ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 80.435 79.720 -0.715 -0.9% 80.560
High 80.445 80.610 0.165 0.2% 80.835
Low 79.655 79.610 -0.045 -0.1% 79.650
Close 79.755 80.475 0.720 0.9% 80.410
Range 0.790 1.000 0.210 26.6% 1.185
ATR 0.659 0.683 0.024 3.7% 0.000
Volume 2,065 24,947 22,882 1,108.1% 172,665
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.232 82.853 81.025
R3 82.232 81.853 80.750
R2 81.232 81.232 80.658
R1 80.853 80.853 80.567 81.043
PP 80.232 80.232 80.232 80.326
S1 79.853 79.853 80.383 80.043
S2 79.232 79.232 80.292
S3 78.232 78.853 80.200
S4 77.232 77.853 79.925
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 79.610 1.225 1.5% 0.799 1.0% 71% False True 26,028
10 80.835 78.830 2.005 2.5% 0.754 0.9% 82% False False 26,677
20 80.835 77.675 3.160 3.9% 0.657 0.8% 89% False False 23,473
40 80.835 76.740 4.095 5.1% 0.649 0.8% 91% False False 19,705
60 80.835 74.545 6.290 7.8% 0.645 0.8% 94% False False 15,302
80 80.835 74.545 6.290 7.8% 0.616 0.8% 94% False False 11,510
100 80.835 74.545 6.290 7.8% 0.571 0.7% 94% False False 9,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.130
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 84.860
2.618 83.228
1.618 82.228
1.000 81.610
0.618 81.228
HIGH 80.610
0.618 80.228
0.500 80.110
0.382 79.992
LOW 79.610
0.618 78.992
1.000 78.610
1.618 77.992
2.618 76.992
4.250 75.360
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 80.353 80.391
PP 80.232 80.307
S1 80.110 80.223

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

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