ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 79.720 80.630 0.910 1.1% 80.560
High 80.610 81.200 0.590 0.7% 80.835
Low 79.610 80.255 0.645 0.8% 79.650
Close 80.475 80.465 -0.010 0.0% 80.410
Range 1.000 0.945 -0.055 -5.5% 1.185
ATR 0.683 0.702 0.019 2.7% 0.000
Volume 24,947 28,409 3,462 13.9% 172,665
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.475 82.915 80.985
R3 82.530 81.970 80.725
R2 81.585 81.585 80.638
R1 81.025 81.025 80.552 80.833
PP 80.640 80.640 80.640 80.544
S1 80.080 80.080 80.378 79.888
S2 79.695 79.695 80.292
S3 78.750 79.135 80.205
S4 77.805 78.190 79.945
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 81.200 79.610 1.590 2.0% 0.855 1.1% 54% True False 23,357
10 81.200 79.510 1.690 2.1% 0.770 1.0% 57% True False 27,972
20 81.200 78.200 3.000 3.7% 0.656 0.8% 76% True False 24,192
40 81.200 76.740 4.460 5.5% 0.648 0.8% 84% True False 20,010
60 81.200 74.545 6.655 8.3% 0.654 0.8% 89% True False 15,774
80 81.200 74.545 6.655 8.3% 0.623 0.8% 89% True False 11,864
100 81.200 74.545 6.655 8.3% 0.575 0.7% 89% True False 9,495
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 True
Stretch 0.136
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.216
2.618 83.674
1.618 82.729
1.000 82.145
0.618 81.784
HIGH 81.200
0.618 80.839
0.500 80.728
0.382 80.616
LOW 80.255
0.618 79.671
1.000 79.310
1.618 78.726
2.618 77.781
4.250 76.239
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 80.728 80.445
PP 80.640 80.425
S1 80.553 80.405

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

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