ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 09-Mar-2010

Day Change Summary
	Previous	Current
	08-Mar-2010	09-Mar-2010	Change	Change %	Previous Week
Open	80.720	80.770	0.050	0.1%	80.685
High	80.850	81.135	0.285	0.4%	81.600
Low	80.390	80.720	0.330	0.4%	80.135
Close	80.740	80.880	0.140	0.2%	80.740
Range	0.460	0.415	-0.045	-9.8%	1.465
ATR	0.622	0.607	-0.015	-2.4%	0.000
Volume	1,911	14,000	12,089	632.6%	5,364

Daily Pivots for day following 09-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.157	81.933	81.108
R3	81.742	81.518	80.994
R2	81.327	81.327	80.956
R1	81.103	81.103	80.918	81.215
PP	80.912	80.912	80.912	80.968
S1	80.688	80.688	80.842	80.800
S2	80.497	80.497	80.804
S3	80.082	80.273	80.766
S4	79.667	79.858	80.652

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	81.200	80.135	1.065	1.3%	0.583	0.7%	70%	False	False	4,091
10	81.600	80.135	1.465	1.8%	0.626	0.8%	51%	False	False	2,222
20	81.700	79.920	1.780	2.2%	0.623	0.8%	54%	False	False	1,269
40	81.700	77.170	4.530	5.6%	0.500	0.6%	82%	False	False	673

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.150
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	82.899
2.618	82.221
1.618	81.806
1.000	81.550
0.618	81.391
HIGH	81.135
0.618	80.976
0.500	80.928
0.382	80.879
LOW	80.720
0.618	80.464
1.000	80.305
1.618	80.049
2.618	79.634
4.250	78.956

Fisher Pivots for day following 09-Mar-2010
Pivot	1 day	3 day
R1	80.928	80.852
PP	80.912	80.823
S1	80.896	80.795

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