ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 79.635 80.300 0.665 0.8% 79.610
High 80.225 80.820 0.595 0.7% 80.820
Low 79.510 80.095 0.585 0.7% 78.830
Close 80.075 80.595 0.520 0.6% 80.595
Range 0.715 0.725 0.010 1.4% 1.990
ATR 0.611 0.620 0.010 1.6% 0.000
Volume 22,672 28,966 6,294 27.8% 108,414
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.678 82.362 80.994
R3 81.953 81.637 80.794
R2 81.228 81.228 80.728
R1 80.912 80.912 80.661 81.070
PP 80.503 80.503 80.503 80.583
S1 80.187 80.187 80.529 80.345
S2 79.778 79.778 80.462
S3 79.053 79.462 80.396
S4 78.328 78.737 80.196
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.052 85.313 81.690
R3 84.062 83.323 81.142
R2 82.072 82.072 80.960
R1 81.333 81.333 80.777 81.703
PP 80.082 80.082 80.082 80.266
S1 79.343 79.343 80.413 79.713
S2 78.092 78.092 80.230
S3 76.102 77.353 80.048
S4 74.112 75.363 79.501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.820 78.830 1.990 2.5% 0.617 0.8% 89% True False 21,682
10 80.820 78.200 2.620 3.3% 0.565 0.7% 91% True False 20,526
20 80.820 76.740 4.080 5.1% 0.614 0.8% 94% True False 19,200
40 80.820 75.875 4.945 6.1% 0.619 0.8% 95% True False 17,556
60 80.820 74.545 6.275 7.8% 0.619 0.8% 96% True False 11,988
80 80.820 74.545 6.275 7.8% 0.586 0.7% 96% True False 9,016
100 80.820 74.545 6.275 7.8% 0.537 0.7% 96% True False 7,215
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 0.166
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.901
2.618 82.718
1.618 81.993
1.000 81.545
0.618 81.268
HIGH 80.820
0.618 80.543
0.500 80.458
0.382 80.372
LOW 80.095
0.618 79.647
1.000 79.370
1.618 78.922
2.618 78.197
4.250 77.014
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 80.549 80.338
PP 80.503 80.082
S1 80.458 79.825

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

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