ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 78.675 78.975 0.300 0.4% 77.165
High 79.050 79.265 0.215 0.3% 79.000
Low 78.530 78.750 0.220 0.3% 77.090
Close 78.870 79.100 0.230 0.3% 78.430
Range 0.520 0.515 -0.005 -1.0% 1.910
ATR 0.622 0.614 -0.008 -1.2% 0.000
Volume 19,076 20,803 1,727 9.1% 67,024
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.583 80.357 79.383
R3 80.068 79.842 79.242
R2 79.553 79.553 79.194
R1 79.327 79.327 79.147 79.440
PP 79.038 79.038 79.038 79.095
S1 78.812 78.812 79.053 78.925
S2 78.523 78.523 79.006
S3 78.008 78.297 78.958
S4 77.493 77.782 78.817
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 79.265 78.200 1.065 1.3% 0.492 0.6% 85% True False 20,302
10 79.265 76.810 2.455 3.1% 0.583 0.7% 93% True False 16,703
20 79.265 76.740 2.525 3.2% 0.624 0.8% 93% True False 16,816
40 79.265 74.655 4.610 5.8% 0.631 0.8% 96% True False 14,595
60 79.265 74.545 4.720 6.0% 0.615 0.8% 97% True False 9,790
80 79.265 74.545 4.720 6.0% 0.568 0.7% 97% True False 7,349
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 0.115
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.454
2.618 80.613
1.618 80.098
1.000 79.780
0.618 79.583
HIGH 79.265
0.618 79.068
0.500 79.008
0.382 78.947
LOW 78.750
0.618 78.432
1.000 78.235
1.618 77.917
2.618 77.402
4.250 76.561
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 79.069 78.983
PP 79.038 78.867
S1 79.008 78.750

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

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