ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 80.020 80.180 0.160 0.2% 80.560
High 80.600 80.835 0.235 0.3% 80.835
Low 79.820 80.075 0.255 0.3% 79.650
Close 80.100 80.410 0.310 0.4% 80.410
Range 0.780 0.760 -0.020 -2.6% 1.185
ATR 0.640 0.649 0.009 1.3% 0.000
Volume 29,073 32,291 3,218 11.1% 172,665
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.720 82.325 80.828
R3 81.960 81.565 80.619
R2 81.200 81.200 80.549
R1 80.805 80.805 80.480 81.003
PP 80.440 80.440 80.440 80.539
S1 80.045 80.045 80.340 80.243
S2 79.680 79.680 80.271
S3 78.920 79.285 80.201
S4 78.160 78.525 79.992
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.853 83.317 81.062
R3 82.668 82.132 80.736
R2 81.483 81.483 80.627
R1 80.947 80.947 80.519 80.623
PP 80.298 80.298 80.298 80.136
S1 79.762 79.762 80.301 79.438
S2 79.113 79.113 80.193
S3 77.928 78.577 80.084
S4 76.743 77.392 79.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.835 79.650 1.185 1.5% 0.704 0.9% 64% True False 34,533
10 80.835 78.830 2.005 2.5% 0.661 0.8% 79% True False 28,107
20 80.835 76.985 3.850 4.8% 0.634 0.8% 89% True False 22,866
40 80.835 76.725 4.110 5.1% 0.637 0.8% 90% True False 19,803
60 80.835 74.545 6.290 7.8% 0.634 0.8% 93% True False 14,855
80 80.835 74.545 6.290 7.8% 0.609 0.8% 93% True False 11,172
100 80.835 74.545 6.290 7.8% 0.559 0.7% 93% True False 8,941
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 0.150
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.065
2.618 82.825
1.618 82.065
1.000 81.595
0.618 81.305
HIGH 80.835
0.618 80.545
0.500 80.455
0.382 80.365
LOW 80.075
0.618 79.605
1.000 79.315
1.618 78.845
2.618 78.085
4.250 76.845
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 80.455 80.374
PP 80.440 80.338
S1 80.425 80.303

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

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