ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 78.395 78.610 0.215 0.3% 76.930
High 78.770 78.705 -0.065 -0.1% 78.500
Low 78.220 78.075 -0.145 -0.2% 76.640
Close 78.610 78.230 -0.380 -0.5% 78.195
Range 0.550 0.630 0.080 14.5% 1.860
ATR 0.644 0.643 -0.001 -0.2% 0.000
Volume 18,223 15,640 -2,583 -14.2% 102,788
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.227 79.858 78.577
R3 79.597 79.228 78.403
R2 78.967 78.967 78.346
R1 78.598 78.598 78.288 78.468
PP 78.337 78.337 78.337 78.271
S1 77.968 77.968 78.172 77.838
S2 77.707 77.707 78.115
S3 77.077 77.338 78.057
S4 76.447 76.708 77.884
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 77.290 1.480 1.9% 0.692 0.9% 64% False False 19,774
10 78.770 76.235 2.535 3.2% 0.636 0.8% 79% False False 19,821
20 78.770 74.655 4.115 5.3% 0.654 0.8% 87% False False 11,392
40 78.770 74.545 4.225 5.4% 0.607 0.8% 87% False False 5,780
60 78.770 74.545 4.225 5.4% 0.542 0.7% 87% False False 3,862
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 0.121
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.383
2.618 80.354
1.618 79.724
1.000 79.335
0.618 79.094
HIGH 78.705
0.618 78.464
0.500 78.390
0.382 78.316
LOW 78.075
0.618 77.686
1.000 77.445
1.618 77.056
2.618 76.426
4.250 75.398
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 78.390 78.368
PP 78.337 78.322
S1 78.283 78.276

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

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