ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 75.600 75.840 0.240 0.3% 76.970
High 76.200 76.000 -0.200 -0.3% 76.970
Low 75.600 75.390 -0.210 -0.3% 75.750
Close 76.030 75.440 -0.590 -0.8% 76.070
Range 0.600 0.610 0.010 1.7% 1.220
ATR 0.461 0.474 0.013 2.8% 0.000
Volume 19 15 -4 -21.1% 101
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.440 77.050 75.776
R3 76.830 76.440 75.608
R2 76.220 76.220 75.552
R1 75.830 75.830 75.496 75.720
PP 75.610 75.610 75.610 75.555
S1 75.220 75.220 75.384 75.110
S2 75.000 75.000 75.328
S3 74.390 74.610 75.272
S4 73.780 74.000 75.105
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 75.390 0.940 1.2% 0.476 0.6% 5% False True 27
10 76.970 75.390 1.580 2.1% 0.424 0.6% 3% False True 20
20 77.815 75.390 2.425 3.2% 0.390 0.5% 2% 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 0.058
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 78.593
2.618 77.597
1.618 76.987
1.000 76.610
0.618 76.377
HIGH 76.000
0.618 75.767
0.500 75.695
0.382 75.623
LOW 75.390
0.618 75.013
1.000 74.780
1.618 74.403
2.618 73.793
4.250 72.798
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 75.695 75.860
PP 75.610 75.720
S1 75.525 75.580

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

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