ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 75.405 76.100 0.695 0.9% 75.950
High 76.205 76.100 -0.105 -0.1% 76.205
Low 75.340 75.600 0.260 0.3% 74.890
Close 76.030 75.775 -0.255 -0.3% 75.775
Range 0.865 0.500 -0.365 -42.2% 1.315
ATR 0.556 0.552 -0.004 -0.7% 0.000
Volume 50 392 342 684.0% 920
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 77.325 77.050 76.050
R3 76.825 76.550 75.913
R2 76.325 76.325 75.867
R1 76.050 76.050 75.821 75.938
PP 75.825 75.825 75.825 75.769
S1 75.550 75.550 75.729 75.438
S2 75.325 75.325 75.683
S3 74.825 75.050 75.638
S4 74.325 74.550 75.500
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 79.568 78.987 76.498
R3 78.253 77.672 76.137
R2 76.938 76.938 76.016
R1 76.357 76.357 75.896 75.990
PP 75.623 75.623 75.623 75.440
S1 75.042 75.042 75.654 74.675
S2 74.308 74.308 75.534
S3 72.993 73.727 75.413
S4 71.678 72.412 75.052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.205 74.890 1.315 1.7% 0.624 0.8% 67% False False 184
10 77.270 74.890 2.380 3.1% 0.555 0.7% 37% False False 213
20 77.270 74.890 2.380 3.1% 0.534 0.7% 37% False False 124
40 77.815 74.890 2.925 3.9% 0.437 0.6% 30% False False 70
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.076
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.225
2.618 77.409
1.618 76.909
1.000 76.600
0.618 76.409
HIGH 76.100
0.618 75.909
0.500 75.850
0.382 75.791
LOW 75.600
0.618 75.291
1.000 75.100
1.618 74.791
2.618 74.291
4.250 73.475
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 75.850 75.753
PP 75.825 75.730
S1 75.800 75.708

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

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