ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 76.805 76.600 -0.205 -0.3% 77.575
High 76.815 77.025 0.210 0.3% 77.815
Low 76.560 76.600 0.040 0.1% 77.015
Close 76.740 76.915 0.175 0.2% 77.470
Range 0.255 0.425 0.170 66.7% 0.800
ATR 0.434 0.433 -0.001 -0.1% 0.000
Volume 17 14 -3 -17.6% 113
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.122 77.943 77.149
R3 77.697 77.518 77.032
R2 77.272 77.272 76.993
R1 77.093 77.093 76.954 77.183
PP 76.847 76.847 76.847 76.891
S1 76.668 76.668 76.876 76.758
S2 76.422 76.422 76.837
S3 75.997 76.243 76.798
S4 75.572 75.818 76.681
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% 0.299 0.4% 29% False False 21
10 77.815 76.560 1.255 1.6% 0.356 0.5% 28% False False 17
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.831
2.618 78.138
1.618 77.713
1.000 77.450
0.618 77.288
HIGH 77.025
0.618 76.863
0.500 76.813
0.382 76.762
LOW 76.600
0.618 76.337
1.000 76.175
1.618 75.912
2.618 75.487
4.250 74.794
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 76.881 76.950
PP 76.847 76.938
S1 76.813 76.927

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

View Archives - Comment on this page... - Back to Index of Symbols