ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 75.600 75.500 -0.100 -0.1% 75.595
High 75.670 75.500 -0.170 -0.2% 76.500
Low 75.400 74.545 -0.855 -1.1% 75.075
Close 75.455 74.660 -0.795 -1.1% 76.085
Range 0.270 0.955 0.685 253.7% 1.425
ATR 0.565 0.593 0.028 4.9% 0.000
Volume 267 326 59 22.1% 365
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 77.767 77.168 75.185
R3 76.812 76.213 74.923
R2 75.857 75.857 74.835
R1 75.258 75.258 74.748 75.080
PP 74.902 74.902 74.902 74.813
S1 74.303 74.303 74.572 74.125
S2 73.947 73.947 74.485
S3 72.992 73.348 74.397
S4 72.037 72.393 74.135
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 74.545 1.955 2.6% 0.622 0.8% 6% False True 187
10 76.500 74.545 1.955 2.6% 0.615 0.8% 6% False True 162
20 77.270 74.545 2.725 3.6% 0.561 0.8% 4% False True 169
40 77.780 74.545 3.235 4.3% 0.486 0.7% 4% False True 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 79.559
2.618 78.000
1.618 77.045
1.000 76.455
0.618 76.090
HIGH 75.500
0.618 75.135
0.500 75.023
0.382 74.910
LOW 74.545
0.618 73.955
1.000 73.590
1.618 73.000
2.618 72.045
4.250 70.486
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 75.023 75.280
PP 74.902 75.073
S1 74.781 74.867

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

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