ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 78.200 77.630 -0.570 -0.7% 78.355
High 78.435 77.660 -0.775 -1.0% 78.590
Low 77.545 76.945 -0.600 -0.8% 77.390
Close 77.655 77.160 -0.495 -0.6% 77.655
Range 0.890 0.715 -0.175 -19.7% 1.200
ATR 0.653 0.658 0.004 0.7% 0.000
Volume 15,311 23,272 7,961 52.0% 76,770
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.400 78.995 77.553
R3 78.685 78.280 77.357
R2 77.970 77.970 77.291
R1 77.565 77.565 77.226 77.410
PP 77.255 77.255 77.255 77.178
S1 76.850 76.850 77.094 76.695
S2 76.540 76.540 77.029
S3 75.825 76.135 76.963
S4 75.110 75.420 76.767
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 78.435 76.945 1.490 1.9% 0.694 0.9% 14% False True 18,419
10 78.590 76.945 1.645 2.1% 0.651 0.8% 13% False True 14,426
20 78.770 76.235 2.535 3.3% 0.643 0.8% 36% False False 17,124
40 78.770 74.545 4.225 5.5% 0.644 0.8% 62% False False 9,343
60 78.770 74.545 4.225 5.5% 0.595 0.8% 62% False False 6,264
80 78.770 74.545 4.225 5.5% 0.526 0.7% 62% False False 4,701
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 0.153
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.699
2.618 79.532
1.618 78.817
1.000 78.375
0.618 78.102
HIGH 77.660
0.618 77.387
0.500 77.303
0.382 77.218
LOW 76.945
0.618 76.503
1.000 76.230
1.618 75.788
2.618 75.073
4.250 73.906
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 77.303 77.690
PP 77.255 77.513
S1 77.208 77.337

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

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