ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 78.225 78.080 -0.145 -0.2% 78.165
High 78.260 78.275 0.015 0.0% 78.770
Low 77.850 77.665 -0.185 -0.2% 77.850
Close 78.175 78.185 0.010 0.0% 78.175
Range 0.410 0.610 0.200 48.8% 0.920
ATR 0.626 0.625 -0.001 -0.2% 0.000
Volume 15,236 4,697 -10,539 -69.2% 70,027
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.872 79.638 78.521
R3 79.262 79.028 78.353
R2 78.652 78.652 78.297
R1 78.418 78.418 78.241 78.535
PP 78.042 78.042 78.042 78.100
S1 77.808 77.808 78.129 77.925
S2 77.432 77.432 78.073
S3 76.822 77.198 78.017
S4 76.212 76.588 77.850
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.025 80.520 78.681
R3 80.105 79.600 78.428
R2 79.185 79.185 78.344
R1 78.680 78.680 78.259 78.933
PP 78.265 78.265 78.265 78.391
S1 77.760 77.760 78.091 78.013
S2 77.345 77.345 78.006
S3 76.425 76.840 77.922
S4 75.505 75.920 77.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.770 77.665 1.105 1.4% 0.547 0.7% 47% False True 14,944
10 78.770 76.640 2.130 2.7% 0.616 0.8% 73% False False 17,751
20 78.770 74.655 4.115 5.3% 0.638 0.8% 86% False False 12,373
40 78.770 74.545 4.225 5.4% 0.611 0.8% 86% False False 6,277
60 78.770 74.545 4.225 5.4% 0.549 0.7% 86% False False 4,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.120
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.868
2.618 79.872
1.618 79.262
1.000 78.885
0.618 78.652
HIGH 78.275
0.618 78.042
0.500 77.970
0.382 77.898
LOW 77.665
0.618 77.288
1.000 77.055
1.618 76.678
2.618 76.068
4.250 75.073
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 78.113 78.185
PP 78.042 78.185
S1 77.970 78.185

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

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