ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 78.430 78.305 -0.125 -0.2% 77.165
High 78.515 78.835 0.320 0.4% 79.000
Low 78.200 78.235 0.035 0.0% 77.090
Close 78.350 78.610 0.260 0.3% 78.430
Range 0.315 0.600 0.285 90.5% 1.910
ATR 0.632 0.629 -0.002 -0.4% 0.000
Volume 20,684 11,278 -9,406 -45.5% 67,024
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.360 80.085 78.940
R3 79.760 79.485 78.775
R2 79.160 79.160 78.720
R1 78.885 78.885 78.665 79.023
PP 78.560 78.560 78.560 78.629
S1 78.285 78.285 78.555 78.423
S2 77.960 77.960 78.500
S3 77.360 77.685 78.445
S4 76.760 77.085 78.280
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 77.675 1.325 1.7% 0.618 0.8% 71% False False 19,299
10 79.000 76.740 2.260 2.9% 0.595 0.8% 83% False False 17,211
20 79.000 76.740 2.260 2.9% 0.623 0.8% 83% False False 15,819
40 79.000 74.655 4.345 5.5% 0.639 0.8% 91% False False 13,605
60 79.000 74.545 4.455 5.7% 0.613 0.8% 91% False False 9,126
80 79.000 74.545 4.455 5.7% 0.562 0.7% 91% False False 6,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.099
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.385
2.618 80.406
1.618 79.806
1.000 79.435
0.618 79.206
HIGH 78.835
0.618 78.606
0.500 78.535
0.382 78.464
LOW 78.235
0.618 77.864
1.000 77.635
1.618 77.264
2.618 76.664
4.250 75.685
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 78.585 78.579
PP 78.560 78.548
S1 78.535 78.518

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

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