ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 76.930 76.755 -0.175 -0.2% 76.000
High 77.030 77.575 0.545 0.7% 77.120
Low 76.640 76.725 0.085 0.1% 75.800
Close 76.735 77.300 0.565 0.7% 76.955
Range 0.390 0.850 0.460 117.9% 1.320
ATR 0.625 0.641 0.016 2.6% 0.000
Volume 27,773 13,618 -14,155 -51.0% 67,927
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.750 79.375 77.768
R3 78.900 78.525 77.534
R2 78.050 78.050 77.456
R1 77.675 77.675 77.378 77.863
PP 77.200 77.200 77.200 77.294
S1 76.825 76.825 77.222 77.013
S2 76.350 76.350 77.144
S3 75.500 75.975 77.066
S4 74.650 75.125 76.833
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 77.575 76.200 1.375 1.8% 0.583 0.8% 80% True False 17,719
10 77.575 74.750 2.825 3.7% 0.660 0.9% 90% True False 11,080
20 77.575 74.545 3.030 3.9% 0.634 0.8% 91% True False 5,633
40 77.575 74.545 3.030 3.9% 0.588 0.8% 91% True False 2,881
60 77.815 74.545 3.270 4.2% 0.521 0.7% 84% False False 1,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.118
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.188
2.618 79.800
1.618 78.950
1.000 78.425
0.618 78.100
HIGH 77.575
0.618 77.250
0.500 77.150
0.382 77.050
LOW 76.725
0.618 76.200
1.000 75.875
1.618 75.350
2.618 74.500
4.250 73.113
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 77.250 77.173
PP 77.200 77.045
S1 77.150 76.918

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

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