ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 79.895 80.020 0.125 0.2% 79.610
High 80.435 80.600 0.165 0.2% 80.820
Low 79.770 79.820 0.050 0.1% 78.830
Close 80.140 80.100 -0.040 0.0% 80.595
Range 0.665 0.780 0.115 17.3% 1.990
ATR 0.629 0.640 0.011 1.7% 0.000
Volume 41,765 29,073 -12,692 -30.4% 108,414
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.513 82.087 80.529
R3 81.733 81.307 80.315
R2 80.953 80.953 80.243
R1 80.527 80.527 80.172 80.740
PP 80.173 80.173 80.173 80.280
S1 79.747 79.747 80.029 79.960
S2 79.393 79.393 79.957
S3 78.613 78.967 79.886
S4 77.833 78.187 79.671
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 79.650 1.170 1.5% 0.697 0.9% 38% False False 33,868
10 80.820 78.830 1.990 2.5% 0.646 0.8% 64% False False 27,379
20 80.820 76.810 4.010 5.0% 0.614 0.8% 82% False False 22,041
40 80.820 76.640 4.180 5.2% 0.627 0.8% 83% False False 19,690
60 80.820 74.545 6.275 7.8% 0.630 0.8% 89% False False 14,318
80 80.820 74.545 6.275 7.8% 0.606 0.8% 89% False False 10,769
100 80.820 74.545 6.275 7.8% 0.553 0.7% 89% False False 8,618
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 0.157
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.915
2.618 82.642
1.618 81.862
1.000 81.380
0.618 81.082
HIGH 80.600
0.618 80.302
0.500 80.210
0.382 80.118
LOW 79.820
0.618 79.338
1.000 79.040
1.618 78.558
2.618 77.778
4.250 76.505
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 80.210 80.125
PP 80.173 80.117
S1 80.137 80.108

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

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