ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 80.615 80.535 -0.080 -0.1% 80.535
High 80.865 80.570 -0.295 -0.4% 81.340
Low 80.315 80.250 -0.065 -0.1% 79.835
Close 80.465 80.315 -0.150 -0.2% 80.460
Range 0.550 0.320 -0.230 -41.8% 1.505
ATR 0.663 0.639 -0.025 -3.7% 0.000
Volume 24,082 31,099 7,017 29.1% 133,733
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 81.338 81.147 80.491
R3 81.018 80.827 80.403
R2 80.698 80.698 80.374
R1 80.507 80.507 80.344 80.443
PP 80.378 80.378 80.378 80.346
S1 80.187 80.187 80.286 80.123
S2 80.058 80.058 80.256
S3 79.738 79.867 80.227
S4 79.418 79.547 80.139
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 80.100 0.820 1.0% 0.456 0.6% 26% False False 25,361
10 81.340 79.835 1.505 1.9% 0.632 0.8% 32% False False 26,059
20 81.430 79.610 1.820 2.3% 0.686 0.9% 39% False False 24,454
40 81.430 76.740 4.690 5.8% 0.645 0.8% 76% False False 23,145
60 81.430 76.260 5.170 6.4% 0.648 0.8% 78% False False 21,002
80 81.430 74.545 6.885 8.6% 0.641 0.8% 84% False False 16,493
100 81.430 74.545 6.885 8.6% 0.617 0.8% 84% False False 13,216
120 81.430 74.545 6.885 8.6% 0.569 0.7% 84% False False 11,015
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.153
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 81.930
2.618 81.408
1.618 81.088
1.000 80.890
0.618 80.768
HIGH 80.570
0.618 80.448
0.500 80.410
0.382 80.372
LOW 80.250
0.618 80.052
1.000 79.930
1.618 79.732
2.618 79.412
4.250 78.890
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 80.410 80.565
PP 80.378 80.482
S1 80.347 80.398

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

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