ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 75.840 75.770 -0.070 -0.1% 76.970
High 76.000 75.950 -0.050 -0.1% 76.970
Low 75.390 75.550 0.160 0.2% 75.750
Close 75.440 75.560 0.120 0.2% 76.070
Range 0.610 0.400 -0.210 -34.4% 1.220
ATR 0.474 0.477 0.003 0.5% 0.000
Volume 15 89 74 493.3% 101
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.887 76.623 75.780
R3 76.487 76.223 75.670
R2 76.087 76.087 75.633
R1 75.823 75.823 75.597 75.755
PP 75.687 75.687 75.687 75.653
S1 75.423 75.423 75.523 75.355
S2 75.287 75.287 75.487
S3 74.887 75.023 75.450
S4 74.487 74.623 75.340
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% 18% False False 36
10 76.970 75.390 1.580 2.1% 0.413 0.5% 11% False False 28
20 77.815 75.390 2.425 3.2% 0.381 0.5% 7% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.076
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.650
2.618 76.997
1.618 76.597
1.000 76.350
0.618 76.197
HIGH 75.950
0.618 75.797
0.500 75.750
0.382 75.703
LOW 75.550
0.618 75.303
1.000 75.150
1.618 74.903
2.618 74.503
4.250 73.850
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 75.750 75.795
PP 75.687 75.717
S1 75.623 75.638

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

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