ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 74.800 74.900 0.100 0.1% 76.000
High 75.055 75.180 0.125 0.2% 76.030
Low 74.750 74.750 0.000 0.0% 74.545
Close 75.045 74.995 -0.050 -0.1% 75.400
Range 0.305 0.430 0.125 41.0% 1.485
ATR 0.597 0.585 -0.012 -2.0% 0.000
Volume 395 353 -42 -10.6% 1,121
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 76.265 76.060 75.232
R3 75.835 75.630 75.113
R2 75.405 75.405 75.074
R1 75.200 75.200 75.034 75.303
PP 74.975 74.975 74.975 75.026
S1 74.770 74.770 74.956 74.873
S2 74.545 74.545 74.916
S3 74.115 74.340 74.877
S4 73.685 73.910 74.759
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% 0.536 0.7% 25% False False 267
10 76.500 74.545 1.955 2.6% 0.605 0.8% 23% False False 247
20 76.500 74.545 1.955 2.6% 0.582 0.8% 23% False False 206
40 77.270 74.545 2.725 3.6% 0.519 0.7% 17% False False 135
60 77.815 74.545 3.270 4.4% 0.448 0.6% 14% False False 93
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 0.086
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.008
2.618 76.306
1.618 75.876
1.000 75.610
0.618 75.446
HIGH 75.180
0.618 75.016
0.500 74.965
0.382 74.914
LOW 74.750
0.618 74.484
1.000 74.320
1.618 74.054
2.618 73.624
4.250 72.923
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 74.985 75.060
PP 74.975 75.038
S1 74.965 75.017

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

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