22,743
10 83.405 82.015 1.390 1.7% 0.598 0.7% 49% False False 22,560
20 83.635 81.995 1.640 2.0% 0.651 0.8% 42% False False 21,024
40 83.685 80.170 3.515 4.3% 0.705 0.9% 72% False False 20,181
60 86.810 80.170 6.640 8.0% 0.718 0.9% 38% False False 19,415
80 89.220 80.170 9.050 10.9% 0.778 0.9% 28% False False 15,970
100 89.220 80.170 9.050 10.9% 0.763 0.9% 28% False False 12,801
120 89.220 80.170 9.050 10.9% 0.692 0.8% 28% False False 10,680
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.123
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.918
2.618 84.118
1.618 83.628
1.000 83.325
0.618 83.138
HIGH 82.835
0.618 82.648
0.500 82.590
0.382 82.532
LOW 82.345
0.618 82.042
1.000 81.855
1.618 81.552
2.618 81.062
4.250 80.263
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 82.657 82.668
PP 82.623 82.647
S1 82.590 82.625

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

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