ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 76.300 76.510 0.210 0.3% 76.215
High 76.750 76.925 0.175 0.2% 76.330
Low 76.300 76.500 0.200 0.3% 75.390
Close 76.585 76.895 0.310 0.4% 75.920
Range 0.450 0.425 -0.025 -5.6% 0.940
ATR 0.493 0.488 -0.005 -1.0% 0.000
Volume 19 19 0 0.0% 228
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.048 77.897 77.129
R3 77.623 77.472 77.012
R2 77.198 77.198 76.973
R1 77.047 77.047 76.934 77.123
PP 76.773 76.773 76.773 76.811
S1 76.622 76.622 76.856 76.698
S2 76.348 76.348 76.817
S3 75.923 76.197 76.778
S4 75.498 75.772 76.661
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 76.925 75.460 1.465 1.9% 0.499 0.6% 98% True False 45
10 76.925 75.390 1.535 2.0% 0.488 0.6% 98% True False 36
20 77.780 75.390 2.390 3.1% 0.412 0.5% 63% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.731
2.618 78.038
1.618 77.613
1.000 77.350
0.618 77.188
HIGH 76.925
0.618 76.763
0.500 76.713
0.382 76.662
LOW 76.500
0.618 76.237
1.000 76.075
1.618 75.812
2.618 75.387
4.250 74.694
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 76.834 76.704
PP 76.773 76.513
S1 76.713 76.323

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

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