ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 76.355 76.380 0.025 0.0% 76.000
High 76.590 77.120 0.530 0.7% 77.120
Low 76.235 76.260 0.025 0.0% 75.800
Close 76.410 76.955 0.545 0.7% 76.955
Range 0.355 0.860 0.505 142.3% 1.320
ATR 0.626 0.643 0.017 2.7% 0.000
Volume 28,136 12,503 -15,633 -55.6% 67,927
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.358 79.017 77.428
R3 78.498 78.157 77.192
R2 77.638 77.638 77.113
R1 77.297 77.297 77.034 77.468
PP 76.778 76.778 76.778 76.864
S1 76.437 76.437 76.876 76.608
S2 75.918 75.918 76.797
S3 75.058 75.577 76.719
S4 74.198 74.717 76.482
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.585 80.090 77.681
R3 79.265 78.770 77.318
R2 77.945 77.945 77.197
R1 77.450 77.450 77.076 77.698
PP 76.625 76.625 76.625 76.749
S1 76.130 76.130 76.834 76.378
S2 75.305 75.305 76.713
S3 73.985 74.810 76.592
S4 72.665 73.490 76.229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.120 75.800 1.320 1.7% 0.644 0.8% 88% True False 13,585
10 77.120 74.655 2.465 3.2% 0.660 0.9% 93% True False 6,996
20 77.120 74.545 2.575 3.3% 0.637 0.8% 94% True False 3,572
40 77.270 74.545 2.725 3.5% 0.585 0.8% 88% False False 1,848
60 77.815 74.545 3.270 4.2% 0.504 0.7% 74% False False 1,237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.133
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.775
2.618 79.371
1.618 78.511
1.000 77.980
0.618 77.651
HIGH 77.120
0.618 76.791
0.500 76.690
0.382 76.589
LOW 76.260
0.618 75.729
1.000 75.400
1.618 74.869
2.618 74.009
4.250 72.605
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 76.867 76.857
PP 76.778 76.758
S1 76.690 76.660

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

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