ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
26-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 74.680 75.375 0.695 0.9% 76.000
High 75.325 76.030 0.705 0.9% 76.030
Low 74.680 75.325 0.645 0.9% 74.545
Close 75.205 75.400 0.195 0.3% 75.400
Range 0.645 0.705 0.060 9.3% 1.485
ATR 0.598 0.614 0.016 2.7% 0.000
Volume 264 38 -226 -85.6% 1,121
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 77.700 77.255 75.788
R3 76.995 76.550 75.594
R2 76.290 76.290 75.529
R1 75.845 75.845 75.465 76.068
PP 75.585 75.585 75.585 75.696
S1 75.140 75.140 75.335 75.363
S2 74.880 74.880 75.271
S3 74.175 74.435 75.206
S4 73.470 73.730 75.012
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 79.780 79.075 76.217
R3 78.295 77.590 75.808
R2 76.810 76.810 75.672
R1 76.105 76.105 75.536 75.715
PP 75.325 75.325 75.325 75.130
S1 74.620 74.620 75.264 74.230
S2 73.840 73.840 75.128
S3 72.355 73.135 74.992
S4 70.870 71.650 74.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.030 74.545 1.485 2.0% 0.646 0.9% 58% True False 224
10 76.500 74.545 1.955 2.6% 0.614 0.8% 44% False False 148
20 77.270 74.545 2.725 3.6% 0.584 0.8% 31% False False 181
40 77.340 74.545 2.795 3.7% 0.505 0.7% 31% False False 103
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 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.026
2.618 77.876
1.618 77.171
1.000 76.735
0.618 76.466
HIGH 76.030
0.618 75.761
0.500 75.678
0.382 75.594
LOW 75.325
0.618 74.889
1.000 74.620
1.618 74.184
2.618 73.479
4.250 72.329
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 75.678 75.363
PP 75.585 75.325
S1 75.493 75.288

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

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