ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	86.110	86.560	0.450	0.5%	86.000
High	86.110	86.560	0.450	0.5%	87.000
Low	86.110	85.905	-0.205	-0.2%	85.730
Close	86.332	85.899	-0.433	-0.5%	85.899
Range	0.000	0.655	0.655		1.270
ATR
Volume	16	5	-11	-68.8%	51

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.086	87.648	86.259
R3	87.431	86.993	86.079
R2	86.776	86.776	86.019
R1	86.338	86.338	85.959	86.230
PP	86.121	86.121	86.121	86.067
S1	85.683	85.683	85.839	85.575
S2	85.466	85.466	85.779
S3	84.811	85.028	85.719
S4	84.156	84.373	85.539

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.020	89.229	86.598
R3	88.750	87.959	86.248
R2	87.480	87.480	86.132
R1	86.689	86.689	86.015	86.450
PP	86.210	86.210	86.210	86.090
S1	85.419	85.419	85.783	85.180
S2	84.940	84.940	85.666
S3	83.670	84.149	85.550
S4	82.400	82.879	85.201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.000	85.730	1.270	1.5%	0.393	0.5%	13%	False	False	10
10	87.350	85.730	1.620	1.9%	0.304	0.4%	10%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.044
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	89.344
2.618	88.275
1.618	87.620
1.000	87.215
0.618	86.965
HIGH	86.560
0.618	86.310
0.500	86.233
0.382	86.155
LOW	85.905
0.618	85.500
1.000	85.250
1.618	84.845
2.618	84.190
4.250	83.121

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	86.233	86.453
PP	86.121	86.268
S1	86.010	86.084

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