ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 78.495 78.515 0.020 0.0% 77.165
High 79.000 78.730 -0.270 -0.3% 79.000
Low 78.300 78.220 -0.080 -0.1% 77.090
Close 78.515 78.430 -0.085 -0.1% 78.430
Range 0.700 0.510 -0.190 -27.1% 1.910
ATR 0.667 0.656 -0.011 -1.7% 0.000
Volume 20,819 29,670 8,851 42.5% 67,024
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.990 79.720 78.711
R3 79.480 79.210 78.570
R2 78.970 78.970 78.524
R1 78.700 78.700 78.477 78.580
PP 78.460 78.460 78.460 78.400
S1 78.190 78.190 78.383 78.070
S2 77.950 77.950 78.337
S3 77.440 77.680 78.290
S4 76.930 77.170 78.150
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.903 83.077 79.481
R3 81.993 81.167 78.955
R2 80.083 80.083 78.780
R1 79.257 79.257 78.605 79.670
PP 78.173 78.173 78.173 78.380
S1 77.347 77.347 78.255 77.760
S2 76.263 76.263 78.080
S3 74.353 75.437 77.905
S4 72.443 73.527 77.380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.000 76.985 2.015 2.6% 0.703 0.9% 72% False False 15,880
10 79.000 76.740 2.260 2.9% 0.664 0.8% 75% False False 17,873
20 79.000 76.740 2.260 2.9% 0.636 0.8% 75% False False 15,914
40 79.000 74.545 4.455 5.7% 0.646 0.8% 87% False False 12,821
60 79.000 74.545 4.455 5.7% 0.612 0.8% 87% False False 8,594
80 79.000 74.545 4.455 5.7% 0.558 0.7% 87% False False 6,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.110
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.898
2.618 80.065
1.618 79.555
1.000 79.240
0.618 79.045
HIGH 78.730
0.618 78.535
0.500 78.475
0.382 78.415
LOW 78.220
0.618 77.905
1.000 77.710
1.618 77.395
2.618 76.885
4.250 76.053
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 78.475 78.399
PP 78.460 78.368
S1 78.445 78.338

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

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