ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 75.695 75.580 -0.115 -0.2% 75.950
High 75.695 75.960 0.265 0.4% 76.205
Low 75.310 75.570 0.260 0.3% 74.890
Close 75.580 75.700 0.120 0.2% 75.775
Range 0.385 0.390 0.005 1.3% 1.315
ATR 0.569 0.556 -0.013 -2.2% 0.000
Volume 85 58 -27 -31.8% 920
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 76.913 76.697 75.915
R3 76.523 76.307 75.807
R2 76.133 76.133 75.772
R1 75.917 75.917 75.736 76.025
PP 75.743 75.743 75.743 75.798
S1 75.527 75.527 75.664 75.635
S2 75.353 75.353 75.629
S3 74.963 75.137 75.593
S4 74.573 74.747 75.486
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 76.100 75.075 1.025 1.4% 0.513 0.7% 61% False False 139
10 76.440 74.890 1.550 2.0% 0.560 0.7% 52% False False 164
20 77.270 74.890 2.380 3.1% 0.529 0.7% 34% False False 131
40 77.815 74.890 2.925 3.9% 0.455 0.6% 28% False False 77
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 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.618
2.618 76.981
1.618 76.591
1.000 76.350
0.618 76.201
HIGH 75.960
0.618 75.811
0.500 75.765
0.382 75.719
LOW 75.570
0.618 75.329
1.000 75.180
1.618 74.939
2.618 74.549
4.250 73.913
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 75.765 75.673
PP 75.743 75.645
S1 75.722 75.618

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

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