ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 76.760 77.340 0.580 0.8% 77.410
High 77.340 77.340 0.000 0.0% 77.410
Low 76.760 76.925 0.165 0.2% 76.325
Close 77.370 77.270 -0.100 -0.1% 77.270
Range 0.580 0.415 -0.165 -28.4% 1.085
ATR
Volume 15 8 -7 -46.7% 33
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.423 78.262 77.498
R3 78.008 77.847 77.384
R2 77.593 77.593 77.346
R1 77.432 77.432 77.308 77.305
PP 77.178 77.178 77.178 77.115
S1 77.017 77.017 77.232 76.890
S2 76.763 76.763 77.194
S3 76.348 76.602 77.156
S4 75.933 76.187 77.042
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.257 79.848 77.867
R3 79.172 78.763 77.568
R2 78.087 78.087 77.469
R1 77.678 77.678 77.369 77.340
PP 77.002 77.002 77.002 76.833
S1 76.593 76.593 77.171 76.255
S2 75.917 75.917 77.071
S3 74.832 75.508 76.972
S4 73.747 74.423 76.673
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% 0.352 0.5% 87% False False 6
10 77.600 76.325 1.275 1.7% 0.294 0.4% 74% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.104
2.618 78.426
1.618 78.011
1.000 77.755
0.618 77.596
HIGH 77.340
0.618 77.181
0.500 77.133
0.382 77.084
LOW 76.925
0.618 76.669
1.000 76.510
1.618 76.254
2.618 75.839
4.250 75.161
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 77.224 77.124
PP 77.178 76.978
S1 77.133 76.833

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

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