ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 77.310 78.020 0.710 0.9% 76.930
High 78.280 78.500 0.220 0.3% 78.500
Low 77.290 77.745 0.455 0.6% 76.640
Close 78.090 78.195 0.105 0.1% 78.195
Range 0.990 0.755 -0.235 -23.7% 1.860
ATR 0.652 0.660 0.007 1.1% 0.000
Volume 16,236 27,846 11,610 71.5% 102,788
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.412 80.058 78.610
R3 79.657 79.303 78.403
R2 78.902 78.902 78.333
R1 78.548 78.548 78.264 78.725
PP 78.147 78.147 78.147 78.235
S1 77.793 77.793 78.126 77.970
S2 77.392 77.392 78.057
S3 76.637 77.038 77.987
S4 75.882 76.283 77.780
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.358 82.637 79.218
R3 81.498 80.777 78.707
R2 79.638 79.638 78.536
R1 78.917 78.917 78.366 79.278
PP 77.778 77.778 77.778 77.959
S1 77.057 77.057 78.025 77.418
S2 75.918 75.918 77.854
S3 74.058 75.197 77.684
S4 72.198 73.337 77.172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.500 76.640 1.860 2.4% 0.685 0.9% 84% True False 20,557
10 78.500 75.800 2.700 3.5% 0.665 0.8% 89% True False 17,071
20 78.500 74.545 3.955 5.1% 0.663 0.8% 92% True False 8,693
40 78.500 74.545 3.955 5.1% 0.607 0.8% 92% True False 4,412
60 78.500 74.545 3.955 5.1% 0.531 0.7% 92% True False 2,950
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.115
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.709
2.618 80.477
1.618 79.722
1.000 79.255
0.618 78.967
HIGH 78.500
0.618 78.212
0.500 78.123
0.382 78.033
LOW 77.745
0.618 77.278
1.000 76.990
1.618 76.523
2.618 75.768
4.250 74.536
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 78.171 78.038
PP 78.147 77.880
S1 78.123 77.723

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

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