ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	80.475	80.615	0.140	0.2%	80.535
High	80.880	80.865	-0.015	0.0%	81.340
Low	80.440	80.315	-0.125	-0.2%	79.835
Close	80.605	80.465	-0.140	-0.2%	80.460
Range	0.440	0.550	0.110	25.0%	1.505
ATR	0.672	0.663	-0.009	-1.3%	0.000
Volume	28,710	24,082	-4,628	-16.1%	133,733

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.198	81.882	80.768
R3	81.648	81.332	80.616
R2	81.098	81.098	80.566
R1	80.782	80.782	80.515	80.665
PP	80.548	80.548	80.548	80.490
S1	80.232	80.232	80.415	80.115
S2	79.998	79.998	80.364
S3	79.448	79.682	80.314
S4	78.898	79.132	80.163

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	80.920	79.970	0.950	1.2%	0.538	0.7%	52%	False	False	24,713
10	81.340	79.835	1.505	1.9%	0.650	0.8%	42%	False	False	25,169
20	81.430	79.610	1.820	2.3%	0.703	0.9%	47%	False	False	24,987
40	81.430	76.740	4.690	5.8%	0.651	0.8%	79%	False	False	22,867
60	81.430	76.235	5.195	6.5%	0.649	0.8%	81%	False	False	20,953
80	81.430	74.545	6.885	8.6%	0.647	0.8%	86%	False	False	16,105
100	81.430	74.545	6.885	8.6%	0.617	0.8%	86%	False	False	12,905
120	81.430	74.545	6.885	8.6%	0.568	0.7%	86%	False	False	10,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.173
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	83.203
2.618	82.305
1.618	81.755
1.000	81.415
0.618	81.205
HIGH	80.865
0.618	80.655
0.500	80.590
0.382	80.525
LOW	80.315
0.618	79.975
1.000	79.765
1.618	79.425
2.618	78.875
4.250	77.978

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	80.590	80.490
PP	80.548	80.482
S1	80.507	80.473

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols