ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 76.385 76.190 -0.195 -0.3% 77.290
High 76.460 76.190 -0.270 -0.4% 77.340
Low 76.290 75.855 -0.435 -0.6% 76.185
Close 76.430 76.015 -0.415 -0.5% 76.885
Range 0.170 0.335 0.165 97.1% 1.155
ATR 0.449 0.458 0.009 2.0% 0.000
Volume 8 17 9 112.5% 67
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.025 76.855 76.199
R3 76.690 76.520 76.107
R2 76.355 76.355 76.076
R1 76.185 76.185 76.046 76.103
PP 76.020 76.020 76.020 75.979
S1 75.850 75.850 75.984 75.768
S2 75.685 75.685 75.954
S3 75.350 75.515 75.923
S4 75.015 75.180 75.831
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 76.970 75.855 1.115 1.5% 0.372 0.5% 14% False True 13
10 77.780 75.855 1.925 2.5% 0.336 0.4% 8% False True 17
20 77.815 75.855 1.960 2.6% 0.319 0.4% 8% False True 12
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.614
2.618 77.067
1.618 76.732
1.000 76.525
0.618 76.397
HIGH 76.190
0.618 76.062
0.500 76.023
0.382 75.983
LOW 75.855
0.618 75.648
1.000 75.520
1.618 75.313
2.618 74.978
4.250 74.431
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 76.023 76.413
PP 76.020 76.280
S1 76.018 76.148

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

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