ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 75.460 75.720 0.260 0.3% 76.215
High 75.865 76.535 0.670 0.9% 76.330
Low 75.460 75.720 0.260 0.3% 75.390
Close 75.920 76.515 0.595 0.8% 75.920
Range 0.405 0.815 0.410 101.2% 0.940
ATR 0.472 0.496 0.025 5.2% 0.000
Volume 67 31 -36 -53.7% 228
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.702 78.423 76.963
R3 77.887 77.608 76.739
R2 77.072 77.072 76.664
R1 76.793 76.793 76.590 76.933
PP 76.257 76.257 76.257 76.326
S1 75.978 75.978 76.440 76.118
S2 75.442 75.442 76.366
S3 74.627 75.163 76.291
S4 73.812 74.348 76.067
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 76.535 75.390 1.145 1.5% 0.566 0.7% 98% True False 44
10 76.535 75.390 1.145 1.5% 0.451 0.6% 98% True False 34
20 77.815 75.390 2.425 3.2% 0.395 0.5% 46% False False 26
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 33 trading days
Fibonacci Retracements and Extensions
4.250 79.999
2.618 78.669
1.618 77.854
1.000 77.350
0.618 77.039
HIGH 76.535
0.618 76.224
0.500 76.128
0.382 76.031
LOW 75.720
0.618 75.216
1.000 74.905
1.618 74.401
2.618 73.586
4.250 72.256
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 76.386 76.343
PP 76.257 76.170
S1 76.128 75.998

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

View Archives - Comment on this page... - Back to Index of Symbols