ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 80.630 81.195 0.565 0.7% 80.435
High 81.200 81.430 0.230 0.3% 81.430
Low 80.255 80.600 0.345 0.4% 79.610
Close 80.465 80.720 0.255 0.3% 80.720
Range 0.945 0.830 -0.115 -12.2% 1.820
ATR 0.702 0.721 0.019 2.7% 0.000
Volume 28,409 28,101 -308 -1.1% 83,522
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.407 82.893 81.177
R3 82.577 82.063 80.948
R2 81.747 81.747 80.872
R1 81.233 81.233 80.796 81.075
PP 80.917 80.917 80.917 80.838
S1 80.403 80.403 80.644 80.245
S2 80.087 80.087 80.568
S3 79.257 79.573 80.492
S4 78.427 78.743 80.264
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.047 85.203 81.721
R3 84.227 83.383 81.221
R2 82.407 82.407 81.054
R1 81.563 81.563 80.887 81.985
PP 80.587 80.587 80.587 80.798
S1 79.743 79.743 80.553 80.165
S2 78.767 78.767 80.386
S3 76.947 77.923 80.220
S4 75.127 76.103 79.719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.430 79.610 1.820 2.3% 0.865 1.1% 61% True False 23,162
10 81.430 79.610 1.820 2.3% 0.781 1.0% 61% True False 28,515
20 81.430 78.200 3.230 4.0% 0.662 0.8% 78% True False 24,556
40 81.430 76.740 4.690 5.8% 0.650 0.8% 85% True False 20,016
60 81.430 74.545 6.885 8.5% 0.654 0.8% 90% True False 16,242
80 81.430 74.545 6.885 8.5% 0.628 0.8% 90% True False 12,214
100 81.430 74.545 6.885 8.5% 0.579 0.7% 90% True False 9,776
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 0.147
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.958
2.618 83.603
1.618 82.773
1.000 82.260
0.618 81.943
HIGH 81.430
0.618 81.113
0.500 81.015
0.382 80.917
LOW 80.600
0.618 80.087
1.000 79.770
1.618 79.257
2.618 78.427
4.250 77.073
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 81.015 80.653
PP 80.917 80.587
S1 80.818 80.520

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

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