ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	77.340	77.575	0.235	0.3%	77.410
High	77.340	77.640	0.300	0.4%	77.410
Low	76.925	77.115	0.190	0.2%	76.325
Close	77.270	77.525	0.255	0.3%	77.270
Range	0.415	0.525	0.110	26.5%	1.085
ATR
Volume	8	6	-2	-25.0%	33

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.002	78.788	77.814
R3	78.477	78.263	77.669
R2	77.952	77.952	77.621
R1	77.738	77.738	77.573	77.583
PP	77.427	77.427	77.427	77.349
S1	77.213	77.213	77.477	77.058
S2	76.902	76.902	77.429
S3	76.377	76.688	77.381
S4	75.852	76.163	77.236

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.257	79.848	77.867
R3	79.172	78.763	77.568
R2	78.087	78.087	77.469
R1	77.678	77.678	77.369	77.340
PP	77.002	77.002	77.002	76.833
S1	76.593	76.593	77.171	76.255
S2	75.917	75.917	77.071
S3	74.832	75.508	76.972
S4	73.747	74.423	76.673

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.640	76.325	1.315	1.7%	0.415	0.5%	91%	True	False	6
10	77.640	76.325	1.315	1.7%	0.346	0.4%	91%	True	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.871
2.618	79.014
1.618	78.489
1.000	78.165
0.618	77.964
HIGH	77.640
0.618	77.439
0.500	77.378
0.382	77.316
LOW	77.115
0.618	76.791
1.000	76.590
1.618	76.266
2.618	75.741
4.250	74.884

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	77.476	77.417
PP	77.427	77.308
S1	77.378	77.200

Download as Excel Spreadsheet

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

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