ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 76.780 76.970 0.190 0.2% 77.290
High 76.960 76.970 0.010 0.0% 77.340
Low 76.590 76.500 -0.090 -0.1% 76.185
Close 76.885 76.555 -0.330 -0.4% 76.885
Range 0.370 0.470 0.100 27.0% 1.155
ATR 0.462 0.463 0.001 0.1% 0.000
Volume 27 13 -14 -51.9% 67
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.085 77.790 76.814
R3 77.615 77.320 76.684
R2 77.145 77.145 76.641
R1 76.850 76.850 76.598 76.763
PP 76.675 76.675 76.675 76.631
S1 76.380 76.380 76.512 76.293
S2 76.205 76.205 76.469
S3 75.735 75.910 76.426
S4 75.265 75.440 76.297
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 80.268 79.732 77.520
R3 79.113 78.577 77.203
R2 77.958 77.958 77.097
R1 77.422 77.422 76.991 77.113
PP 76.803 76.803 76.803 76.649
S1 76.267 76.267 76.779 75.958
S2 75.648 75.648 76.673
S3 74.493 75.112 76.567
S4 73.338 73.957 76.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.025 76.185 0.840 1.1% 0.407 0.5% 44% False False 15
10 77.815 76.185 1.630 2.1% 0.339 0.4% 23% False False 18
20 77.815 76.185 1.630 2.1% 0.343 0.4% 23% False False 12
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.968
2.618 78.200
1.618 77.730
1.000 77.440
0.618 77.260
HIGH 76.970
0.618 76.790
0.500 76.735
0.382 76.680
LOW 76.500
0.618 76.210
1.000 76.030
1.618 75.740
2.618 75.270
4.250 74.503
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 76.735 76.578
PP 76.675 76.570
S1 76.615 76.563

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

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