ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 76.970 76.385 -0.585 -0.8% 77.290
High 76.970 76.460 -0.510 -0.7% 77.340
Low 76.500 76.290 -0.210 -0.3% 76.185
Close 76.555 76.430 -0.125 -0.2% 76.885
Range 0.470 0.170 -0.300 -63.8% 1.155
ATR 0.463 0.449 -0.014 -3.1% 0.000
Volume 13 8 -5 -38.5% 67
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.903 76.837 76.524
R3 76.733 76.667 76.477
R2 76.563 76.563 76.461
R1 76.497 76.497 76.446 76.530
PP 76.393 76.393 76.393 76.410
S1 76.327 76.327 76.414 76.360
S2 76.223 76.223 76.399
S3 76.053 76.157 76.383
S4 75.883 75.987 76.337
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 80.268 79.732 77.520
R3 79.113 78.577 77.203
R2 77.958 77.958 77.097
R1 77.422 77.422 76.991 77.113
PP 76.803 76.803 76.803 76.649
S1 76.267 76.267 76.779 75.958
S2 75.648 75.648 76.673
S3 74.493 75.112 76.567
S4 73.338 73.957 76.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.025 76.185 0.840 1.1% 0.390 0.5% 29% False False 13
10 77.780 76.185 1.595 2.1% 0.329 0.4% 15% False False 16
20 77.815 76.185 1.630 2.1% 0.318 0.4% 15% False False 12
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 0.044
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 77.183
2.618 76.905
1.618 76.735
1.000 76.630
0.618 76.565
HIGH 76.460
0.618 76.395
0.500 76.375
0.382 76.355
LOW 76.290
0.618 76.185
1.000 76.120
1.618 76.015
2.618 75.845
4.250 75.568
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 76.412 76.630
PP 76.393 76.563
S1 76.375 76.497

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

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