ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 76.215 75.600 -0.615 -0.8% 76.970
High 76.330 76.200 -0.130 -0.2% 76.970
Low 75.775 75.600 -0.175 -0.2% 75.750
Close 75.805 76.030 0.225 0.3% 76.070
Range 0.555 0.600 0.045 8.1% 1.220
ATR 0.451 0.461 0.011 2.4% 0.000
Volume 38 19 -19 -50.0% 101
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.743 77.487 76.360
R3 77.143 76.887 76.195
R2 76.543 76.543 76.140
R1 76.287 76.287 76.085 76.415
PP 75.943 75.943 75.943 76.008
S1 75.687 75.687 75.975 75.815
S2 75.343 75.343 75.920
S3 74.743 75.087 75.865
S4 74.143 74.487 75.700
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 76.330 75.600 0.730 1.0% 0.421 0.6% 59% False True 27
10 77.025 75.600 1.425 1.9% 0.406 0.5% 30% False True 20
20 77.815 75.600 2.215 2.9% 0.387 0.5% 19% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 78.750
2.618 77.771
1.618 77.171
1.000 76.800
0.618 76.571
HIGH 76.200
0.618 75.971
0.500 75.900
0.382 75.829
LOW 75.600
0.618 75.229
1.000 75.000
1.618 74.629
2.618 74.029
4.250 73.050
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 75.987 76.008
PP 75.943 75.987
S1 75.900 75.965

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

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