ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 76.000 75.955 -0.045 -0.1% 75.200
High 76.575 76.645 0.070 0.1% 76.330
Low 75.800 75.875 0.075 0.1% 74.655
Close 76.115 76.630 0.515 0.7% 76.290
Range 0.775 0.770 -0.005 -0.6% 1.675
ATR 0.653 0.661 0.008 1.3% 0.000
Volume 12,917 7,802 -5,115 -39.6% 2,035
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.693 78.432 77.054
R3 77.923 77.662 76.842
R2 77.153 77.153 76.771
R1 76.892 76.892 76.701 77.023
PP 76.383 76.383 76.383 76.449
S1 76.122 76.122 76.559 76.253
S2 75.613 75.613 76.489
S3 74.843 75.352 76.418
S4 74.073 74.582 76.207
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 76.645 74.750 1.895 2.5% 0.736 1.0% 99% True False 4,440
10 76.645 74.545 2.100 2.7% 0.723 0.9% 99% True False 2,338
20 76.645 74.545 2.100 2.7% 0.641 0.8% 99% True False 1,237
40 77.270 74.545 2.725 3.6% 0.567 0.7% 77% False False 670
60 77.815 74.545 3.270 4.3% 0.484 0.6% 64% False False 451
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 0.101
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.918
2.618 78.661
1.618 77.891
1.000 77.415
0.618 77.121
HIGH 76.645
0.618 76.351
0.500 76.260
0.382 76.169
LOW 75.875
0.618 75.399
1.000 75.105
1.618 74.629
2.618 73.859
4.250 72.603
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 76.507 76.349
PP 76.383 76.068
S1 76.260 75.788

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

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