ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 29-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	29-Dec-2009	Change	Change %	Previous Week
Open	78.225	78.080	-0.145	-0.2%	78.165
High	78.260	78.275	0.015	0.0%	78.770
Low	77.850	77.665	-0.185	-0.2%	77.850
Close	78.175	78.185	0.010	0.0%	78.175
Range	0.410	0.610	0.200	48.8%	0.920
ATR	0.626	0.625	-0.001	-0.2%	0.000
Volume	15,236	4,697	-10,539	-69.2%	70,027

Daily Pivots for day following 29-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.872	79.638	78.521
R3	79.262	79.028	78.353
R2	78.652	78.652	78.297
R1	78.418	78.418	78.241	78.535
PP	78.042	78.042	78.042	78.100
S1	77.808	77.808	78.129	77.925
S2	77.432	77.432	78.073
S3	76.822	77.198	78.017
S4	76.212	76.588	77.850

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.025	80.520	78.681
R3	80.105	79.600	78.428
R2	79.185	79.185	78.344
R1	78.680	78.680	78.259	78.933
PP	78.265	78.265	78.265	78.391
S1	77.760	77.760	78.091	78.013
S2	77.345	77.345	78.006
S3	76.425	76.840	77.922
S4	75.505	75.920	77.669

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.770	77.665	1.105	1.4%	0.547	0.7%	47%	False	True	14,944
10	78.770	76.640	2.130	2.7%	0.616	0.8%	73%	False	False	17,751
20	78.770	74.655	4.115	5.3%	0.638	0.8%	86%	False	False	12,373
40	78.770	74.545	4.225	5.4%	0.611	0.8%	86%	False	False	6,277
60	78.770	74.545	4.225	5.4%	0.549	0.7%	86%	False	False	4,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.120
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.868
2.618	79.872
1.618	79.262
1.000	78.885
0.618	78.652
HIGH	78.275
0.618	78.042
0.500	77.970
0.382	77.898
LOW	77.665
0.618	77.288
1.000	77.055
1.618	76.678
2.618	76.068
4.250	75.073

Fisher Pivots for day following 29-Dec-2009
Pivot	1 day	3 day
R1	78.113	78.185
PP	78.042	78.185
S1	77.970	78.185

Download as Excel Spreadsheet

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

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