ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 74.900 75.130 0.230 0.3% 75.200
High 75.180 76.330 1.150 1.5% 76.330
Low 74.750 74.930 0.180 0.2% 74.655
Close 74.995 76.290 1.295 1.7% 76.290
Range 0.430 1.400 0.970 225.6% 1.675
ATR 0.585 0.643 0.058 9.9% 0.000
Volume 353 737 384 108.8% 2,035
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.050 79.570 77.060
R3 78.650 78.170 76.675
R2 77.250 77.250 76.547
R1 76.770 76.770 76.418 77.010
PP 75.850 75.850 75.850 75.970
S1 75.370 75.370 76.162 75.610
S2 74.450 74.450 76.033
S3 73.050 73.970 75.905
S4 71.650 72.570 75.520
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.783 80.212 77.211
R3 79.108 78.537 76.751
R2 77.433 77.433 76.597
R1 76.862 76.862 76.444 77.148
PP 75.758 75.758 75.758 75.901
S1 75.187 75.187 76.136 75.473
S2 74.083 74.083 75.983
S3 72.408 73.512 75.829
S4 70.733 71.837 75.369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.330 74.655 1.675 2.2% 0.675 0.9% 98% True False 407
10 76.330 74.545 1.785 2.3% 0.661 0.9% 98% True False 315
20 76.500 74.545 1.955 2.6% 0.632 0.8% 89% False False 222
40 77.270 74.545 2.725 3.6% 0.545 0.7% 64% False False 152
60 77.815 74.545 3.270 4.3% 0.469 0.6% 53% False False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.082
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 82.280
2.618 79.995
1.618 78.595
1.000 77.730
0.618 77.195
HIGH 76.330
0.618 75.795
0.500 75.630
0.382 75.465
LOW 74.930
0.618 74.065
1.000 73.530
1.618 72.665
2.618 71.265
4.250 68.980
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 76.070 76.040
PP 75.850 75.790
S1 75.630 75.540

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

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