ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 77.615 78.200 0.585 0.8% 78.355
High 78.270 78.435 0.165 0.2% 78.590
Low 77.600 77.545 -0.055 -0.1% 77.390
Close 78.105 77.655 -0.450 -0.6% 77.655
Range 0.670 0.890 0.220 32.8% 1.200
ATR 0.635 0.653 0.018 2.9% 0.000
Volume 16,014 15,311 -703 -4.4% 76,770
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.548 79.992 78.145
R3 79.658 79.102 77.900
R2 78.768 78.768 77.818
R1 78.212 78.212 77.737 78.045
PP 77.878 77.878 77.878 77.795
S1 77.322 77.322 77.573 77.155
S2 76.988 76.988 77.492
S3 76.098 76.432 77.410
S4 75.208 75.542 77.166
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.478 80.767 78.315
R3 80.278 79.567 77.985
R2 79.078 79.078 77.875
R1 78.367 78.367 77.765 78.123
PP 77.878 77.878 77.878 77.756
S1 77.167 77.167 77.545 76.923
S2 76.678 76.678 77.435
S3 75.478 75.967 77.325
S4 74.278 74.767 76.995
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% 0.754 1.0% 22% False False 15,354
10 78.705 77.390 1.315 1.7% 0.643 0.8% 20% False False 13,663
20 78.770 76.200 2.570 3.3% 0.631 0.8% 57% False False 16,289
40 78.770 74.545 4.225 5.4% 0.636 0.8% 74% False False 8,763
60 78.770 74.545 4.225 5.4% 0.588 0.8% 74% False False 5,876
80 78.770 74.545 4.225 5.4% 0.521 0.7% 74% False False 4,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.160
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.218
2.618 80.765
1.618 79.875
1.000 79.325
0.618 78.985
HIGH 78.435
0.618 78.095
0.500 77.990
0.382 77.885
LOW 77.545
0.618 76.995
1.000 76.655
1.618 76.105
2.618 75.215
4.250 73.763
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 77.990 77.990
PP 77.878 77.878
S1 77.767 77.767

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

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