ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	79.635	80.300	0.665	0.8%	79.610
High	80.225	80.820	0.595	0.7%	80.820
Low	79.510	80.095	0.585	0.7%	78.830
Close	80.075	80.595	0.520	0.6%	80.595
Range	0.715	0.725	0.010	1.4%	1.990
ATR	0.611	0.620	0.010	1.6%	0.000
Volume	22,672	28,966	6,294	27.8%	108,414

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.678	82.362	80.994
R3	81.953	81.637	80.794
R2	81.228	81.228	80.728
R1	80.912	80.912	80.661	81.070
PP	80.503	80.503	80.503	80.583
S1	80.187	80.187	80.529	80.345
S2	79.778	79.778	80.462
S3	79.053	79.462	80.396
S4	78.328	78.737	80.196

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.052	85.313	81.690
R3	84.062	83.323	81.142
R2	82.072	82.072	80.960
R1	81.333	81.333	80.777	81.703
PP	80.082	80.082	80.082	80.266
S1	79.343	79.343	80.413	79.713
S2	78.092	78.092	80.230
S3	76.102	77.353	80.048
S4	74.112	75.363	79.501

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.820	78.830	1.990	2.5%	0.617	0.8%	89%	True	False	21,682
10	80.820	78.200	2.620	3.3%	0.565	0.7%	91%	True	False	20,526
20	80.820	76.740	4.080	5.1%	0.614	0.8%	94%	True	False	19,200
40	80.820	75.875	4.945	6.1%	0.619	0.8%	95%	True	False	17,556
60	80.820	74.545	6.275	7.8%	0.619	0.8%	96%	True	False	11,988
80	80.820	74.545	6.275	7.8%	0.586	0.7%	96%	True	False	9,016
100	80.820	74.545	6.275	7.8%	0.537	0.7%	96%	True	False	7,215

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	0.166
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.901
2.618	82.718
1.618	81.993
1.000	81.545
0.618	81.268
HIGH	80.820
0.618	80.543
0.500	80.458
0.382	80.372
LOW	80.095
0.618	79.647
1.000	79.370
1.618	78.922
2.618	78.197
4.250	77.014

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	80.549	80.338
PP	80.503	80.082
S1	80.458	79.825

Download as Excel Spreadsheet

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

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