ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 77.310 77.265 -0.045 -0.1% 78.355
High 77.460 77.325 -0.135 -0.2% 78.590
Low 76.890 76.740 -0.150 -0.2% 77.390
Close 77.120 76.990 -0.130 -0.2% 77.655
Range 0.570 0.585 0.015 2.6% 1.200
ATR 0.651 0.647 -0.005 -0.7% 0.000
Volume 20,000 24,955 4,955 24.8% 76,770
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 78.773 78.467 77.312
R3 78.188 77.882 77.151
R2 77.603 77.603 77.097
R1 77.297 77.297 77.044 77.158
PP 77.018 77.018 77.018 76.949
S1 76.712 76.712 76.936 76.573
S2 76.433 76.433 76.883
S3 75.848 76.127 76.829
S4 75.263 75.542 76.668
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 76.740 1.695 2.2% 0.686 0.9% 15% False True 19,910
10 78.590 76.740 1.850 2.4% 0.665 0.9% 14% False True 16,928
20 78.770 76.640 2.130 2.8% 0.640 0.8% 16% False False 17,340
40 78.770 74.545 4.225 5.5% 0.638 0.8% 58% False False 10,456
60 78.770 74.545 4.225 5.5% 0.604 0.8% 58% False False 7,012
80 78.770 74.545 4.225 5.5% 0.538 0.7% 58% False False 5,263
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 0.151
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.811
2.618 78.857
1.618 78.272
1.000 77.910
0.618 77.687
HIGH 77.325
0.618 77.102
0.500 77.033
0.382 76.963
LOW 76.740
0.618 76.378
1.000 76.155
1.618 75.793
2.618 75.208
4.250 74.254
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 77.033 77.200
PP 77.018 77.130
S1 77.004 77.060

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

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