ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 75.580 75.905 0.325 0.4% 75.595
High 75.960 76.500 0.540 0.7% 76.500
Low 75.570 75.660 0.090 0.1% 75.075
Close 75.700 76.085 0.385 0.5% 76.085
Range 0.390 0.840 0.450 115.4% 1.425
ATR 0.556 0.577 0.020 3.6% 0.000
Volume 58 60 2 3.4% 365
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 78.602 78.183 76.547
R3 77.762 77.343 76.316
R2 76.922 76.922 76.239
R1 76.503 76.503 76.162 76.713
PP 76.082 76.082 76.082 76.186
S1 75.663 75.663 76.008 75.873
S2 75.242 75.242 75.931
S3 74.402 74.823 75.854
S4 73.562 73.983 75.623
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 80.162 79.548 76.869
R3 78.737 78.123 76.477
R2 77.312 77.312 76.346
R1 76.698 76.698 76.216 77.005
PP 75.887 75.887 75.887 76.040
S1 75.273 75.273 75.954 75.580
S2 74.462 74.462 75.824
S3 73.037 73.848 75.693
S4 71.612 72.423 75.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.500 75.075 1.425 1.9% 0.581 0.8% 71% True False 73
10 76.500 74.890 1.610 2.1% 0.603 0.8% 74% True False 128
20 77.270 74.890 2.380 3.1% 0.551 0.7% 50% False False 131
40 77.815 74.890 2.925 3.8% 0.466 0.6% 41% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.056
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.070
2.618 78.699
1.618 77.859
1.000 77.340
0.618 77.019
HIGH 76.500
0.618 76.179
0.500 76.080
0.382 75.981
LOW 75.660
0.618 75.141
1.000 74.820
1.618 74.301
2.618 73.461
4.250 72.090
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 76.083 76.025
PP 76.082 75.965
S1 76.080 75.905

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

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