ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 76.000 75.600 -0.400 -0.5% 75.595
High 76.015 75.670 -0.345 -0.5% 76.500
Low 75.360 75.400 0.040 0.1% 75.075
Close 75.500 75.455 -0.045 -0.1% 76.085
Range 0.655 0.270 -0.385 -58.8% 1.425
ATR 0.587 0.565 -0.023 -3.9% 0.000
Volume 226 267 41 18.1% 365
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 76.318 76.157 75.604
R3 76.048 75.887 75.529
R2 75.778 75.778 75.505
R1 75.617 75.617 75.480 75.563
PP 75.508 75.508 75.508 75.481
S1 75.347 75.347 75.430 75.293
S2 75.238 75.238 75.406
S3 74.968 75.077 75.381
S4 74.698 74.807 75.307
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 75.310 1.190 1.6% 0.508 0.7% 12% False False 139
10 76.500 75.075 1.425 1.9% 0.559 0.7% 27% False False 137
20 77.270 74.890 2.380 3.2% 0.534 0.7% 24% False False 153
40 77.780 74.890 2.890 3.8% 0.469 0.6% 20% False False 90
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.051
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 76.818
2.618 76.377
1.618 76.107
1.000 75.940
0.618 75.837
HIGH 75.670
0.618 75.567
0.500 75.535
0.382 75.503
LOW 75.400
0.618 75.233
1.000 75.130
1.618 74.963
2.618 74.693
4.250 74.253
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 75.535 75.930
PP 75.508 75.772
S1 75.482 75.613

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

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