ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 80.535 80.930 0.395 0.5% 80.690
High 81.315 81.340 0.025 0.0% 81.195
Low 80.330 80.425 0.095 0.1% 80.145
Close 80.705 80.575 -0.130 -0.2% 80.440
Range 0.985 0.915 -0.070 -7.1% 1.050
ATR 0.703 0.718 0.015 2.1% 0.000
Volume 29,001 26,585 -2,416 -8.3% 107,354
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 83.525 82.965 81.078
R3 82.610 82.050 80.827
R2 81.695 81.695 80.743
R1 81.135 81.135 80.659 80.958
PP 80.780 80.780 80.780 80.691
S1 80.220 80.220 80.491 80.043
S2 79.865 79.865 80.407
S3 78.950 79.305 80.323
S4 78.035 78.390 80.072
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 81.340 80.190 1.150 1.4% 0.722 0.9% 33% True False 25,447
10 81.430 79.610 1.820 2.3% 0.761 0.9% 53% False False 24,439
20 81.430 78.830 2.600 3.2% 0.730 0.9% 67% False False 25,205
40 81.430 76.740 4.690 5.8% 0.677 0.8% 82% False False 21,614
60 81.430 74.750 6.680 8.3% 0.660 0.8% 87% False False 18,930
80 81.430 74.545 6.885 8.5% 0.645 0.8% 88% False False 14,249
100 81.430 74.545 6.885 8.5% 0.606 0.8% 88% False False 11,404
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 0.209
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.229
2.618 83.735
1.618 82.820
1.000 82.255
0.618 81.905
HIGH 81.340
0.618 80.990
0.500 80.883
0.382 80.775
LOW 80.425
0.618 79.860
1.000 79.510
1.618 78.945
2.618 78.030
4.250 76.536
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 80.883 80.765
PP 80.780 80.702
S1 80.678 80.638

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

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