ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	79.410	79.145	-0.265	-0.3%	78.430
High	79.580	79.620	0.040	0.1%	79.680
Low	79.135	78.830	-0.305	-0.4%	78.200
Close	79.180	79.550	0.370	0.5%	79.650
Range	0.445	0.790	0.345	77.5%	1.480
ATR	0.588	0.602	0.014	2.5%	0.000
Volume	17,882	15,457	-2,425	-13.6%	96,851

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.703	81.417	79.985
R3	80.913	80.627	79.767
R2	80.123	80.123	79.695
R1	79.837	79.837	79.622	79.980
PP	79.333	79.333	79.333	79.405
S1	79.047	79.047	79.478	79.190
S2	78.543	78.543	79.405
S3	77.753	78.257	79.333
S4	76.963	77.467	79.116

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	78.750	1.010	1.3%	0.554	0.7%	79%	False	False	20,517
10	79.760	78.200	1.560	2.0%	0.542	0.7%	87%	False	False	20,411
20	79.760	76.740	3.020	3.8%	0.608	0.8%	93%	False	False	18,379
40	79.760	74.930	4.830	6.1%	0.638	0.8%	96%	False	False	16,607
60	79.760	74.545	5.215	6.6%	0.619	0.8%	96%	False	False	11,140
80	79.760	74.545	5.215	6.6%	0.578	0.7%	96%	False	False	8,371
100	79.760	74.545	5.215	6.6%	0.524	0.7%	96%	False	False	6,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.174
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	82.978
2.618	81.688
1.618	80.898
1.000	80.410
0.618	80.108
HIGH	79.620
0.618	79.318
0.500	79.225
0.382	79.132
LOW	78.830
0.618	78.342
1.000	78.040
1.618	77.552
2.618	76.762
4.250	75.473

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	79.442	79.465
PP	79.333	79.380
S1	79.225	79.295

Download as Excel Spreadsheet

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

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