ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 75.310 75.405 0.095 0.1% 76.755
High 75.600 76.205 0.605 0.8% 77.270
Low 75.210 75.340 0.130 0.2% 76.015
Close 75.570 76.030 0.460 0.6% 76.280
Range 0.390 0.865 0.475 121.8% 1.255
ATR 0.533 0.556 0.024 4.5% 0.000
Volume 70 50 -20 -28.6% 1,216
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 78.453 78.107 76.506
R3 77.588 77.242 76.268
R2 76.723 76.723 76.189
R1 76.377 76.377 76.109 76.550
PP 75.858 75.858 75.858 75.945
S1 75.512 75.512 75.951 75.685
S2 74.993 74.993 75.871
S3 74.128 74.647 75.792
S4 73.263 73.782 75.554
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 2.0% 0.606 0.8% 74% False False 189
10 77.270 74.890 2.380 3.1% 0.540 0.7% 48% False False 176
20 77.270 74.890 2.380 3.1% 0.520 0.7% 48% False False 106
40 77.815 74.890 2.925 3.8% 0.425 0.6% 39% False False 60
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.076
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.881
2.618 78.470
1.618 77.605
1.000 77.070
0.618 76.740
HIGH 76.205
0.618 75.875
0.500 75.773
0.382 75.670
LOW 75.340
0.618 74.805
1.000 74.475
1.618 73.940
2.618 73.075
4.250 71.664
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 75.944 75.923
PP 75.858 75.815
S1 75.773 75.708

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

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