ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 77.290 76.805 -0.485 -0.6% 77.575
High 77.340 76.815 -0.525 -0.7% 77.815
Low 77.105 76.560 -0.545 -0.7% 77.015
Close 77.100 76.740 -0.360 -0.5% 77.470
Range 0.235 0.255 0.020 8.5% 0.800
ATR 0.426 0.434 0.008 1.9% 0.000
Volume 5 17 12 240.0% 113
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.470 77.360 76.880
R3 77.215 77.105 76.810
R2 76.960 76.960 76.787
R1 76.850 76.850 76.763 76.778
PP 76.705 76.705 76.705 76.669
S1 76.595 76.595 76.717 76.523
S2 76.450 76.450 76.693
S3 76.195 76.340 76.670
S4 75.940 76.085 76.600
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 77.780 76.560 1.220 1.6% 0.268 0.3% 15% False True 20
10 77.815 76.325 1.490 1.9% 0.369 0.5% 28% False False 15
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 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.899
2.618 77.483
1.618 77.228
1.000 77.070
0.618 76.973
HIGH 76.815
0.618 76.718
0.500 76.688
0.382 76.657
LOW 76.560
0.618 76.402
1.000 76.305
1.618 76.147
2.618 75.892
4.250 75.476
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 76.723 77.170
PP 76.705 77.027
S1 76.688 76.883

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

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