ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 76.380 76.930 0.550 0.7% 76.000
High 77.120 77.030 -0.090 -0.1% 77.120
Low 76.260 76.640 0.380 0.5% 75.800
Close 76.955 76.735 -0.220 -0.3% 76.955
Range 0.860 0.390 -0.470 -54.7% 1.320
ATR 0.643 0.625 -0.018 -2.8% 0.000
Volume 12,503 27,773 15,270 122.1% 67,927
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.972 77.743 76.950
R3 77.582 77.353 76.842
R2 77.192 77.192 76.807
R1 76.963 76.963 76.771 76.883
PP 76.802 76.802 76.802 76.761
S1 76.573 76.573 76.699 76.493
S2 76.412 76.412 76.664
S3 76.022 76.183 76.628
S4 75.632 75.793 76.521
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 75.875 1.245 1.6% 0.567 0.7% 69% False False 16,556
10 77.120 74.655 2.465 3.2% 0.656 0.9% 84% False False 9,743
20 77.120 74.545 2.575 3.4% 0.630 0.8% 85% False False 4,957
40 77.270 74.545 2.725 3.6% 0.581 0.8% 80% False False 2,541
60 77.815 74.545 3.270 4.3% 0.507 0.7% 67% False False 1,700
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.129
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.688
2.618 78.051
1.618 77.661
1.000 77.420
0.618 77.271
HIGH 77.030
0.618 76.881
0.500 76.835
0.382 76.789
LOW 76.640
0.618 76.399
1.000 76.250
1.618 76.009
2.618 75.619
4.250 74.983
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 76.835 76.716
PP 76.802 76.697
S1 76.768 76.678

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

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