ICE US Dollar Index Future December 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 86.300 85.750 -0.550 -0.6% 86.000
High 86.400 85.750 -0.650 -0.8% 87.000
Low 86.300 85.295 -1.005 -1.2% 85.730
Close 86.616 85.319 -1.297 -1.5% 85.899
Range 0.100 0.455 0.355 355.0% 1.270
ATR 0.429 0.492 0.064 14.9% 0.000
Volume 8 4 -4 -50.0% 51
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.820 86.524 85.569
R3 86.365 86.069 85.444
R2 85.910 85.910 85.402
R1 85.614 85.614 85.361 85.535
PP 85.455 85.455 85.455 85.415
S1 85.159 85.159 85.277 85.080
S2 85.000 85.000 85.236
S3 84.545 84.704 85.194
S4 84.090 84.249 85.069
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 86.810 85.295 1.515 1.8% 0.349 0.4% 2% False True 9
10 87.000 85.295 1.705 2.0% 0.327 0.4% 1% False True 23
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.684
2.618 86.941
1.618 86.486
1.000 86.205
0.618 86.031
HIGH 85.750
0.618 85.576
0.500 85.523
0.382 85.469
LOW 85.295
0.618 85.014
1.000 84.840
1.618 84.559
2.618 84.104
4.250 83.361
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 85.523 86.053
PP 85.455 85.808
S1 85.387 85.564

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

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