ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 76.755 77.095 0.340 0.4% 75.720
High 76.905 77.270 0.365 0.5% 76.925
Low 76.425 76.815 0.390 0.5% 75.720
Close 76.770 76.905 0.135 0.2% 76.785
Range 0.480 0.455 -0.025 -5.2% 1.205
ATR 0.488 0.489 0.001 0.2% 0.000
Volume 14 17 3 21.4% 131
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 78.362 78.088 77.155
R3 77.907 77.633 77.030
R2 77.452 77.452 76.988
R1 77.178 77.178 76.947 77.088
PP 76.997 76.997 76.997 76.951
S1 76.723 76.723 76.863 76.633
S2 76.542 76.542 76.822
S3 76.087 76.268 76.780
S4 75.632 75.813 76.655
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 77.270 76.345 0.925 1.2% 0.447 0.6% 61% True False 22
10 77.270 75.390 1.880 2.4% 0.492 0.6% 81% True False 33
20 77.270 75.390 1.880 2.4% 0.449 0.6% 81% True 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 0.069
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.204
2.618 78.461
1.618 78.006
1.000 77.725
0.618 77.551
HIGH 77.270
0.618 77.096
0.500 77.043
0.382 76.989
LOW 76.815
0.618 76.534
1.000 76.360
1.618 76.079
2.618 75.624
4.250 74.881
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 77.043 76.886
PP 76.997 76.867
S1 76.951 76.848

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

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