ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 78.355 77.765 -0.590 -0.8% 78.080
High 78.590 77.950 -0.640 -0.8% 78.550
Low 77.575 77.390 -0.185 -0.2% 77.665
Close 77.830 77.850 0.020 0.0% 78.220
Range 1.015 0.560 -0.455 -44.8% 0.885
ATR 0.638 0.632 -0.006 -0.9% 0.000
Volume 7,947 18,278 10,331 130.0% 28,988
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.410 79.190 78.158
R3 78.850 78.630 78.004
R2 78.290 78.290 77.953
R1 78.070 78.070 77.901 78.180
PP 77.730 77.730 77.730 77.785
S1 77.510 77.510 77.799 77.620
S2 77.170 77.170 77.747
S3 76.610 76.950 77.696
S4 76.050 76.390 77.542
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.800 80.395 78.707
R3 79.915 79.510 78.463
R2 79.030 79.030 78.382
R1 78.625 78.625 78.301 78.828
PP 78.145 78.145 78.145 78.246
S1 77.740 77.740 78.139 77.943
S2 77.260 77.260 78.058
S3 76.375 76.855 77.977
S4 75.490 75.970 77.733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.590 77.390 1.200 1.5% 0.638 0.8% 38% False True 11,042
10 78.770 77.390 1.380 1.8% 0.607 0.8% 33% False True 15,308
20 78.770 74.930 3.840 4.9% 0.668 0.9% 76% False False 14,834
40 78.770 74.545 4.225 5.4% 0.625 0.8% 78% False False 7,520
60 78.770 74.545 4.225 5.4% 0.569 0.7% 78% False False 5,034
80 78.770 74.545 4.225 5.4% 0.503 0.6% 78% False False 3,778
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 0.172
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.330
2.618 79.416
1.618 78.856
1.000 78.510
0.618 78.296
HIGH 77.950
0.618 77.736
0.500 77.670
0.382 77.604
LOW 77.390
0.618 77.044
1.000 76.830
1.618 76.484
2.618 75.924
4.250 75.010
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 77.790 77.990
PP 77.730 77.943
S1 77.670 77.897

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

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