ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 78.305 78.675 0.370 0.5% 77.165
High 78.835 79.050 0.215 0.3% 79.000
Low 78.235 78.530 0.295 0.4% 77.090
Close 78.610 78.870 0.260 0.3% 78.430
Range 0.600 0.520 -0.080 -13.3% 1.910
ATR 0.629 0.622 -0.008 -1.2% 0.000
Volume 11,278 19,076 7,798 69.1% 67,024
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.377 80.143 79.156
R3 79.857 79.623 79.013
R2 79.337 79.337 78.965
R1 79.103 79.103 78.918 79.220
PP 78.817 78.817 78.817 78.875
S1 78.583 78.583 78.822 78.700
S2 78.297 78.297 78.775
S3 77.777 78.063 78.727
S4 77.257 77.543 78.584
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 79.050 78.200 0.850 1.1% 0.529 0.7% 79% True False 20,305
10 79.050 76.740 2.310 2.9% 0.590 0.7% 92% True False 17,119
20 79.050 76.740 2.310 2.9% 0.629 0.8% 92% True False 16,011
40 79.050 74.655 4.395 5.6% 0.636 0.8% 96% True False 14,075
60 79.050 74.545 4.505 5.7% 0.613 0.8% 96% True False 9,443
80 79.050 74.545 4.505 5.7% 0.569 0.7% 96% True False 7,089
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 0.098
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.260
2.618 80.411
1.618 79.891
1.000 79.570
0.618 79.371
HIGH 79.050
0.618 78.851
0.500 78.790
0.382 78.729
LOW 78.530
0.618 78.209
1.000 78.010
1.618 77.689
2.618 77.169
4.250 76.320
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 78.843 78.788
PP 78.817 78.707
S1 78.790 78.625

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

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