ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 75.955 76.530 0.575 0.8% 75.200
High 76.645 76.660 0.015 0.0% 76.330
Low 75.875 76.200 0.325 0.4% 74.655
Close 76.630 76.430 -0.200 -0.3% 76.290
Range 0.770 0.460 -0.310 -40.3% 1.675
ATR 0.661 0.647 -0.014 -2.2% 0.000
Volume 7,802 6,569 -1,233 -15.8% 2,035
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.810 77.580 76.683
R3 77.350 77.120 76.557
R2 76.890 76.890 76.514
R1 76.660 76.660 76.472 76.545
PP 76.430 76.430 76.430 76.373
S1 76.200 76.200 76.388 76.085
S2 75.970 75.970 76.346
S3 75.510 75.740 76.304
S4 75.050 75.280 76.177
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 76.660 74.750 1.910 2.5% 0.767 1.0% 88% True False 5,675
10 76.660 74.655 2.005 2.6% 0.673 0.9% 89% True False 2,962
20 76.660 74.545 2.115 2.8% 0.644 0.8% 89% True False 1,562
40 77.270 74.545 2.725 3.6% 0.570 0.7% 69% False False 834
60 77.815 74.545 3.270 4.3% 0.487 0.6% 58% False False 560
Crabel Price Patterns
NR True
NR4 True
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 0.114
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.615
2.618 77.864
1.618 77.404
1.000 77.120
0.618 76.944
HIGH 76.660
0.618 76.484
0.500 76.430
0.382 76.376
LOW 76.200
0.618 75.916
1.000 75.740
1.618 75.456
2.618 74.996
4.250 74.245
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 76.430 76.363
PP 76.430 76.297
S1 76.430 76.230

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

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