ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 75.795 76.250 0.455 0.6% 76.970
High 76.150 76.250 0.100 0.1% 76.970
Low 75.750 76.035 0.285 0.4% 75.750
Close 75.950 76.070 0.120 0.2% 76.070
Range 0.400 0.215 -0.185 -46.3% 1.220
ATR 0.454 0.443 -0.011 -2.4% 0.000
Volume 40 23 -17 -42.5% 101
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.763 76.632 76.188
R3 76.548 76.417 76.129
R2 76.333 76.333 76.109
R1 76.202 76.202 76.090 76.160
PP 76.118 76.118 76.118 76.098
S1 75.987 75.987 76.050 75.945
S2 75.903 75.903 76.031
S3 75.688 75.772 76.011
S4 75.473 75.557 75.952
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.923 79.217 76.741
R3 78.703 77.997 76.406
R2 77.483 77.483 76.294
R1 76.777 76.777 76.182 76.520
PP 76.263 76.263 76.263 76.135
S1 75.557 75.557 75.958 75.300
S2 75.043 75.043 75.846
S3 73.823 74.337 75.735
S4 72.603 73.117 75.399
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% 0.318 0.4% 26% False False 20
10 77.340 75.750 1.590 2.1% 0.339 0.4% 20% False False 16
20 77.815 75.750 2.065 2.7% 0.340 0.4% 15% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.164
2.618 76.813
1.618 76.598
1.000 76.465
0.618 76.383
HIGH 76.250
0.618 76.168
0.500 76.143
0.382 76.117
LOW 76.035
0.618 75.902
1.000 75.820
1.618 75.687
2.618 75.472
4.250 75.121
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 76.143 76.047
PP 76.118 76.023
S1 76.094 76.000

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

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