ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 77.765 77.940 0.175 0.2% 78.080
High 77.950 78.215 0.265 0.3% 78.550
Low 77.390 77.580 0.190 0.2% 77.665
Close 77.850 77.655 -0.195 -0.3% 78.220
Range 0.560 0.635 0.075 13.4% 0.885
ATR 0.632 0.632 0.000 0.0% 0.000
Volume 18,278 19,220 942 5.2% 28,988
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.722 79.323 78.004
R3 79.087 78.688 77.830
R2 78.452 78.452 77.771
R1 78.053 78.053 77.713 77.935
PP 77.817 77.817 77.817 77.758
S1 77.418 77.418 77.597 77.300
S2 77.182 77.182 77.539
S3 76.547 76.783 77.480
S4 75.912 76.148 77.306
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% 0.643 0.8% 22% False False 13,947
10 78.770 77.390 1.380 1.8% 0.595 0.8% 19% False False 14,446
20 78.770 75.800 2.970 3.8% 0.630 0.8% 62% False False 15,758
40 78.770 74.545 4.225 5.4% 0.631 0.8% 74% False False 7,990
60 78.770 74.545 4.225 5.4% 0.573 0.7% 74% False False 5,354
80 78.770 74.545 4.225 5.4% 0.510 0.7% 74% False False 4,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.914
2.618 79.877
1.618 79.242
1.000 78.850
0.618 78.607
HIGH 78.215
0.618 77.972
0.500 77.898
0.382 77.823
LOW 77.580
0.618 77.188
1.000 76.945
1.618 76.553
2.618 75.918
4.250 74.881
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 77.898 77.990
PP 77.817 77.878
S1 77.736 77.767

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

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