ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 80.560 80.530 -0.030 0.0% 79.610
High 80.665 80.530 -0.135 -0.2% 80.820
Low 80.230 79.650 -0.580 -0.7% 78.830
Close 80.440 79.990 -0.450 -0.6% 80.595
Range 0.435 0.880 0.445 102.3% 1.990
ATR 0.607 0.626 0.020 3.2% 0.000
Volume 42,679 26,857 -15,822 -37.1% 108,414
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.697 82.223 80.474
R3 81.817 81.343 80.232
R2 80.937 80.937 80.151
R1 80.463 80.463 80.071 80.260
PP 80.057 80.057 80.057 79.955
S1 79.583 79.583 79.909 79.380
S2 79.177 79.177 79.829
S3 78.297 78.703 79.748
S4 77.417 77.823 79.506
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% 0.709 0.9% 58% False False 27,326
10 80.820 78.530 2.290 2.9% 0.605 0.8% 64% False False 24,283
20 80.820 76.740 4.080 5.1% 0.600 0.7% 80% False False 20,747
40 80.820 76.235 4.585 5.7% 0.622 0.8% 82% False False 18,935
60 80.820 74.545 6.275 7.8% 0.629 0.8% 87% False False 13,144
80 80.820 74.545 6.275 7.8% 0.596 0.7% 87% False False 9,885
100 80.820 74.545 6.275 7.8% 0.541 0.7% 87% False False 7,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.161
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 84.270
2.618 82.834
1.618 81.954
1.000 81.410
0.618 81.074
HIGH 80.530
0.618 80.194
0.500 80.090
0.382 79.986
LOW 79.650
0.618 79.106
1.000 78.770
1.618 78.226
2.618 77.346
4.250 75.910
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 80.090 80.235
PP 80.057 80.153
S1 80.023 80.072

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

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