ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 75.200 75.325 0.125 0.2% 76.000
High 75.340 75.465 0.125 0.2% 76.030
Low 74.910 74.655 -0.255 -0.3% 74.545
Close 75.285 74.765 -0.520 -0.7% 75.400
Range 0.430 0.810 0.380 88.4% 1.485
ATR 0.605 0.620 0.015 2.4% 0.000
Volume 301 249 -52 -17.3% 1,121
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.392 76.888 75.211
R3 76.582 76.078 74.988
R2 75.772 75.772 74.914
R1 75.268 75.268 74.839 75.115
PP 74.962 74.962 74.962 74.885
S1 74.458 74.458 74.691 74.305
S2 74.152 74.152 74.617
S3 73.342 73.648 74.542
S4 72.532 72.838 74.320
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% 0.709 0.9% 15% False False 235
10 76.500 74.545 1.955 2.6% 0.609 0.8% 11% False False 187
20 76.760 74.545 2.215 3.0% 0.600 0.8% 10% False False 207
40 77.270 74.545 2.725 3.6% 0.524 0.7% 8% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.908
2.618 77.586
1.618 76.776
1.000 76.275
0.618 75.966
HIGH 75.465
0.618 75.156
0.500 75.060
0.382 74.964
LOW 74.655
0.618 74.154
1.000 73.845
1.618 73.344
2.618 72.534
4.250 71.213
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 75.060 75.343
PP 74.962 75.150
S1 74.863 74.958

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

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