ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 75.720 76.300 0.580 0.8% 76.215
High 76.535 76.750 0.215 0.3% 76.330
Low 75.720 76.300 0.580 0.8% 75.390
Close 76.515 76.585 0.070 0.1% 75.920
Range 0.815 0.450 -0.365 -44.8% 0.940
ATR 0.496 0.493 -0.003 -0.7% 0.000
Volume 31 19 -12 -38.7% 228
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.895 77.690 76.833
R3 77.445 77.240 76.709
R2 76.995 76.995 76.668
R1 76.790 76.790 76.626 76.893
PP 76.545 76.545 76.545 76.596
S1 76.340 76.340 76.544 76.443
S2 76.095 76.095 76.503
S3 75.645 75.890 76.461
S4 75.195 75.440 76.338
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.700 78.250 76.437
R3 77.760 77.310 76.179
R2 76.820 76.820 76.092
R1 76.370 76.370 76.006 76.125
PP 75.880 75.880 75.880 75.758
S1 75.430 75.430 75.834 75.185
S2 74.940 74.940 75.748
S3 74.000 74.490 75.662
S4 73.060 73.550 75.403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.750 75.390 1.360 1.8% 0.536 0.7% 88% True False 44
10 76.750 75.390 1.360 1.8% 0.479 0.6% 88% True False 35
20 77.780 75.390 2.390 3.1% 0.404 0.5% 50% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.663
2.618 77.928
1.618 77.478
1.000 77.200
0.618 77.028
HIGH 76.750
0.618 76.578
0.500 76.525
0.382 76.472
LOW 76.300
0.618 76.022
1.000 75.850
1.618 75.572
2.618 75.122
4.250 74.388
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 76.565 76.425
PP 76.545 76.265
S1 76.525 76.105

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

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