ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 79.145 79.635 0.490 0.6% 78.430
High 79.620 80.225 0.605 0.8% 79.680
Low 78.830 79.510 0.680 0.9% 78.200
Close 79.550 80.075 0.525 0.7% 79.650
Range 0.790 0.715 -0.075 -9.5% 1.480
ATR 0.602 0.611 0.008 1.3% 0.000
Volume 15,457 22,672 7,215 46.7% 96,851
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.082 81.793 80.468
R3 81.367 81.078 80.272
R2 80.652 80.652 80.206
R1 80.363 80.363 80.141 80.508
PP 79.937 79.937 79.937 80.009
S1 79.648 79.648 80.009 79.793
S2 79.222 79.222 79.944
S3 78.507 78.933 79.878
S4 77.792 78.218 79.682
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 80.225 78.830 1.395 1.7% 0.594 0.7% 89% True False 20,891
10 80.225 78.200 2.025 2.5% 0.543 0.7% 93% True False 20,596
20 80.225 76.740 3.485 4.4% 0.612 0.8% 96% True False 18,552
40 80.225 75.800 4.425 5.5% 0.621 0.8% 97% True False 17,155
60 80.225 74.545 5.680 7.1% 0.624 0.8% 97% True False 11,511
80 80.225 74.545 5.680 7.1% 0.583 0.7% 97% True False 8,654
100 80.225 74.545 5.680 7.1% 0.530 0.7% 97% True False 6,925
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 0.167
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.264
2.618 82.097
1.618 81.382
1.000 80.940
0.618 80.667
HIGH 80.225
0.618 79.952
0.500 79.868
0.382 79.783
LOW 79.510
0.618 79.068
1.000 78.795
1.618 78.353
2.618 77.638
4.250 76.471
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 80.006 79.893
PP 79.937 79.710
S1 79.868 79.528

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

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