ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 77.310 77.310 0.000 0.0% 76.000
High 77.385 78.280 0.895 1.2% 77.120
Low 76.945 77.290 0.345 0.4% 75.800
Close 77.335 78.090 0.755 1.0% 76.955
Range 0.440 0.990 0.550 125.0% 1.320
ATR 0.626 0.652 0.026 4.1% 0.000
Volume 17,315 16,236 -1,079 -6.2% 67,927
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.857 80.463 78.635
R3 79.867 79.473 78.362
R2 78.877 78.877 78.272
R1 78.483 78.483 78.181 78.680
PP 77.887 77.887 77.887 77.985
S1 77.493 77.493 77.999 77.690
S2 76.897 76.897 77.909
S3 75.907 76.503 77.818
S4 74.917 75.513 77.546
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 78.280 76.260 2.020 2.6% 0.706 0.9% 91% True False 17,489
10 78.280 74.930 3.350 4.3% 0.729 0.9% 94% True False 14,360
20 78.280 74.545 3.735 4.8% 0.667 0.9% 95% True False 7,304
40 78.280 74.545 3.735 4.8% 0.598 0.8% 95% True False 3,718
60 78.280 74.545 3.735 4.8% 0.526 0.7% 95% True False 2,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.108
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 82.488
2.618 80.872
1.618 79.882
1.000 79.270
0.618 78.892
HIGH 78.280
0.618 77.902
0.500 77.785
0.382 77.668
LOW 77.290
0.618 76.678
1.000 76.300
1.618 75.688
2.618 74.698
4.250 73.083
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 77.988 77.894
PP 77.887 77.698
S1 77.785 77.503

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

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