ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 77.780 77.290 -0.490 -0.6% 77.575
High 77.780 77.340 -0.440 -0.6% 77.815
Low 77.200 77.105 -0.095 -0.1% 77.015
Close 77.470 77.100 -0.370 -0.5% 77.470
Range 0.580 0.235 -0.345 -59.5% 0.800
ATR 0.430 0.426 -0.005 -1.1% 0.000
Volume 2 5 3 150.0% 113
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.887 77.728 77.229
R3 77.652 77.493 77.165
R2 77.417 77.417 77.143
R1 77.258 77.258 77.122 77.220
PP 77.182 77.182 77.182 77.163
S1 77.023 77.023 77.078 76.985
S2 76.947 76.947 77.057
S3 76.712 76.788 77.035
S4 76.477 76.553 76.971
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.833 79.452 77.910
R3 79.033 78.652 77.690
R2 78.233 78.233 77.617
R1 77.852 77.852 77.543 77.643
PP 77.433 77.433 77.433 77.329
S1 77.052 77.052 77.397 76.843
S2 76.633 76.633 77.323
S3 75.833 76.252 77.250
S4 75.033 75.452 77.030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.815 77.015 0.800 1.0% 0.271 0.4% 11% False False 22
10 77.815 76.325 1.490 1.9% 0.343 0.4% 52% False False 14
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.339
2.618 77.955
1.618 77.720
1.000 77.575
0.618 77.485
HIGH 77.340
0.618 77.250
0.500 77.223
0.382 77.195
LOW 77.105
0.618 76.960
1.000 76.870
1.618 76.725
2.618 76.490
4.250 76.106
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 77.223 77.443
PP 77.182 77.328
S1 77.141 77.214

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

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