ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 78.975 79.240 0.265 0.3% 78.430
High 79.265 79.680 0.415 0.5% 79.680
Low 78.750 79.070 0.320 0.4% 78.200
Close 79.100 79.650 0.550 0.7% 79.650
Range 0.515 0.610 0.095 18.4% 1.480
ATR 0.614 0.614 0.000 0.0% 0.000
Volume 20,803 25,010 4,207 20.2% 96,851
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.297 81.083 79.986
R3 80.687 80.473 79.818
R2 80.077 80.077 79.762
R1 79.863 79.863 79.706 79.970
PP 79.467 79.467 79.467 79.520
S1 79.253 79.253 79.594 79.360
S2 78.857 78.857 79.538
S3 78.247 78.643 79.482
S4 77.637 78.033 79.315
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.617 83.113 80.464
R3 82.137 81.633 80.057
R2 80.657 80.657 79.921
R1 80.153 80.153 79.786 80.405
PP 79.177 79.177 79.177 79.303
S1 78.673 78.673 79.514 78.925
S2 77.697 77.697 79.379
S3 76.217 77.193 79.243
S4 74.737 75.713 78.836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.680 78.200 1.480 1.9% 0.512 0.6% 98% True False 19,370
10 79.680 76.985 2.695 3.4% 0.608 0.8% 99% True False 17,625
20 79.680 76.740 2.940 3.7% 0.634 0.8% 99% True False 17,476
40 79.680 74.655 5.025 6.3% 0.635 0.8% 99% True False 15,212
60 79.680 74.545 5.135 6.4% 0.617 0.8% 99% True False 10,206
80 79.680 74.545 5.135 6.4% 0.573 0.7% 99% True False 7,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.121
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.273
2.618 81.277
1.618 80.667
1.000 80.290
0.618 80.057
HIGH 79.680
0.618 79.447
0.500 79.375
0.382 79.303
LOW 79.070
0.618 78.693
1.000 78.460
1.618 78.083
2.618 77.473
4.250 76.478
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 79.558 79.468
PP 79.467 79.287
S1 79.375 79.105

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

View Archives - Comment on this page... - Back to Index of Symbols