ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 08-Oct-2009

Day Change Summary
	Previous	Current
	07-Oct-2009	08-Oct-2009	Change	Change %	Previous Week
Open	76.600	76.700	0.100	0.1%	77.575
High	77.025	76.700	-0.325	-0.4%	77.815
Low	76.600	76.185	-0.415	-0.5%	77.015
Close	76.915	76.395	-0.520	-0.7%	77.470
Range	0.425	0.515	0.090	21.2%	0.800
ATR	0.433	0.454	0.021	4.9%	0.000
Volume	14	4	-10	-71.4%	113

Daily Pivots for day following 08-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.972	77.698	76.678
R3	77.457	77.183	76.537
R2	76.942	76.942	76.489
R1	76.668	76.668	76.442	76.548
PP	76.427	76.427	76.427	76.366
S1	76.153	76.153	76.348	76.033
S2	75.912	75.912	76.301
S3	75.397	75.638	76.253
S4	74.882	75.123	76.112

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.833	79.452	77.910
R3	79.033	78.652	77.690
R2	78.233	78.233	77.617
R1	77.852	77.852	77.543	77.643
PP	77.433	77.433	77.433	77.329
S1	77.052	77.052	77.397	76.843
S2	76.633	76.633	77.323
S3	75.833	76.252	77.250
S4	75.033	75.452	77.030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.780	76.185	1.595	2.1%	0.402	0.5%	13%	False	True	8
10	77.815	76.185	1.630	2.1%	0.349	0.5%	13%	False	True	16
20	77.815	76.185	1.630	2.1%	0.308	0.4%	13%	False	True	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	78.889
2.618	78.048
1.618	77.533
1.000	77.215
0.618	77.018
HIGH	76.700
0.618	76.503
0.500	76.443
0.382	76.382
LOW	76.185
0.618	75.867
1.000	75.670
1.618	75.352
2.618	74.837
4.250	73.996

Fisher Pivots for day following 08-Oct-2009
Pivot	1 day	3 day
R1	76.443	76.605
PP	76.427	76.535
S1	76.411	76.465

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