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

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

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