ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 80.180 80.435 0.255 0.3% 80.560
High 80.835 80.445 -0.390 -0.5% 80.835
Low 80.075 79.655 -0.420 -0.5% 79.650
Close 80.410 79.755 -0.655 -0.8% 80.410
Range 0.760 0.790 0.030 3.9% 1.185
ATR 0.649 0.659 0.010 1.6% 0.000
Volume 32,291 2,065 -30,226 -93.6% 172,665
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.322 81.828 80.190
R3 81.532 81.038 79.972
R2 80.742 80.742 79.900
R1 80.248 80.248 79.827 80.100
PP 79.952 79.952 79.952 79.878
S1 79.458 79.458 79.683 79.310
S2 79.162 79.162 79.610
S3 78.372 78.668 79.538
S4 77.582 77.878 79.321
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.853 83.317 81.062
R3 82.668 82.132 80.736
R2 81.483 81.483 80.627
R1 80.947 80.947 80.519 80.623
PP 80.298 80.298 80.298 80.136
S1 79.762 79.762 80.301 79.438
S2 79.113 79.113 80.193
S3 77.928 78.577 80.084
S4 76.743 77.392 79.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.835 79.650 1.185 1.5% 0.775 1.0% 9% False False 26,410
10 80.835 78.830 2.005 2.5% 0.699 0.9% 46% False False 25,970
20 80.835 77.090 3.745 4.7% 0.645 0.8% 71% False False 22,350
40 80.835 76.740 4.095 5.1% 0.635 0.8% 74% False False 19,515
60 80.835 74.545 6.290 7.9% 0.635 0.8% 83% False False 14,887
80 80.835 74.545 6.290 7.9% 0.611 0.8% 83% False False 11,198
100 80.835 74.545 6.290 7.9% 0.566 0.7% 83% False False 8,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.136
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.803
2.618 82.513
1.618 81.723
1.000 81.235
0.618 80.933
HIGH 80.445
0.618 80.143
0.500 80.050
0.382 79.957
LOW 79.655
0.618 79.167
1.000 78.865
1.618 78.377
2.618 77.587
4.250 76.298
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 80.050 80.245
PP 79.952 80.082
S1 79.853 79.918

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

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