ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 77.265 76.920 -0.345 -0.4% 78.355
High 77.325 77.175 -0.150 -0.2% 78.590
Low 76.740 76.810 0.070 0.1% 77.390
Close 76.990 76.885 -0.105 -0.1% 77.655
Range 0.585 0.365 -0.220 -37.6% 1.200
ATR 0.647 0.626 -0.020 -3.1% 0.000
Volume 24,955 15,797 -9,158 -36.7% 76,770
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 78.052 77.833 77.086
R3 77.687 77.468 76.985
R2 77.322 77.322 76.952
R1 77.103 77.103 76.918 77.030
PP 76.957 76.957 76.957 76.920
S1 76.738 76.738 76.852 76.665
S2 76.592 76.592 76.818
S3 76.227 76.373 76.785
S4 75.862 76.008 76.684
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% 0.625 0.8% 9% False False 19,867
10 78.590 76.740 1.850 2.4% 0.661 0.9% 8% False False 17,328
20 78.770 76.725 2.045 2.7% 0.639 0.8% 8% False False 16,741
40 78.770 74.545 4.225 5.5% 0.634 0.8% 55% False False 10,849
60 78.770 74.545 4.225 5.5% 0.601 0.8% 55% False False 7,275
80 78.770 74.545 4.225 5.5% 0.540 0.7% 55% False False 5,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.147
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 78.726
2.618 78.131
1.618 77.766
1.000 77.540
0.618 77.401
HIGH 77.175
0.618 77.036
0.500 76.993
0.382 76.949
LOW 76.810
0.618 76.584
1.000 76.445
1.618 76.219
2.618 75.854
4.250 75.259
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 76.993 77.100
PP 76.957 77.028
S1 76.921 76.957

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

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