ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 77.940 77.615 -0.325 -0.4% 78.080
High 78.215 78.270 0.055 0.1% 78.550
Low 77.580 77.600 0.020 0.0% 77.665
Close 77.655 78.105 0.450 0.6% 78.220
Range 0.635 0.670 0.035 5.5% 0.885
ATR 0.632 0.635 0.003 0.4% 0.000
Volume 19,220 16,014 -3,206 -16.7% 28,988
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.002 79.723 78.474
R3 79.332 79.053 78.289
R2 78.662 78.662 78.228
R1 78.383 78.383 78.166 78.523
PP 77.992 77.992 77.992 78.061
S1 77.713 77.713 78.044 77.853
S2 77.322 77.322 77.982
S3 76.652 77.043 77.921
S4 75.982 76.373 77.737
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 77.390 1.200 1.5% 0.697 0.9% 60% False False 14,789
10 78.770 77.390 1.380 1.8% 0.609 0.8% 52% False False 13,954
20 78.770 75.875 2.895 3.7% 0.625 0.8% 77% False False 15,913
40 78.770 74.545 4.225 5.4% 0.621 0.8% 84% False False 8,383
60 78.770 74.545 4.225 5.4% 0.576 0.7% 84% False False 5,621
80 78.770 74.545 4.225 5.4% 0.518 0.7% 84% False False 4,219
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 False
Bear Hook False
Bull Hook False
Stretch 0.154
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.118
2.618 80.024
1.618 79.354
1.000 78.940
0.618 78.684
HIGH 78.270
0.618 78.014
0.500 77.935
0.382 77.856
LOW 77.600
0.618 77.186
1.000 76.930
1.618 76.516
2.618 75.846
4.250 74.753
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 78.048 78.013
PP 77.992 77.922
S1 77.935 77.830

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

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