ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 77.135 77.720 0.585 0.8% 77.410
High 77.285 77.720 0.435 0.6% 77.410
Low 77.015 77.720 0.705 0.9% 76.325
Close 77.105 77.670 0.565 0.7% 77.270
Range 0.270 0.000 -0.270 -100.0% 1.085
ATR 0.404 0.419 0.015 3.7% 0.000
Volume 10 68 58 580.0% 33
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.703 77.687 77.670
R3 77.703 77.687 77.670
R2 77.703 77.703 77.670
R1 77.687 77.687 77.670 77.695
PP 77.703 77.703 77.703 77.708
S1 77.687 77.687 77.670 77.695
S2 77.703 77.703 77.670
S3 77.703 77.687 77.670
S4 77.703 77.687 77.670
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 77.815 76.925 0.890 1.1% 0.296 0.4% 84% False False 23
10 77.815 76.325 1.490 1.9% 0.283 0.4% 90% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 77.720
2.618 77.720
1.618 77.720
1.000 77.720
0.618 77.720
HIGH 77.720
0.618 77.720
0.500 77.720
0.382 77.720
LOW 77.720
0.618 77.720
1.000 77.720
1.618 77.720
2.618 77.720
4.250 77.720
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 77.720 77.585
PP 77.703 77.500
S1 77.687 77.415

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

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