ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 80.085 80.580 0.495 0.6% 80.535
High 80.700 80.920 0.220 0.3% 81.340
Low 79.970 80.430 0.460 0.6% 79.835
Close 80.585 80.460 -0.125 -0.2% 80.460
Range 0.730 0.490 -0.240 -32.9% 1.505
ATR 0.722 0.706 -0.017 -2.3% 0.000
Volume 27,859 23,691 -4,168 -15.0% 133,733
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.073 81.757 80.730
R3 81.583 81.267 80.595
R2 81.093 81.093 80.550
R1 80.777 80.777 80.505 80.690
PP 80.603 80.603 80.603 80.560
S1 80.287 80.287 80.415 80.200
S2 80.113 80.113 80.370
S3 79.623 79.797 80.325
S4 79.133 79.307 80.191
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.060 84.265 81.288
R3 83.555 82.760 80.874
R2 82.050 82.050 80.736
R1 81.255 81.255 80.598 80.900
PP 80.545 80.545 80.545 80.368
S1 79.750 79.750 80.322 79.395
S2 79.040 79.040 80.184
S3 77.535 78.245 80.046
S4 76.030 76.740 79.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.340 79.835 1.505 1.9% 0.777 1.0% 42% False False 26,746
10 81.340 79.835 1.505 1.9% 0.682 0.8% 42% False False 24,108
20 81.430 79.610 1.820 2.3% 0.731 0.9% 47% False False 26,312
40 81.430 76.740 4.690 5.8% 0.671 0.8% 79% False False 22,432
60 81.430 75.800 5.630 7.0% 0.658 0.8% 83% False False 20,207
80 81.430 74.545 6.885 8.6% 0.651 0.8% 86% False False 15,211
100 81.430 74.545 6.885 8.6% 0.612 0.8% 86% False False 12,185
120 81.430 74.545 6.885 8.6% 0.563 0.7% 86% False False 10,156
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.179
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 83.003
2.618 82.203
1.618 81.713
1.000 81.410
0.618 81.223
HIGH 80.920
0.618 80.733
0.500 80.675
0.382 80.617
LOW 80.430
0.618 80.127
1.000 79.940
1.618 79.637
2.618 79.147
4.250 78.348
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 80.675 80.433
PP 80.603 80.405
S1 80.532 80.378

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

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