ICE US Dollar Index Future March 2010

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

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	76.510	76.855	0.345	0.5%	76.215
High	76.925	76.870	-0.055	-0.1%	76.330
Low	76.500	76.345	-0.155	-0.2%	75.390
Close	76.895	76.415	-0.480	-0.6%	75.920
Range	0.425	0.525	0.100	23.5%	0.940
ATR	0.488	0.492	0.004	0.9%	0.000
Volume	19	44	25	131.6%	228

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.118	77.792	76.704
R3	77.593	77.267	76.559
R2	77.068	77.068	76.511
R1	76.742	76.742	76.463	76.643
PP	76.543	76.543	76.543	76.494
S1	76.217	76.217	76.367	76.118
S2	76.018	76.018	76.319
S3	75.493	75.692	76.271
S4	74.968	75.167	76.126

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	76.925	75.460	1.465	1.9%	0.524	0.7%	65%	False	False	36
10	76.925	75.390	1.535	2.0%	0.500	0.7%	67%	False	False	36
20	77.780	75.390	2.390	3.1%	0.438	0.6%	43%	False	False	25

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	0.048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	79.101
2.618	78.244
1.618	77.719
1.000	77.395
0.618	77.194
HIGH	76.870
0.618	76.669
0.500	76.608
0.382	76.546
LOW	76.345
0.618	76.021
1.000	75.820
1.618	75.496
2.618	74.971
4.250	74.114

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	76.608	76.613
PP	76.543	76.547
S1	76.479	76.481

Download as Excel Spreadsheet

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

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