ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 75.325 74.800 -0.525 -0.7% 76.000
High 75.465 75.055 -0.410 -0.5% 76.030
Low 74.655 74.750 0.095 0.1% 74.545
Close 74.765 75.045 0.280 0.4% 75.400
Range 0.810 0.305 -0.505 -62.3% 1.485
ATR 0.620 0.597 -0.022 -3.6% 0.000
Volume 249 395 146 58.6% 1,121
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 75.865 75.760 75.213
R3 75.560 75.455 75.129
R2 75.255 75.255 75.101
R1 75.150 75.150 75.073 75.203
PP 74.950 74.950 74.950 74.976
S1 74.845 74.845 75.017 74.898
S2 74.645 74.645 74.989
S3 74.340 74.540 74.961
S4 74.035 74.235 74.877
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 74.655 1.375 1.8% 0.579 0.8% 28% False False 249
10 76.500 74.545 1.955 2.6% 0.601 0.8% 26% False False 218
20 76.500 74.545 1.955 2.6% 0.581 0.8% 26% False False 220
40 77.270 74.545 2.725 3.6% 0.521 0.7% 18% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.072
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 76.351
2.618 75.853
1.618 75.548
1.000 75.360
0.618 75.243
HIGH 75.055
0.618 74.938
0.500 74.903
0.382 74.867
LOW 74.750
0.618 74.562
1.000 74.445
1.618 74.257
2.618 73.952
4.250 73.454
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 74.998 75.060
PP 74.950 75.055
S1 74.903 75.050

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

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