ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 75.235 75.695 0.460 0.6% 75.950
High 76.000 75.695 -0.305 -0.4% 76.205
Low 75.235 75.310 0.075 0.1% 74.890
Close 75.775 75.580 -0.195 -0.3% 75.775
Range 0.765 0.385 -0.380 -49.7% 1.315
ATR 0.577 0.569 -0.008 -1.4% 0.000
Volume 99 85 -14 -14.1% 920
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 76.683 76.517 75.792
R3 76.298 76.132 75.686
R2 75.913 75.913 75.651
R1 75.747 75.747 75.615 75.638
PP 75.528 75.528 75.528 75.474
S1 75.362 75.362 75.545 75.253
S2 75.143 75.143 75.509
S3 74.758 74.977 75.474
S4 74.373 74.592 75.368
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% 0.608 0.8% 45% False False 137
10 76.440 74.890 1.550 2.1% 0.562 0.7% 45% False False 223
20 77.270 74.890 2.380 3.1% 0.530 0.7% 29% False False 133
40 77.815 74.890 2.925 3.9% 0.460 0.6% 24% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 77.331
2.618 76.703
1.618 76.318
1.000 76.080
0.618 75.933
HIGH 75.695
0.618 75.548
0.500 75.503
0.382 75.457
LOW 75.310
0.618 75.072
1.000 74.925
1.618 74.687
2.618 74.302
4.250 73.674
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 75.554 75.566
PP 75.528 75.552
S1 75.503 75.538

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

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