ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 80.980 80.935 -0.045 -0.1% 80.435
High 80.980 81.195 0.215 0.3% 81.430
Low 80.410 80.700 0.290 0.4% 79.610
Close 80.915 80.860 -0.055 -0.1% 80.720
Range 0.570 0.495 -0.075 -13.2% 1.820
ATR 0.697 0.683 -0.014 -2.1% 0.000
Volume 25,701 22,207 -3,494 -13.6% 83,522
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.403 82.127 81.132
R3 81.908 81.632 80.996
R2 81.413 81.413 80.951
R1 81.137 81.137 80.905 81.028
PP 80.918 80.918 80.918 80.864
S1 80.642 80.642 80.815 80.533
S2 80.423 80.423 80.769
S3 79.928 80.147 80.724
S4 79.433 79.652 80.588
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.047 85.203 81.721
R3 84.227 83.383 81.221
R2 82.407 82.407 81.054
R1 81.563 81.563 80.887 81.985
PP 80.587 80.587 80.587 80.798
S1 79.743 79.743 80.553 80.165
S2 78.767 78.767 80.386
S3 76.947 77.923 80.220
S4 75.127 76.103 79.719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.430 80.145 1.285 1.6% 0.623 0.8% 56% False False 22,342
10 81.430 79.610 1.820 2.3% 0.739 0.9% 69% False False 22,849
20 81.430 78.750 2.680 3.3% 0.679 0.8% 79% False False 24,701
40 81.430 76.740 4.690 5.8% 0.654 0.8% 88% False False 20,356
60 81.430 74.655 6.775 8.4% 0.650 0.8% 92% False False 17,617
80 81.430 74.545 6.885 8.5% 0.629 0.8% 92% False False 13,258
100 81.430 74.545 6.885 8.5% 0.591 0.7% 92% False False 10,611
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 0.177
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.299
2.618 82.491
1.618 81.996
1.000 81.690
0.618 81.501
HIGH 81.195
0.618 81.006
0.500 80.948
0.382 80.889
LOW 80.700
0.618 80.394
1.000 80.205
1.618 79.899
2.618 79.404
4.250 78.596
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 80.948 80.797
PP 80.918 80.733
S1 80.889 80.670

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols