ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 78.020 78.165 0.145 0.2% 76.930
High 78.500 78.500 0.000 0.0% 78.500
Low 77.745 77.965 0.220 0.3% 76.640
Close 78.195 78.420 0.225 0.3% 78.195
Range 0.755 0.535 -0.220 -29.1% 1.860
ATR 0.660 0.651 -0.009 -1.4% 0.000
Volume 27,846 20,928 -6,918 -24.8% 102,788
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.900 79.695 78.714
R3 79.365 79.160 78.567
R2 78.830 78.830 78.518
R1 78.625 78.625 78.469 78.728
PP 78.295 78.295 78.295 78.346
S1 78.090 78.090 78.371 78.193
S2 77.760 77.760 78.322
S3 77.225 77.555 78.273
S4 76.690 77.020 78.126
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 76.725 1.775 2.3% 0.714 0.9% 95% True False 19,188
10 78.500 75.875 2.625 3.3% 0.641 0.8% 97% True False 17,872
20 78.500 74.545 3.955 5.0% 0.657 0.8% 98% True False 9,728
40 78.500 74.545 3.955 5.0% 0.600 0.8% 98% True False 4,935
60 78.500 74.545 3.955 5.0% 0.531 0.7% 98% True False 3,298
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 3 trading days
Fibonacci Retracements and Extensions
4.250 80.774
2.618 79.901
1.618 79.366
1.000 79.035
0.618 78.831
HIGH 78.500
0.618 78.296
0.500 78.233
0.382 78.169
LOW 77.965
0.618 77.634
1.000 77.430
1.618 77.099
2.618 76.564
4.250 75.691
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 78.358 78.245
PP 78.295 78.070
S1 78.233 77.895

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

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