ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 75.375 75.200 -0.175 -0.2% 76.000
High 76.030 75.340 -0.690 -0.9% 76.030
Low 75.325 74.910 -0.415 -0.6% 74.545
Close 75.400 75.285 -0.115 -0.2% 75.400
Range 0.705 0.430 -0.275 -39.0% 1.485
ATR 0.614 0.605 -0.009 -1.4% 0.000
Volume 38 301 263 692.1% 1,121
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 76.468 76.307 75.522
R3 76.038 75.877 75.403
R2 75.608 75.608 75.364
R1 75.447 75.447 75.324 75.528
PP 75.178 75.178 75.178 75.219
S1 75.017 75.017 75.246 75.098
S2 74.748 74.748 75.206
S3 74.318 74.587 75.167
S4 73.888 74.157 75.049
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% 0.601 0.8% 50% False False 239
10 76.500 74.545 1.955 2.6% 0.604 0.8% 38% False False 172
20 77.270 74.545 2.725 3.6% 0.582 0.8% 27% False False 195
40 77.270 74.545 2.725 3.6% 0.510 0.7% 27% False False 111
Crabel Price Patterns
NR True
NR4 True
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 0.053
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.168
2.618 76.466
1.618 76.036
1.000 75.770
0.618 75.606
HIGH 75.340
0.618 75.176
0.500 75.125
0.382 75.074
LOW 74.910
0.618 74.644
1.000 74.480
1.618 74.214
2.618 73.784
4.250 73.083
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 75.232 75.355
PP 75.178 75.332
S1 75.125 75.308

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

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