ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 77.340 77.575 0.235 0.3% 77.410
High 77.340 77.640 0.300 0.4% 77.410
Low 76.925 77.115 0.190 0.2% 76.325
Close 77.270 77.525 0.255 0.3% 77.270
Range 0.415 0.525 0.110 26.5% 1.085
ATR
Volume 8 6 -2 -25.0% 33
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.002 78.788 77.814
R3 78.477 78.263 77.669
R2 77.952 77.952 77.621
R1 77.738 77.738 77.573 77.583
PP 77.427 77.427 77.427 77.349
S1 77.213 77.213 77.477 77.058
S2 76.902 76.902 77.429
S3 76.377 76.688 77.381
S4 75.852 76.163 77.236
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 77.640 76.325 1.315 1.7% 0.415 0.5% 91% True False 6
10 77.640 76.325 1.315 1.7% 0.346 0.4% 91% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.871
2.618 79.014
1.618 78.489
1.000 78.165
0.618 77.964
HIGH 77.640
0.618 77.439
0.500 77.378
0.382 77.316
LOW 77.115
0.618 76.791
1.000 76.590
1.618 76.266
2.618 75.741
4.250 74.884
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 77.476 77.417
PP 77.427 77.308
S1 77.378 77.200

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

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