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

Download as Excel Spreadsheet

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

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