ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 80.530 79.895 -0.635 -0.8% 79.610
High 80.530 80.435 -0.095 -0.1% 80.820
Low 79.650 79.770 0.120 0.2% 78.830
Close 79.990 80.140 0.150 0.2% 80.595
Range 0.880 0.665 -0.215 -24.4% 1.990
ATR 0.626 0.629 0.003 0.4% 0.000
Volume 26,857 41,765 14,908 55.5% 108,414
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.110 81.790 80.506
R3 81.445 81.125 80.323
R2 80.780 80.780 80.262
R1 80.460 80.460 80.201 80.620
PP 80.115 80.115 80.115 80.195
S1 79.795 79.795 80.079 79.955
S2 79.450 79.450 80.018
S3 78.785 79.130 79.957
S4 78.120 78.465 79.774
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 79.510 1.310 1.6% 0.684 0.9% 48% False False 32,587
10 80.820 78.750 2.070 2.6% 0.619 0.8% 67% False False 26,552
20 80.820 76.740 4.080 5.1% 0.605 0.8% 83% False False 21,835
40 80.820 76.260 4.560 5.7% 0.629 0.8% 85% False False 19,276
60 80.820 74.545 6.275 7.8% 0.626 0.8% 89% False False 13,840
80 80.820 74.545 6.275 7.8% 0.599 0.7% 89% False False 10,406
100 80.820 74.545 6.275 7.8% 0.545 0.7% 89% False False 8,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.159
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.261
2.618 82.176
1.618 81.511
1.000 81.100
0.618 80.846
HIGH 80.435
0.618 80.181
0.500 80.103
0.382 80.024
LOW 79.770
0.618 79.359
1.000 79.105
1.618 78.694
2.618 78.029
4.250 76.944
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 80.128 80.158
PP 80.115 80.152
S1 80.103 80.146

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

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