ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 75.595 75.235 -0.360 -0.5% 75.950
High 75.600 76.000 0.400 0.5% 76.205
Low 75.075 75.235 0.160 0.2% 74.890
Close 75.250 75.775 0.525 0.7% 75.775
Range 0.525 0.765 0.240 45.7% 1.315
ATR 0.563 0.577 0.014 2.6% 0.000
Volume 63 99 36 57.1% 920
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 77.965 77.635 76.196
R3 77.200 76.870 75.985
R2 76.435 76.435 75.915
R1 76.105 76.105 75.845 76.270
PP 75.670 75.670 75.670 75.753
S1 75.340 75.340 75.705 75.505
S2 74.905 74.905 75.635
S3 74.140 74.575 75.565
S4 73.375 73.810 75.354
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 75.075 1.130 1.5% 0.609 0.8% 62% False False 134
10 76.760 74.890 1.870 2.5% 0.591 0.8% 47% False False 226
20 77.270 74.890 2.380 3.1% 0.541 0.7% 37% False False 130
40 77.815 74.890 2.925 3.9% 0.464 0.6% 30% False False 74
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 0.044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.251
2.618 78.003
1.618 77.238
1.000 76.765
0.618 76.473
HIGH 76.000
0.618 75.708
0.500 75.618
0.382 75.527
LOW 75.235
0.618 74.762
1.000 74.470
1.618 73.997
2.618 73.232
4.250 71.984
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 75.723 75.713
PP 75.670 75.650
S1 75.618 75.588

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

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