ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 77.165 77.675 0.510 0.7% 77.630
High 77.855 78.640 0.785 1.0% 77.660
Low 77.090 77.675 0.585 0.8% 76.740
Close 77.650 78.500 0.850 1.1% 77.480
Range 0.765 0.965 0.200 26.1% 0.920
ATR 0.640 0.665 0.025 3.9% 0.000
Volume 2,489 14,046 11,557 464.3% 96,400
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.167 80.798 79.031
R3 80.202 79.833 78.765
R2 79.237 79.237 78.677
R1 78.868 78.868 78.588 79.053
PP 78.272 78.272 78.272 78.364
S1 77.903 77.903 78.412 78.088
S2 77.307 77.307 78.323
S3 76.342 76.938 78.235
S4 75.377 75.973 77.969
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 78.640 76.740 1.900 2.4% 0.651 0.8% 93% True False 13,932
10 78.640 76.740 1.900 2.4% 0.674 0.9% 93% True False 16,348
20 78.770 76.740 2.030 2.6% 0.640 0.8% 87% False False 15,828
40 78.770 74.545 4.225 5.4% 0.654 0.8% 94% False False 11,566
60 78.770 74.545 4.225 5.4% 0.612 0.8% 94% False False 7,754
80 78.770 74.545 4.225 5.4% 0.554 0.7% 94% False False 5,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.098
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 82.741
2.618 81.166
1.618 80.201
1.000 79.605
0.618 79.236
HIGH 78.640
0.618 78.271
0.500 78.158
0.382 78.044
LOW 77.675
0.618 77.079
1.000 76.710
1.618 76.114
2.618 75.149
4.250 73.574
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 78.386 78.271
PP 78.272 78.042
S1 78.158 77.813

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

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