ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 77.010 77.165 0.155 0.2% 77.630
High 77.560 77.855 0.295 0.4% 77.660
Low 76.985 77.090 0.105 0.1% 76.740
Close 77.480 77.650 0.170 0.2% 77.480
Range 0.575 0.765 0.190 33.0% 0.920
ATR 0.630 0.640 0.010 1.5% 0.000
Volume 12,376 2,489 -9,887 -79.9% 96,400
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.827 79.503 78.071
R3 79.062 78.738 77.860
R2 78.297 78.297 77.790
R1 77.973 77.973 77.720 78.135
PP 77.532 77.532 77.532 77.613
S1 77.208 77.208 77.580 77.370
S2 76.767 76.767 77.510
S3 76.002 76.443 77.440
S4 75.237 75.678 77.229
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 77.855 76.740 1.115 1.4% 0.572 0.7% 82% True False 15,123
10 78.435 76.740 1.695 2.2% 0.633 0.8% 54% False False 16,771
20 78.770 76.740 2.030 2.6% 0.642 0.8% 45% False False 15,937
40 78.770 74.545 4.225 5.4% 0.639 0.8% 73% False False 11,216
60 78.770 74.545 4.225 5.4% 0.603 0.8% 73% False False 7,522
80 78.770 74.545 4.225 5.4% 0.549 0.7% 73% False False 5,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.116
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.106
2.618 79.858
1.618 79.093
1.000 78.620
0.618 78.328
HIGH 77.855
0.618 77.563
0.500 77.473
0.382 77.382
LOW 77.090
0.618 76.617
1.000 76.325
1.618 75.852
2.618 75.087
4.250 73.839
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 77.591 77.544
PP 77.532 77.438
S1 77.473 77.333

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

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