ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 76.920 77.010 0.090 0.1% 77.630
High 77.175 77.560 0.385 0.5% 77.660
Low 76.810 76.985 0.175 0.2% 76.740
Close 76.885 77.480 0.595 0.8% 77.480
Range 0.365 0.575 0.210 57.5% 0.920
ATR 0.626 0.630 0.003 0.6% 0.000
Volume 15,797 12,376 -3,421 -21.7% 96,400
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.067 78.848 77.796
R3 78.492 78.273 77.638
R2 77.917 77.917 77.585
R1 77.698 77.698 77.533 77.808
PP 77.342 77.342 77.342 77.396
S1 77.123 77.123 77.427 77.233
S2 76.767 76.767 77.375
S3 76.192 76.548 77.322
S4 75.617 75.973 77.164
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.053 79.687 77.986
R3 79.133 78.767 77.733
R2 78.213 78.213 77.649
R1 77.847 77.847 77.564 77.570
PP 77.293 77.293 77.293 77.155
S1 76.927 76.927 77.396 76.650
S2 76.373 76.373 77.311
S3 75.453 76.007 77.227
S4 74.533 75.087 76.974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.660 76.740 0.920 1.2% 0.562 0.7% 80% False False 19,280
10 78.590 76.740 1.850 2.4% 0.658 0.8% 40% False False 17,317
20 78.770 76.740 2.030 2.6% 0.625 0.8% 36% False False 16,679
40 78.770 74.545 4.225 5.5% 0.630 0.8% 69% False False 11,156
60 78.770 74.545 4.225 5.5% 0.600 0.8% 69% False False 7,480
80 78.770 74.545 4.225 5.5% 0.547 0.7% 69% False False 5,615
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 0.132
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.004
2.618 79.065
1.618 78.490
1.000 78.135
0.618 77.915
HIGH 77.560
0.618 77.340
0.500 77.273
0.382 77.205
LOW 76.985
0.618 76.630
1.000 76.410
1.618 76.055
2.618 75.480
4.250 74.541
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 77.411 77.370
PP 77.342 77.260
S1 77.273 77.150

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

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