ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 78.610 78.225 -0.385 -0.5% 76.930
High 78.705 78.260 -0.445 -0.6% 78.500
Low 78.075 77.850 -0.225 -0.3% 76.640
Close 78.230 78.175 -0.055 -0.1% 78.195
Range 0.630 0.410 -0.220 -34.9% 1.860
ATR 0.643 0.626 -0.017 -2.6% 0.000
Volume 15,640 15,236 -404 -2.6% 102,788
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.325 79.160 78.401
R3 78.915 78.750 78.288
R2 78.505 78.505 78.250
R1 78.340 78.340 78.213 78.218
PP 78.095 78.095 78.095 78.034
S1 77.930 77.930 78.137 77.808
S2 77.685 77.685 78.100
S3 77.275 77.520 78.062
S4 76.865 77.110 77.950
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 77.745 1.025 1.3% 0.576 0.7% 42% False False 19,574
10 78.770 76.260 2.510 3.2% 0.641 0.8% 76% False False 18,531
20 78.770 74.655 4.115 5.3% 0.643 0.8% 86% False False 12,140
40 78.770 74.545 4.225 5.4% 0.605 0.8% 86% False False 6,160
60 78.770 74.545 4.225 5.4% 0.549 0.7% 86% False False 4,115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.113
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 80.003
2.618 79.333
1.618 78.923
1.000 78.670
0.618 78.513
HIGH 78.260
0.618 78.103
0.500 78.055
0.382 78.007
LOW 77.850
0.618 77.597
1.000 77.440
1.618 77.187
2.618 76.777
4.250 76.108
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 78.135 78.310
PP 78.095 78.265
S1 78.055 78.220

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

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