ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 78.300 78.220 -0.080 -0.1% 78.165
High 78.550 78.395 -0.155 -0.2% 78.770
Low 78.150 77.790 -0.360 -0.5% 77.850
Close 78.275 78.220 -0.055 -0.1% 78.175
Range 0.400 0.605 0.205 51.3% 0.920
ATR 0.609 0.609 0.000 0.0% 0.000
Volume 11,804 12,487 683 5.8% 70,027
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.950 79.690 78.553
R3 79.345 79.085 78.386
R2 78.740 78.740 78.331
R1 78.480 78.480 78.275 78.523
PP 78.135 78.135 78.135 78.156
S1 77.875 77.875 78.165 77.918
S2 77.530 77.530 78.109
S3 76.925 77.270 78.054
S4 76.320 76.665 77.887
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 78.705 77.665 1.040 1.3% 0.531 0.7% 53% False False 11,972
10 78.770 76.945 1.825 2.3% 0.593 0.8% 70% False False 16,041
20 78.770 74.750 4.020 5.1% 0.626 0.8% 86% False False 13,560
40 78.770 74.545 4.225 5.4% 0.613 0.8% 87% False False 6,883
60 78.770 74.545 4.225 5.4% 0.558 0.7% 87% False False 4,598
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 True
Bear Hook False
Bull Hook False
Stretch 0.140
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.966
2.618 79.979
1.618 79.374
1.000 79.000
0.618 78.769
HIGH 78.395
0.618 78.164
0.500 78.093
0.382 78.021
LOW 77.790
0.618 77.416
1.000 77.185
1.618 76.811
2.618 76.206
4.250 75.219
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 78.178 78.183
PP 78.135 78.145
S1 78.093 78.108

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

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