ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 80.300 80.560 0.260 0.3% 79.610
High 80.820 80.665 -0.155 -0.2% 80.820
Low 80.095 80.230 0.135 0.2% 78.830
Close 80.595 80.440 -0.155 -0.2% 80.595
Range 0.725 0.435 -0.290 -40.0% 1.990
ATR 0.620 0.607 -0.013 -2.1% 0.000
Volume 28,966 42,679 13,713 47.3% 108,414
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.750 81.530 80.679
R3 81.315 81.095 80.560
R2 80.880 80.880 80.520
R1 80.660 80.660 80.480 80.553
PP 80.445 80.445 80.445 80.391
S1 80.225 80.225 80.400 80.118
S2 80.010 80.010 80.360
S3 79.575 79.790 80.320
S4 79.140 79.355 80.201
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% 0.622 0.8% 81% False False 25,531
10 80.820 78.235 2.585 3.2% 0.577 0.7% 85% False False 22,726
20 80.820 76.740 4.080 5.1% 0.592 0.7% 91% False False 20,568
40 80.820 76.200 4.620 5.7% 0.611 0.8% 92% False False 18,428
60 80.820 74.545 6.275 7.8% 0.621 0.8% 94% False False 12,698
80 80.820 74.545 6.275 7.8% 0.589 0.7% 94% False False 9,549
100 80.820 74.545 6.275 7.8% 0.535 0.7% 94% False False 7,642
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.168
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.514
2.618 81.804
1.618 81.369
1.000 81.100
0.618 80.934
HIGH 80.665
0.618 80.499
0.500 80.448
0.382 80.396
LOW 80.230
0.618 79.961
1.000 79.795
1.618 79.526
2.618 79.091
4.250 78.381
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 80.448 80.348
PP 80.445 80.257
S1 80.443 80.165

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

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