ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 76.530 76.355 -0.175 -0.2% 75.200
High 76.660 76.590 -0.070 -0.1% 76.330
Low 76.200 76.235 0.035 0.0% 74.655
Close 76.430 76.410 -0.020 0.0% 76.290
Range 0.460 0.355 -0.105 -22.8% 1.675
ATR 0.647 0.626 -0.021 -3.2% 0.000
Volume 6,569 28,136 21,567 328.3% 2,035
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.477 77.298 76.605
R3 77.122 76.943 76.508
R2 76.767 76.767 76.475
R1 76.588 76.588 76.443 76.678
PP 76.412 76.412 76.412 76.456
S1 76.233 76.233 76.377 76.323
S2 76.057 76.057 76.345
S3 75.702 75.878 76.312
S4 75.347 75.523 76.215
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 74.930 1.730 2.3% 0.752 1.0% 86% False False 11,232
10 76.660 74.655 2.005 2.6% 0.644 0.8% 88% False False 5,749
20 76.660 74.545 2.115 2.8% 0.619 0.8% 88% False False 2,966
40 77.270 74.545 2.725 3.6% 0.569 0.7% 68% False False 1,536
60 77.815 74.545 3.270 4.3% 0.489 0.6% 57% False False 1,029
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.126
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.099
2.618 77.519
1.618 77.164
1.000 76.945
0.618 76.809
HIGH 76.590
0.618 76.454
0.500 76.413
0.382 76.371
LOW 76.235
0.618 76.016
1.000 75.880
1.618 75.661
2.618 75.306
4.250 74.726
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 76.413 76.363
PP 76.412 76.315
S1 76.411 76.268

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

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