ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 77.675 78.495 0.820 1.1% 77.630
High 78.640 79.000 0.360 0.5% 77.660
Low 77.675 78.300 0.625 0.8% 76.740
Close 78.500 78.515 0.015 0.0% 77.480
Range 0.965 0.700 -0.265 -27.5% 0.920
ATR 0.665 0.667 0.003 0.4% 0.000
Volume 14,046 20,819 6,773 48.2% 96,400
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.705 80.310 78.900
R3 80.005 79.610 78.708
R2 79.305 79.305 78.643
R1 78.910 78.910 78.579 79.108
PP 78.605 78.605 78.605 78.704
S1 78.210 78.210 78.451 78.408
S2 77.905 77.905 78.387
S3 77.205 77.510 78.323
S4 76.505 76.810 78.130
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 79.000 76.810 2.190 2.8% 0.674 0.9% 78% True False 13,105
10 79.000 76.740 2.260 2.9% 0.680 0.9% 79% True False 16,507
20 79.000 76.740 2.260 2.9% 0.638 0.8% 79% True False 15,476
40 79.000 74.545 4.455 5.7% 0.650 0.8% 89% True False 12,085
60 79.000 74.545 4.455 5.7% 0.617 0.8% 89% True False 8,100
80 79.000 74.545 4.455 5.7% 0.558 0.7% 89% True False 6,081
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.090
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.975
2.618 80.833
1.618 80.133
1.000 79.700
0.618 79.433
HIGH 79.000
0.618 78.733
0.500 78.650
0.382 78.567
LOW 78.300
0.618 77.867
1.000 77.600
1.618 77.167
2.618 76.467
4.250 75.325
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 78.650 78.358
PP 78.605 78.202
S1 78.560 78.045

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

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