ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 76.600 76.700 0.100 0.1% 77.575
High 77.025 76.700 -0.325 -0.4% 77.815
Low 76.600 76.185 -0.415 -0.5% 77.015
Close 76.915 76.395 -0.520 -0.7% 77.470
Range 0.425 0.515 0.090 21.2% 0.800
ATR 0.433 0.454 0.021 4.9% 0.000
Volume 14 4 -10 -71.4% 113
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.972 77.698 76.678
R3 77.457 77.183 76.537
R2 76.942 76.942 76.489
R1 76.668 76.668 76.442 76.548
PP 76.427 76.427 76.427 76.366
S1 76.153 76.153 76.348 76.033
S2 75.912 75.912 76.301
S3 75.397 75.638 76.253
S4 74.882 75.123 76.112
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.833 79.452 77.910
R3 79.033 78.652 77.690
R2 78.233 78.233 77.617
R1 77.852 77.852 77.543 77.643
PP 77.433 77.433 77.433 77.329
S1 77.052 77.052 77.397 76.843
S2 76.633 76.633 77.323
S3 75.833 76.252 77.250
S4 75.033 75.452 77.030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.780 76.185 1.595 2.1% 0.402 0.5% 13% False True 8
10 77.815 76.185 1.630 2.1% 0.349 0.5% 13% False True 16
20 77.815 76.185 1.630 2.1% 0.308 0.4% 13% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.889
2.618 78.048
1.618 77.533
1.000 77.215
0.618 77.018
HIGH 76.700
0.618 76.503
0.500 76.443
0.382 76.382
LOW 76.185
0.618 75.867
1.000 75.670
1.618 75.352
2.618 74.837
4.250 73.996
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 76.443 76.605
PP 76.427 76.535
S1 76.411 76.465

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

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