ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 79.240 79.610 0.370 0.5% 78.430
High 79.680 79.760 0.080 0.1% 79.680
Low 79.070 79.350 0.280 0.4% 78.200
Close 79.650 79.420 -0.230 -0.3% 79.650
Range 0.610 0.410 -0.200 -32.8% 1.480
ATR 0.614 0.599 -0.015 -2.4% 0.000
Volume 25,010 23,437 -1,573 -6.3% 96,851
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 80.740 80.490 79.646
R3 80.330 80.080 79.533
R2 79.920 79.920 79.495
R1 79.670 79.670 79.458 79.590
PP 79.510 79.510 79.510 79.470
S1 79.260 79.260 79.382 79.180
S2 79.100 79.100 79.345
S3 78.690 78.850 79.307
S4 78.280 78.440 79.195
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 79.760 78.235 1.525 1.9% 0.531 0.7% 78% True False 19,920
10 79.760 77.090 2.670 3.4% 0.591 0.7% 87% True False 18,731
20 79.760 76.740 3.020 3.8% 0.625 0.8% 89% True False 18,024
40 79.760 74.750 5.010 6.3% 0.625 0.8% 93% True False 15,792
60 79.760 74.545 5.215 6.6% 0.617 0.8% 93% True False 10,597
80 79.760 74.545 5.215 6.6% 0.575 0.7% 93% True False 7,954
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.133
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.503
2.618 80.833
1.618 80.423
1.000 80.170
0.618 80.013
HIGH 79.760
0.618 79.603
0.500 79.555
0.382 79.507
LOW 79.350
0.618 79.097
1.000 78.940
1.618 78.687
2.618 78.277
4.250 77.608
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 79.555 79.365
PP 79.510 79.310
S1 79.465 79.255

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

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