ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 78.220 78.355 0.135 0.2% 78.080
High 78.395 78.590 0.195 0.2% 78.550
Low 77.790 77.575 -0.215 -0.3% 77.665
Close 78.220 77.830 -0.390 -0.5% 78.220
Range 0.605 1.015 0.410 67.8% 0.885
ATR 0.609 0.638 0.029 4.8% 0.000
Volume 12,487 7,947 -4,540 -36.4% 28,988
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.043 80.452 78.388
R3 80.028 79.437 78.109
R2 79.013 79.013 78.016
R1 78.422 78.422 77.923 78.210
PP 77.998 77.998 77.998 77.893
S1 77.407 77.407 77.737 77.195
S2 76.983 76.983 77.644
S3 75.968 76.392 77.551
S4 74.953 75.377 77.272
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.800 80.395 78.707
R3 79.915 79.510 78.463
R2 79.030 79.030 78.382
R1 78.625 78.625 78.301 78.828
PP 78.145 78.145 78.145 78.246
S1 77.740 77.740 78.139 77.943
S2 77.260 77.260 78.058
S3 76.375 76.855 77.977
S4 75.490 75.970 77.733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.590 77.575 1.015 1.3% 0.608 0.8% 25% True True 10,434
10 78.770 77.290 1.480 1.9% 0.650 0.8% 36% False False 15,104
20 78.770 74.750 4.020 5.2% 0.662 0.8% 77% False False 13,938
40 78.770 74.545 4.225 5.4% 0.621 0.8% 78% False False 7,079
60 78.770 74.545 4.225 5.4% 0.568 0.7% 78% False False 4,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.156
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 82.904
2.618 81.247
1.618 80.232
1.000 79.605
0.618 79.217
HIGH 78.590
0.618 78.202
0.500 78.083
0.382 77.963
LOW 77.575
0.618 76.948
1.000 76.560
1.618 75.933
2.618 74.918
4.250 73.261
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 78.083 78.083
PP 77.998 77.998
S1 77.914 77.914

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

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