ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 75.130 76.000 0.870 1.2% 75.200
High 76.330 76.575 0.245 0.3% 76.330
Low 74.930 75.800 0.870 1.2% 74.655
Close 76.290 76.115 -0.175 -0.2% 76.290
Range 1.400 0.775 -0.625 -44.6% 1.675
ATR 0.643 0.653 0.009 1.5% 0.000
Volume 737 12,917 12,180 1,652.6% 2,035
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.488 78.077 76.541
R3 77.713 77.302 76.328
R2 76.938 76.938 76.257
R1 76.527 76.527 76.186 76.733
PP 76.163 76.163 76.163 76.266
S1 75.752 75.752 76.044 75.958
S2 75.388 75.388 75.973
S3 74.613 74.977 75.902
S4 73.838 74.202 75.689
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 76.575 74.655 1.920 2.5% 0.744 1.0% 76% True False 2,930
10 76.575 74.545 2.030 2.7% 0.673 0.9% 77% True False 1,584
20 76.575 74.545 2.030 2.7% 0.617 0.8% 77% True False 853
40 77.270 74.545 2.725 3.6% 0.552 0.7% 58% False False 475
60 77.815 74.545 3.270 4.3% 0.482 0.6% 48% False False 321
Crabel Price Patterns
NR True
NR4 False
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 0.100
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.869
2.618 78.604
1.618 77.829
1.000 77.350
0.618 77.054
HIGH 76.575
0.618 76.279
0.500 76.188
0.382 76.096
LOW 75.800
0.618 75.321
1.000 75.025
1.618 74.546
2.618 73.771
4.250 72.506
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 76.188 75.964
PP 76.163 75.813
S1 76.139 75.663

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

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