ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 80.820 80.535 -0.285 -0.4% 80.690
High 80.835 81.315 0.480 0.6% 81.195
Low 80.190 80.330 0.140 0.2% 80.145
Close 80.440 80.705 0.265 0.3% 80.440
Range 0.645 0.985 0.340 52.7% 1.050
ATR 0.682 0.703 0.022 3.2% 0.000
Volume 23,741 29,001 5,260 22.2% 107,354
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 83.738 83.207 81.247
R3 82.753 82.222 80.976
R2 81.768 81.768 80.886
R1 81.237 81.237 80.795 81.503
PP 80.783 80.783 80.783 80.916
S1 80.252 80.252 80.615 80.518
S2 79.798 79.798 80.524
S3 78.813 79.267 80.434
S4 77.828 78.282 80.163
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.743 83.142 81.018
R3 82.693 82.092 80.729
R2 81.643 81.643 80.633
R1 81.042 81.042 80.536 80.818
PP 80.593 80.593 80.593 80.481
S1 79.992 79.992 80.344 79.768
S2 79.543 79.543 80.248
S3 78.493 78.942 80.151
S4 77.443 77.892 79.863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.315 80.145 1.170 1.4% 0.720 0.9% 48% True False 22,623
10 81.430 79.610 1.820 2.3% 0.748 0.9% 60% False False 21,987
20 81.430 78.830 2.600 3.2% 0.704 0.9% 72% False False 25,047
40 81.430 76.740 4.690 5.8% 0.669 0.8% 85% False False 21,262
60 81.430 74.655 6.775 8.4% 0.658 0.8% 89% False False 18,491
80 81.430 74.545 6.885 8.5% 0.639 0.8% 89% False False 13,917
100 81.430 74.545 6.885 8.5% 0.599 0.7% 89% False False 11,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.169
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.501
2.618 83.894
1.618 82.909
1.000 82.300
0.618 81.924
HIGH 81.315
0.618 80.939
0.500 80.823
0.382 80.706
LOW 80.330
0.618 79.721
1.000 79.345
1.618 78.736
2.618 77.751
4.250 76.144
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 80.823 80.753
PP 80.783 80.737
S1 80.744 80.721

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

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