ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	80.785	81.185	0.400	0.5%	80.000
High	81.250	82.310	1.060	1.3%	81.135
Low	80.775	81.125	0.350	0.4%	79.730
Close	81.118	82.106	0.988	1.2%	80.975
Range	0.475	1.185	0.710	149.5%	1.405
ATR	0.592	0.635	0.043	7.2%	0.000
Volume	19,510	19,867	357	1.8%	138,751

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.402	84.939	82.758
R3	84.217	83.754	82.432
R2	83.032	83.032	82.323
R1	82.569	82.569	82.215	82.801
PP	81.847	81.847	81.847	81.963
S1	81.384	81.384	81.997	81.616
S2	80.662	80.662	81.889
S3	79.477	80.199	81.780
S4	78.292	79.014	81.454

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	82.310	79.945	2.365	2.9%	0.728	0.9%	91%	True	False	22,537
10	82.310	79.730	2.580	3.1%	0.630	0.8%	92%	True	False	25,221
20	82.310	79.730	2.580	3.1%	0.629	0.8%	92%	True	False	14,076
40	82.310	79.250	3.060	3.7%	0.586	0.7%	93%	True	False	7,152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.070
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	87.346
2.618	85.412
1.618	84.227
1.000	83.495
0.618	83.042
HIGH	82.310
0.618	81.857
0.500	81.718
0.382	81.578
LOW	81.125
0.618	80.393
1.000	79.940
1.618	79.208
2.618	78.023
4.250	76.089

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	81.977	81.918
PP	81.847	81.730
S1	81.718	81.543

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