ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 76.755 77.310 0.555 0.7% 76.000
High 77.575 77.385 -0.190 -0.2% 77.120
Low 76.725 76.945 0.220 0.3% 75.800
Close 77.300 77.335 0.035 0.0% 76.955
Range 0.850 0.440 -0.410 -48.2% 1.320
ATR 0.641 0.626 -0.014 -2.2% 0.000
Volume 13,618 17,315 3,697 27.1% 67,927
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.542 78.378 77.577
R3 78.102 77.938 77.456
R2 77.662 77.662 77.416
R1 77.498 77.498 77.375 77.580
PP 77.222 77.222 77.222 77.263
S1 77.058 77.058 77.295 77.140
S2 76.782 76.782 77.254
S3 76.342 76.618 77.214
S4 75.902 76.178 77.093
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 76.235 1.340 1.7% 0.579 0.7% 82% False False 19,869
10 77.575 74.750 2.825 3.7% 0.673 0.9% 92% False False 12,772
20 77.575 74.545 3.030 3.9% 0.637 0.8% 92% False False 6,495
40 77.575 74.545 3.030 3.9% 0.583 0.8% 92% False False 3,314
60 77.815 74.545 3.270 4.2% 0.519 0.7% 85% False False 2,215
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 0.121
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.255
2.618 78.537
1.618 78.097
1.000 77.825
0.618 77.657
HIGH 77.385
0.618 77.217
0.500 77.165
0.382 77.113
LOW 76.945
0.618 76.673
1.000 76.505
1.618 76.233
2.618 75.793
4.250 75.075
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 77.278 77.259
PP 77.222 77.183
S1 77.165 77.108

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

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