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

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