ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 12-Mar-2010

Day Change Summary
	Previous	Current
	11-Mar-2010	12-Mar-2010	Change	Change %	Previous Week
Open	80.800	80.540	-0.260	-0.3%	80.720
High	80.840	80.600	-0.240	-0.3%	81.135
Low	80.525	79.945	-0.580	-0.7%	79.945
Close	80.595	80.075	-0.520	-0.6%	80.075
Range	0.315	0.655	0.340	107.9%	1.190
ATR	0.581	0.587	0.005	0.9%	0.000
Volume	15,777	31,219	15,442	97.9%	70,188

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.172	81.778	80.435
R3	81.517	81.123	80.255
R2	80.862	80.862	80.195
R1	80.468	80.468	80.135	80.338
PP	80.207	80.207	80.207	80.141
S1	79.813	79.813	80.015	79.683
S2	79.552	79.552	79.955
S3	78.897	79.158	79.895
S4	78.242	78.503	79.715

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.955	83.205	80.730
R3	82.765	82.015	80.402
R2	81.575	81.575	80.293
R1	80.825	80.825	80.184	80.605
PP	80.385	80.385	80.385	80.275
S1	79.635	79.635	79.966	79.415
S2	79.195	79.195	79.857
S3	78.005	78.445	79.748
S4	76.815	77.255	79.421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.135	79.945	1.190	1.5%	0.476	0.6%	11%	False	True	14,037
10	81.600	79.945	1.655	2.1%	0.620	0.8%	8%	False	True	7,555
20	81.700	79.920	1.780	2.2%	0.620	0.8%	9%	False	False	3,884
40	81.700	77.405	4.295	5.4%	0.523	0.7%	62%	False	False	2,026

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.139
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.384
2.618	82.315
1.618	81.660
1.000	81.255
0.618	81.005
HIGH	80.600
0.618	80.350
0.500	80.273
0.382	80.195
LOW	79.945
0.618	79.540
1.000	79.290
1.618	78.885
2.618	78.230
4.250	77.161

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	80.273	80.538
PP	80.207	80.383
S1	80.141	80.229

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