ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 75.465 75.310 -0.155 -0.2% 76.755
High 75.635 75.600 -0.035 0.0% 77.270
Low 75.330 75.210 -0.120 -0.2% 76.015
Close 75.430 75.570 0.140 0.2% 76.280
Range 0.305 0.390 0.085 27.9% 1.255
ATR 0.543 0.533 -0.011 -2.0% 0.000
Volume 111 70 -41 -36.9% 1,216
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 76.630 76.490 75.785
R3 76.240 76.100 75.677
R2 75.850 75.850 75.642
R1 75.710 75.710 75.606 75.780
PP 75.460 75.460 75.460 75.495
S1 75.320 75.320 75.534 75.390
S2 75.070 75.070 75.499
S3 74.680 74.930 75.463
S4 74.290 74.540 75.356
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 76.440 74.890 1.550 2.1% 0.515 0.7% 44% False False 308
10 77.270 74.890 2.380 3.1% 0.506 0.7% 29% False False 175
20 77.270 74.890 2.380 3.1% 0.497 0.7% 29% False False 105
40 77.815 74.890 2.925 3.9% 0.408 0.5% 23% False False 59
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.071
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.258
2.618 76.621
1.618 76.231
1.000 75.990
0.618 75.841
HIGH 75.600
0.618 75.451
0.500 75.405
0.382 75.359
LOW 75.210
0.618 74.969
1.000 74.820
1.618 74.579
2.618 74.189
4.250 73.553
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 75.515 75.520
PP 75.460 75.470
S1 75.405 75.420

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

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