ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 79.610 79.410 -0.200 -0.3% 78.430
High 79.760 79.580 -0.180 -0.2% 79.680
Low 79.350 79.135 -0.215 -0.3% 78.200
Close 79.420 79.180 -0.240 -0.3% 79.650
Range 0.410 0.445 0.035 8.5% 1.480
ATR 0.599 0.588 -0.011 -1.8% 0.000
Volume 23,437 17,882 -5,555 -23.7% 96,851
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 80.633 80.352 79.425
R3 80.188 79.907 79.302
R2 79.743 79.743 79.262
R1 79.462 79.462 79.221 79.380
PP 79.298 79.298 79.298 79.258
S1 79.017 79.017 79.139 78.935
S2 78.853 78.853 79.098
S3 78.408 78.572 79.058
S4 77.963 78.127 78.935
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 78.530 1.230 1.6% 0.500 0.6% 53% False False 21,241
10 79.760 77.675 2.085 2.6% 0.559 0.7% 72% False False 20,270
20 79.760 76.740 3.020 3.8% 0.596 0.8% 81% False False 18,520
40 79.760 74.750 5.010 6.3% 0.629 0.8% 88% False False 16,229
60 79.760 74.545 5.215 6.6% 0.613 0.8% 89% False False 10,893
80 79.760 74.545 5.215 6.6% 0.575 0.7% 89% False False 8,178
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.143
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.471
2.618 80.745
1.618 80.300
1.000 80.025
0.618 79.855
HIGH 79.580
0.618 79.410
0.500 79.358
0.382 79.305
LOW 79.135
0.618 78.860
1.000 78.690
1.618 78.415
2.618 77.970
4.250 77.244
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 79.358 79.415
PP 79.298 79.337
S1 79.239 79.258

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

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