ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 76.500 76.755 0.255 0.3% 75.720
High 76.850 76.905 0.055 0.1% 76.925
Low 76.500 76.425 -0.075 -0.1% 75.720
Close 76.785 76.770 -0.015 0.0% 76.785
Range 0.350 0.480 0.130 37.1% 1.205
ATR 0.488 0.488 -0.001 -0.1% 0.000
Volume 18 14 -4 -22.2% 131
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 78.140 77.935 77.034
R3 77.660 77.455 76.902
R2 77.180 77.180 76.858
R1 76.975 76.975 76.814 77.078
PP 76.700 76.700 76.700 76.751
S1 76.495 76.495 76.726 76.598
S2 76.220 76.220 76.682
S3 75.740 76.015 76.638
S4 75.260 75.535 76.506
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 80.092 79.643 77.448
R3 78.887 78.438 77.116
R2 77.682 77.682 77.006
R1 77.233 77.233 76.895 77.458
PP 76.477 76.477 76.477 76.589
S1 76.028 76.028 76.675 76.253
S2 75.272 75.272 76.564
S3 74.067 74.823 76.454
S4 72.862 73.618 76.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.925 76.300 0.625 0.8% 0.446 0.6% 75% False False 22
10 76.925 75.390 1.535 2.0% 0.506 0.7% 90% False False 33
20 77.025 75.390 1.635 2.1% 0.439 0.6% 84% False False 26
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.945
2.618 78.162
1.618 77.682
1.000 77.385
0.618 77.202
HIGH 76.905
0.618 76.722
0.500 76.665
0.382 76.608
LOW 76.425
0.618 76.128
1.000 75.945
1.618 75.648
2.618 75.168
4.250 74.385
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 76.735 76.722
PP 76.700 76.673
S1 76.665 76.625

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

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