ICE US Dollar Index Future June 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	80.345	80.885	0.540	0.7%	80.685
High	80.970	81.200	0.230	0.3%	81.600
Low	80.270	80.615	0.345	0.4%	80.135
Close	80.880	80.740	-0.140	-0.2%	80.740
Range	0.700	0.585	-0.115	-16.4%	1.465
ATR	0.638	0.634	-0.004	-0.6%	0.000
Volume	1,136	2,017	881	77.6%	5,364

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.607	82.258	81.062
R3	82.022	81.673	80.901
R2	81.437	81.437	80.847
R1	81.088	81.088	80.794	80.970
PP	80.852	80.852	80.852	80.793
S1	80.503	80.503	80.686	80.385
S2	80.267	80.267	80.633
S3	79.682	79.918	80.579
S4	79.097	79.333	80.418

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.220	84.445	81.546
R3	83.755	82.980	81.143
R2	82.290	82.290	81.009
R1	81.515	81.515	80.874	81.903
PP	80.825	80.825	80.825	81.019
S1	80.050	80.050	80.606	80.438
S2	79.360	79.360	80.471
S3	77.895	78.585	80.337
S4	76.430	77.120	79.934

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.600	80.135	1.465	1.8%	0.763	0.9%	41%	False	False	1,072
10	81.600	80.135	1.465	1.8%	0.654	0.8%	41%	False	False	663
20	81.700	79.920	1.780	2.2%	0.639	0.8%	46%	False	False	516
40	81.700	77.170	4.530	5.6%	0.493	0.6%	79%	False	False	277

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.181
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.686
2.618	82.732
1.618	82.147
1.000	81.785
0.618	81.562
HIGH	81.200
0.618	80.977
0.500	80.908
0.382	80.838
LOW	80.615
0.618	80.253
1.000	80.030
1.618	79.668
2.618	79.083
4.250	78.129

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	80.908	80.716
PP	80.852	80.692
S1	80.796	80.668

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