ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 77.630 77.310 -0.320 -0.4% 78.355
High 77.660 77.460 -0.200 -0.3% 78.590
Low 76.945 76.890 -0.055 -0.1% 77.390
Close 77.160 77.120 -0.040 -0.1% 77.655
Range 0.715 0.570 -0.145 -20.3% 1.200
ATR 0.658 0.651 -0.006 -1.0% 0.000
Volume 23,272 20,000 -3,272 -14.1% 76,770
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 78.867 78.563 77.434
R3 78.297 77.993 77.277
R2 77.727 77.727 77.225
R1 77.423 77.423 77.172 77.290
PP 77.157 77.157 77.157 77.090
S1 76.853 76.853 77.068 76.720
S2 76.587 76.587 77.016
S3 76.017 76.283 76.963
S4 75.447 75.713 76.807
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 76.890 1.545 2.0% 0.696 0.9% 15% False True 18,763
10 78.590 76.890 1.700 2.2% 0.667 0.9% 14% False True 14,903
20 78.770 76.260 2.510 3.3% 0.654 0.8% 34% False False 16,717
40 78.770 74.545 4.225 5.5% 0.636 0.8% 61% False False 9,842
60 78.770 74.545 4.225 5.5% 0.598 0.8% 61% False False 6,596
80 78.770 74.545 4.225 5.5% 0.530 0.7% 61% False False 4,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.165
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.883
2.618 78.952
1.618 78.382
1.000 78.030
0.618 77.812
HIGH 77.460
0.618 77.242
0.500 77.175
0.382 77.108
LOW 76.890
0.618 76.538
1.000 76.320
1.618 75.968
2.618 75.398
4.250 74.468
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 77.175 77.663
PP 77.157 77.482
S1 77.138 77.301

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

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