ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	79.950	80.485	0.535	0.7%	80.000
High	80.665	81.135	0.470	0.6%	81.135
Low	79.945	80.440	0.495	0.6%	79.730
Close	80.440	80.975	0.535	0.7%	80.975
Range	0.720	0.695	-0.025	-3.5%	1.405
ATR	0.597	0.604	0.007	1.2%	0.000
Volume	21,885	24,334	2,449	11.2%	138,751

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.935	82.650	81.357
R3	82.240	81.955	81.166
R2	81.545	81.545	81.102
R1	81.260	81.260	81.039	81.403
PP	80.850	80.850	80.850	80.921
S1	80.565	80.565	80.911	80.708
S2	80.155	80.155	80.848
S3	79.460	79.870	80.784
S4	78.765	79.175	80.593

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.828	84.307	81.748
R3	83.423	82.902	81.361
R2	82.018	82.018	81.233
R1	81.497	81.497	81.104	81.758
PP	80.613	80.613	80.613	80.744
S1	80.092	80.092	80.846	80.353
S2	79.208	79.208	80.717
S3	77.803	78.687	80.589
S4	76.398	77.282	80.202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.135	79.730	1.405	1.7%	0.621	0.8%	89%	True	False	27,750
10	81.135	79.730	1.405	1.7%	0.549	0.7%	89%	True	False	20,893
20	81.600	79.730	1.870	2.3%	0.601	0.7%	67%	False	False	10,778
40	81.700	78.690	3.010	3.7%	0.552	0.7%	76%	False	False	5,491

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.085
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.089
2.618	82.955
1.618	82.260
1.000	81.830
0.618	81.565
HIGH	81.135
0.618	80.870
0.500	80.788
0.382	80.705
LOW	80.440
0.618	80.010
1.000	79.745
1.618	79.315
2.618	78.620
4.250	77.486

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	80.913	80.794
PP	80.850	80.613
S1	80.788	80.433

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