ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 77.095 76.760 -0.335 -0.4% 75.720
High 77.270 76.760 -0.510 -0.7% 76.925
Low 76.815 76.085 -0.730 -1.0% 75.720
Close 76.905 76.185 -0.720 -0.9% 76.785
Range 0.455 0.675 0.220 48.4% 1.205
ATR 0.489 0.512 0.024 4.8% 0.000
Volume 17 122 105 617.6% 131
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 78.368 77.952 76.556
R3 77.693 77.277 76.371
R2 77.018 77.018 76.309
R1 76.602 76.602 76.247 76.473
PP 76.343 76.343 76.343 76.279
S1 75.927 75.927 76.123 75.798
S2 75.668 75.668 76.061
S3 74.993 75.252 75.999
S4 74.318 74.577 75.814
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 76.085 1.185 1.6% 0.497 0.7% 8% False True 43
10 77.270 75.460 1.810 2.4% 0.498 0.7% 40% False False 44
20 77.270 75.390 1.880 2.5% 0.461 0.6% 42% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 79.629
2.618 78.527
1.618 77.852
1.000 77.435
0.618 77.177
HIGH 76.760
0.618 76.502
0.500 76.423
0.382 76.343
LOW 76.085
0.618 75.668
1.000 75.410
1.618 74.993
2.618 74.318
4.250 73.216
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 76.423 76.678
PP 76.343 76.513
S1 76.264 76.349

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

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