ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 76.250 76.215 -0.035 0.0% 76.970
High 76.250 76.330 0.080 0.1% 76.970
Low 76.035 75.775 -0.260 -0.3% 75.750
Close 76.070 75.805 -0.265 -0.3% 76.070
Range 0.215 0.555 0.340 158.1% 1.220
ATR 0.443 0.451 0.008 1.8% 0.000
Volume 23 38 15 65.2% 101
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.635 77.275 76.110
R3 77.080 76.720 75.958
R2 76.525 76.525 75.907
R1 76.165 76.165 75.856 76.068
PP 75.970 75.970 75.970 75.921
S1 75.610 75.610 75.754 75.513
S2 75.415 75.415 75.703
S3 74.860 75.055 75.652
S4 74.305 74.500 75.500
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 76.460 75.750 0.710 0.9% 0.335 0.4% 8% False False 25
10 77.025 75.750 1.275 1.7% 0.371 0.5% 4% False False 20
20 77.815 75.750 2.065 2.7% 0.357 0.5% 3% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 78.689
2.618 77.783
1.618 77.228
1.000 76.885
0.618 76.673
HIGH 76.330
0.618 76.118
0.500 76.053
0.382 75.987
LOW 75.775
0.618 75.432
1.000 75.220
1.618 74.877
2.618 74.322
4.250 73.416
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 76.053 76.040
PP 75.970 75.962
S1 75.888 75.883

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

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