ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 75.905 76.000 0.095 0.1% 75.595
High 76.500 76.015 -0.485 -0.6% 76.500
Low 75.660 75.360 -0.300 -0.4% 75.075
Close 76.085 75.500 -0.585 -0.8% 76.085
Range 0.840 0.655 -0.185 -22.0% 1.425
ATR 0.577 0.587 0.011 1.8% 0.000
Volume 60 226 166 276.7% 365
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 77.590 77.200 75.860
R3 76.935 76.545 75.680
R2 76.280 76.280 75.620
R1 75.890 75.890 75.560 75.758
PP 75.625 75.625 75.625 75.559
S1 75.235 75.235 75.440 75.103
S2 74.970 74.970 75.380
S3 74.315 74.580 75.320
S4 73.660 73.925 75.140
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 80.162 79.548 76.869
R3 78.737 78.123 76.477
R2 77.312 77.312 76.346
R1 76.698 76.698 76.216 77.005
PP 75.887 75.887 75.887 76.040
S1 75.273 75.273 75.954 75.580
S2 74.462 74.462 75.824
S3 73.037 73.848 75.693
S4 71.612 72.423 75.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.500 75.235 1.265 1.7% 0.607 0.8% 21% False False 105
10 76.500 75.075 1.425 1.9% 0.562 0.7% 30% False False 121
20 77.270 74.890 2.380 3.2% 0.543 0.7% 26% False False 141
40 77.815 74.890 2.925 3.9% 0.469 0.6% 21% False False 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.799
2.618 77.730
1.618 77.075
1.000 76.670
0.618 76.420
HIGH 76.015
0.618 75.765
0.500 75.688
0.382 75.610
LOW 75.360
0.618 74.955
1.000 74.705
1.618 74.300
2.618 73.645
4.250 72.576
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 75.688 75.930
PP 75.625 75.787
S1 75.563 75.643

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

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