ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	76.450	76.760	0.310	0.4%	77.105
High	76.880	77.340	0.460	0.6%	77.600
Low	76.325	76.760	0.435	0.6%	76.670
Close	76.550	77.370	0.820	1.1%	76.915
Range	0.555	0.580	0.025	4.5%	0.930
ATR
Volume	1	15	14	1,400.0%	23

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.897	78.713	77.689
R3	78.317	78.133	77.530
R2	77.737	77.737	77.476
R1	77.553	77.553	77.423	77.645
PP	77.157	77.157	77.157	77.203
S1	76.973	76.973	77.317	77.065
S2	76.577	76.577	77.264
S3	75.997	76.393	77.211
S4	75.417	75.813	77.051

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.852	79.313	77.427
R3	78.922	78.383	77.171
R2	77.992	77.992	77.086
R1	77.453	77.453	77.000	77.258
PP	77.062	77.062	77.062	76.964
S1	76.523	76.523	76.830	76.328
S2	76.132	76.132	76.745
S3	75.202	75.593	76.659
S4	74.272	74.663	76.404

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.410	76.325	1.085	1.4%	0.269	0.3%	96%	False	False	5
10	77.600	76.325	1.275	1.6%	0.266	0.3%	82%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	79.805
2.618	78.858
1.618	78.278
1.000	77.920
0.618	77.698
HIGH	77.340
0.618	77.118
0.500	77.050
0.382	76.982
LOW	76.760
0.618	76.402
1.000	76.180
1.618	75.822
2.618	75.242
4.250	74.295

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	77.263	77.191
PP	77.157	77.012
S1	77.050	76.833

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