ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	76.215	75.600	-0.615	-0.8%	76.970
High	76.330	76.200	-0.130	-0.2%	76.970
Low	75.775	75.600	-0.175	-0.2%	75.750
Close	75.805	76.030	0.225	0.3%	76.070
Range	0.555	0.600	0.045	8.1%	1.220
ATR	0.451	0.461	0.011	2.4%	0.000
Volume	38	19	-19	-50.0%	101

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.743	77.487	76.360
R3	77.143	76.887	76.195
R2	76.543	76.543	76.140
R1	76.287	76.287	76.085	76.415
PP	75.943	75.943	75.943	76.008
S1	75.687	75.687	75.975	75.815
S2	75.343	75.343	75.920
S3	74.743	75.087	75.865
S4	74.143	74.487	75.700

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.923	79.217	76.741
R3	78.703	77.997	76.406
R2	77.483	77.483	76.294
R1	76.777	76.777	76.182	76.520
PP	76.263	76.263	76.263	76.135
S1	75.557	75.557	75.958	75.300
S2	75.043	75.043	75.846
S3	73.823	74.337	75.735
S4	72.603	73.117	75.399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.330	75.600	0.730	1.0%	0.421	0.6%	59%	False	True	27
10	77.025	75.600	1.425	1.9%	0.406	0.5%	30%	False	True	20
20	77.815	75.600	2.215	2.9%	0.387	0.5%	19%	False	True	18

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	0.042
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	78.750
2.618	77.771
1.618	77.171
1.000	76.800
0.618	76.571
HIGH	76.200
0.618	75.971
0.500	75.900
0.382	75.829
LOW	75.600
0.618	75.229
1.000	75.000
1.618	74.629
2.618	74.029
4.250	73.050

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	75.987	76.008
PP	75.943	75.987
S1	75.900	75.965

Download as Excel Spreadsheet

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

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