ICE US Dollar Index Future December 2010

Trading Metrics calculated at close of trading on 13-Jul-2010

Day Change Summary
	Previous	Current
	12-Jul-2010	13-Jul-2010	Change	Change %	Previous Week
Open	84.700	84.935	0.235	0.3%	85.197
High	84.800	84.935	0.135	0.2%	85.230
Low	84.700	83.870	-0.830	-1.0%	84.300
Close	84.727	84.141	-0.586	-0.7%	84.487
Range	0.100	1.065	0.965	965.0%	0.930
ATR	0.413	0.460	0.047	11.3%	0.000
Volume	5	4	-1	-20.0%	7

Daily Pivots for day following 13-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.510	86.891	84.727
R3	86.445	85.826	84.434
R2	85.380	85.380	84.336
R1	84.761	84.761	84.239	84.538
PP	84.315	84.315	84.315	84.204
S1	83.696	83.696	84.043	83.473
S2	83.250	83.250	83.946
S3	82.185	82.631	83.848
S4	81.120	81.566	83.555

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.462	86.905	84.999
R3	86.532	85.975	84.743
R2	85.602	85.602	84.658
R1	85.045	85.045	84.572	84.859
PP	84.672	84.672	84.672	84.579
S1	84.115	84.115	84.402	83.929
S2	83.742	83.742	84.317
S3	82.812	83.185	84.231
S4	81.882	82.255	83.976

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.935	83.870	1.065	1.3%	0.280	0.3%	25%	True	True	3
10	86.400	83.870	2.530	3.0%	0.279	0.3%	11%	False	True	3
20	87.000	83.870	3.130	3.7%	0.303	0.4%	9%	False	True	13

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	89.461
2.618	87.723
1.618	86.658
1.000	86.000
0.618	85.593
HIGH	84.935
0.618	84.528
0.500	84.403
0.382	84.277
LOW	83.870
0.618	83.212
1.000	82.805
1.618	82.147
2.618	81.082
4.250	79.344

Fisher Pivots for day following 13-Jul-2010
Pivot	1 day	3 day
R1	84.403	84.403
PP	84.315	84.315
S1	84.228	84.228

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