ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 76.190 75.795 -0.395 -0.5% 77.290
High 76.190 76.150 -0.040 -0.1% 77.340
Low 75.855 75.750 -0.105 -0.1% 76.185
Close 76.015 75.950 -0.065 -0.1% 76.885
Range 0.335 0.400 0.065 19.4% 1.155
ATR 0.458 0.454 -0.004 -0.9% 0.000
Volume 17 40 23 135.3% 67
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.150 76.950 76.170
R3 76.750 76.550 76.060
R2 76.350 76.350 76.023
R1 76.150 76.150 75.987 76.250
PP 75.950 75.950 75.950 76.000
S1 75.750 75.750 75.913 75.850
S2 75.550 75.550 75.877
S3 75.150 75.350 75.840
S4 74.750 74.950 75.730
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 75.750 1.220 1.6% 0.349 0.5% 16% False True 21
10 77.780 75.750 2.030 2.7% 0.376 0.5% 10% False True 14
20 77.815 75.750 2.065 2.7% 0.329 0.4% 10% False True 14
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 0.036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.850
2.618 77.197
1.618 76.797
1.000 76.550
0.618 76.397
HIGH 76.150
0.618 75.997
0.500 75.950
0.382 75.903
LOW 75.750
0.618 75.503
1.000 75.350
1.618 75.103
2.618 74.703
4.250 74.050
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 75.950 76.105
PP 75.950 76.053
S1 75.950 76.002

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

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