ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 78.165 78.395 0.230 0.3% 76.930
High 78.500 78.770 0.270 0.3% 78.500
Low 77.965 78.220 0.255 0.3% 76.640
Close 78.420 78.610 0.190 0.2% 78.195
Range 0.535 0.550 0.015 2.8% 1.860
ATR 0.651 0.644 -0.007 -1.1% 0.000
Volume 20,928 18,223 -2,705 -12.9% 102,788
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.183 79.947 78.913
R3 79.633 79.397 78.761
R2 79.083 79.083 78.711
R1 78.847 78.847 78.660 78.965
PP 78.533 78.533 78.533 78.593
S1 78.297 78.297 78.560 78.415
S2 77.983 77.983 78.509
S3 77.433 77.747 78.459
S4 76.883 77.197 78.308
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 78.770 76.945 1.825 2.3% 0.654 0.8% 91% True False 20,109
10 78.770 76.200 2.570 3.3% 0.619 0.8% 94% True False 18,914
20 78.770 74.545 4.225 5.4% 0.671 0.9% 96% True False 10,626
40 78.770 74.545 4.225 5.4% 0.602 0.8% 96% True False 5,390
60 78.770 74.545 4.225 5.4% 0.536 0.7% 96% True False 3,602
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 0.125
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.108
2.618 80.210
1.618 79.660
1.000 79.320
0.618 79.110
HIGH 78.770
0.618 78.560
0.500 78.495
0.382 78.430
LOW 78.220
0.618 77.880
1.000 77.670
1.618 77.330
2.618 76.780
4.250 75.883
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 78.572 78.493
PP 78.533 78.375
S1 78.495 78.258

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

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