ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 79.410 79.145 -0.265 -0.3% 78.430
High 79.580 79.620 0.040 0.1% 79.680
Low 79.135 78.830 -0.305 -0.4% 78.200
Close 79.180 79.550 0.370 0.5% 79.650
Range 0.445 0.790 0.345 77.5% 1.480
ATR 0.588 0.602 0.014 2.5% 0.000
Volume 17,882 15,457 -2,425 -13.6% 96,851
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.703 81.417 79.985
R3 80.913 80.627 79.767
R2 80.123 80.123 79.695
R1 79.837 79.837 79.622 79.980
PP 79.333 79.333 79.333 79.405
S1 79.047 79.047 79.478 79.190
S2 78.543 78.543 79.405
S3 77.753 78.257 79.333
S4 76.963 77.467 79.116
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.617 83.113 80.464
R3 82.137 81.633 80.057
R2 80.657 80.657 79.921
R1 80.153 80.153 79.786 80.405
PP 79.177 79.177 79.177 79.303
S1 78.673 78.673 79.514 78.925
S2 77.697 77.697 79.379
S3 76.217 77.193 79.243
S4 74.737 75.713 78.836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.760 78.750 1.010 1.3% 0.554 0.7% 79% False False 20,517
10 79.760 78.200 1.560 2.0% 0.542 0.7% 87% False False 20,411
20 79.760 76.740 3.020 3.8% 0.608 0.8% 93% False False 18,379
40 79.760 74.930 4.830 6.1% 0.638 0.8% 96% False False 16,607
60 79.760 74.545 5.215 6.6% 0.619 0.8% 96% False False 11,140
80 79.760 74.545 5.215 6.6% 0.578 0.7% 96% False False 8,371
100 79.760 74.545 5.215 6.6% 0.524 0.7% 96% False False 6,699
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 0.174
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 82.978
2.618 81.688
1.618 80.898
1.000 80.410
0.618 80.108
HIGH 79.620
0.618 79.318
0.500 79.225
0.382 79.132
LOW 78.830
0.618 78.342
1.000 78.040
1.618 77.552
2.618 76.762
4.250 75.473
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 79.442 79.465
PP 79.333 79.380
S1 79.225 79.295

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

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