ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 78.515 78.430 -0.085 -0.1% 77.165
High 78.730 78.515 -0.215 -0.3% 79.000
Low 78.220 78.200 -0.020 0.0% 77.090
Close 78.430 78.350 -0.080 -0.1% 78.430
Range 0.510 0.315 -0.195 -38.2% 1.910
ATR 0.656 0.632 -0.024 -3.7% 0.000
Volume 29,670 20,684 -8,986 -30.3% 67,024
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.300 79.140 78.523
R3 78.985 78.825 78.437
R2 78.670 78.670 78.408
R1 78.510 78.510 78.379 78.433
PP 78.355 78.355 78.355 78.316
S1 78.195 78.195 78.321 78.118
S2 78.040 78.040 78.292
S3 77.725 77.880 78.263
S4 77.410 77.565 78.177
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 77.090 1.910 2.4% 0.651 0.8% 66% False False 17,541
10 79.000 76.740 2.260 2.9% 0.607 0.8% 71% False False 18,410
20 79.000 76.740 2.260 2.9% 0.625 0.8% 71% False False 16,037
40 79.000 74.545 4.455 5.7% 0.648 0.8% 85% False False 13,331
60 79.000 74.545 4.455 5.7% 0.610 0.8% 85% False False 8,939
80 79.000 74.545 4.455 5.7% 0.558 0.7% 85% False False 6,710
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.095
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 79.854
2.618 79.340
1.618 79.025
1.000 78.830
0.618 78.710
HIGH 78.515
0.618 78.395
0.500 78.358
0.382 78.320
LOW 78.200
0.618 78.005
1.000 77.885
1.618 77.690
2.618 77.375
4.250 76.861
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 78.358 78.600
PP 78.355 78.517
S1 78.353 78.433

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

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