ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 78.080 78.300 0.220 0.3% 78.165
High 78.275 78.550 0.275 0.4% 78.770
Low 77.665 78.150 0.485 0.6% 77.850
Close 78.185 78.275 0.090 0.1% 78.175
Range 0.610 0.400 -0.210 -34.4% 0.920
ATR 0.625 0.609 -0.016 -2.6% 0.000
Volume 4,697 11,804 7,107 151.3% 70,027
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.525 79.300 78.495
R3 79.125 78.900 78.385
R2 78.725 78.725 78.348
R1 78.500 78.500 78.312 78.413
PP 78.325 78.325 78.325 78.281
S1 78.100 78.100 78.238 78.013
S2 77.925 77.925 78.202
S3 77.525 77.700 78.165
S4 77.125 77.300 78.055
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% 0.520 0.7% 55% False False 13,120
10 78.770 76.725 2.045 2.6% 0.617 0.8% 76% False False 16,154
20 78.770 74.655 4.115 5.3% 0.636 0.8% 88% False False 12,948
40 78.770 74.545 4.225 5.4% 0.609 0.8% 88% False False 6,572
60 78.770 74.545 4.225 5.4% 0.552 0.7% 88% False False 4,390
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 0.125
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.250
2.618 79.597
1.618 79.197
1.000 78.950
0.618 78.797
HIGH 78.550
0.618 78.397
0.500 78.350
0.382 78.303
LOW 78.150
0.618 77.903
1.000 77.750
1.618 77.503
2.618 77.103
4.250 76.450
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 78.350 78.219
PP 78.325 78.163
S1 78.300 78.108

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

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