ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 75.770 75.460 -0.310 -0.4% 76.215
High 75.950 75.865 -0.085 -0.1% 76.330
Low 75.550 75.460 -0.090 -0.1% 75.390
Close 75.560 75.920 0.360 0.5% 75.920
Range 0.400 0.405 0.005 1.3% 0.940
ATR 0.477 0.472 -0.005 -1.1% 0.000
Volume 89 67 -22 -24.7% 228
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.963 76.847 76.143
R3 76.558 76.442 76.031
R2 76.153 76.153 75.994
R1 76.037 76.037 75.957 76.095
PP 75.748 75.748 75.748 75.778
S1 75.632 75.632 75.883 75.690
S2 75.343 75.343 75.846
S3 74.938 75.227 75.809
S4 74.533 74.822 75.697
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.700 78.250 76.437
R3 77.760 77.310 76.179
R2 76.820 76.820 76.092
R1 76.370 76.370 76.006 76.125
PP 75.880 75.880 75.880 75.758
S1 75.430 75.430 75.834 75.185
S2 74.940 74.940 75.748
S3 74.000 74.490 75.662
S4 73.060 73.550 75.403
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% 0.514 0.7% 56% False False 45
10 76.970 75.390 1.580 2.1% 0.416 0.5% 34% False False 32
20 77.815 75.390 2.425 3.2% 0.380 0.5% 22% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 77.586
2.618 76.925
1.618 76.520
1.000 76.270
0.618 76.115
HIGH 75.865
0.618 75.710
0.500 75.663
0.382 75.615
LOW 75.460
0.618 75.210
1.000 75.055
1.618 74.805
2.618 74.400
4.250 73.739
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 75.834 75.845
PP 75.748 75.770
S1 75.663 75.695

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

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