ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 76.160 75.950 -0.210 -0.3% 76.755
High 76.440 75.950 -0.490 -0.6% 77.270
Low 76.030 74.890 -1.140 -1.5% 76.015
Close 76.280 75.460 -0.820 -1.1% 76.280
Range 0.410 1.060 0.650 158.5% 1.255
ATR 0.498 0.562 0.064 12.8% 0.000
Volume 420 297 -123 -29.3% 1,216
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 78.613 78.097 76.043
R3 77.553 77.037 75.752
R2 76.493 76.493 75.654
R1 75.977 75.977 75.557 75.705
PP 75.433 75.433 75.433 75.298
S1 74.917 74.917 75.363 74.645
S2 74.373 74.373 75.266
S3 73.313 73.857 75.169
S4 72.253 72.797 74.877
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 80.287 79.538 76.970
R3 79.032 78.283 76.625
R2 77.777 77.777 76.510
R1 77.028 77.028 76.395 76.775
PP 76.522 76.522 76.522 76.395
S1 75.773 75.773 76.165 75.520
S2 75.267 75.267 76.050
S3 74.012 74.518 75.935
S4 72.757 73.263 75.590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.270 74.890 2.380 3.2% 0.602 0.8% 24% False True 299
10 77.270 74.890 2.380 3.2% 0.524 0.7% 24% False True 161
20 77.270 74.890 2.380 3.2% 0.487 0.6% 24% False True 98
40 77.815 74.890 2.925 3.9% 0.415 0.5% 19% False True 55
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 0.048
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 80.455
2.618 78.725
1.618 77.665
1.000 77.010
0.618 76.605
HIGH 75.950
0.618 75.545
0.500 75.420
0.382 75.295
LOW 74.890
0.618 74.235
1.000 73.830
1.618 73.175
2.618 72.115
4.250 70.385
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 75.447 75.665
PP 75.433 75.597
S1 75.420 75.528

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

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